Advances in Econometrics and Quantitative Economics

2. The Optimality of Extended Score Tests With Applications to Testing for a Moving Average Unit Root: K. Tanaka (Hitotsubashi University).

3. Score Diagnostics for Linear Models Estimated by Two Stage Least Squares: J. M. Woolridge (Michigan State University).

4. Asymptotic Expansions in Statisics: A Review of Methods and Applications: R. N. Bhattacharya and M. L. Puri (Both Indiana University).

5. An Asymptotic Expansion for the Distribution of Test Criteria Which Are Asymptotically Distributed as Chi-Squared Under Contiguous Alternatives: A. Holly and L. Gardiol (Both Universit© de Lausanne).

6. Estimation in Semiparametric Models: O. Linton (Yale University).

7. Pooling Nonparametric Estimates of Regression Functions with a Similar Shape: C. A. P. Pinkse and P. M. Robinson (University of British Columbia and London School of Economics).

8. On the Theory of Testing Covariance Stationarity Under Moment Condition Failure: Peter C. B. Phillips and Mico Lorentan (Yale University and University of Wisconsin).

9. Pattern Identification of ARMA Models: T. W. Anderson (Stanford University).

10. Convergence Rates for Series Estimators: W. K. Newey (Massachusetts Institute of Technology).

11. Generalized Least Squares with Nonnormal Errors: C. L. Cavanagh and T. J. Rotherberg (Columbia University and University of California at Berkeley).

12. Factor Analysis Under More General Conditions with Reference to Heteroskedasticity of Unknown Form: John G. Cragg and Stephen G. Donald (University of British Columbia and Boston University).

13. Inference in Factor Models: Christian Gourieroux, A. Monfort and E. Renault (CRES, CREST, and Universit© des Sciences Sociales).

14. Expectations: Are They Rational, Adaptive or Naive?: Marc Nerlove and T. Schuerman (University of Maryland and AT & T Bell Laboratories).

15. Some Hypotheses About the Time Series Behaviour of Commodity Prices: P. K. Trivedi (Indiana University).

16. A Review of the Derivation and Calculation of Rao Distances with an Application to Portfolio Theory: U. Jensen (Christian-Albrechts Universitat).