| A modern approach to teaching econometrics | David F. HENDRY, Bent NİELSEN | 331–336 |
| Bootstrapping the shrinkage least absolute deviations estimator | Tae Hwan KIM, Halbert WHITE | 371–381 |
| Predictive subset VAR modeling using the genetic algorithm and information complexity | Hamparsum BOZDOGAN, J. Andrew HOWE | 382–405 |
| K-th moving, weighted and exponential moving average for time series forecasting models | Chris P. TSOKOS | 406–416 |
| Law of iterated logarithm and strong consistency in Poisson regression model selection | Guogi QIAN | 417–434 |
| A generalization of Durbin-Watson statistic | A. K. GUPTA, S. Niwit PONG, D. G. KABE | 435–442 |
| Stylized facts of financial time series and three popular models of volatility | Hans MALMSTEN, Timo TERASVIRTA | 443–477 |
| Diffusion index models and index proxies: recent results and new directions | Norman R. SWANSON, Nii Ayi ARMAH | 478–501 |
| Variance-ratio tests robust to a break in drift | Tae Hwan KIM, Yunmi KIM | 502–518 |
| A generalization of the concept of cointegration to harmonizable and class (KF) processes | Roselyne JOYEUX | 519–530 |
| A new skew-normal model for the application-oriented skew-t model | John T. CHEN | 531–540 |
| Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements | Norman MORIN | 541–571 |
| Approximating expectation functionals for financial optimization | N.C.P. EDIRISINGHE | 572–592 |