Econometric Theory

EDITOR

Peter C. B. Phillips
econometric dot theory at yale dot edu
Cowles Foundation for Research in Economics
Yale University
Box 208281
New Haven, CT 06520-8281 USA

CO-EDITORS

Jinyong Hahn
University of California, Los Angeles
Paolo Paruolo
et at eco dot uninsubria dot it
Università dell'Insubria
Italy
Bruce Hansen
bhansen at ssc dot wisc dot edu
University of Wisconsin
Benedikt M. Pötscher
benedikt dot poetscher at univie dot ac dot at
University of Vienna
Austria
Yuichi Kitamura
yuichi dot kitamura at yale dot edu
Yale University
Pentti Saikkonen
saikkone at valt dot helsinki dot fi
University of Helsinki
Finland
Guido Kuersteiner
University of California, Davis
Richard Smith
richard dot j dot smith at bristol dot ac dot uk
University of Cambridge
United Kingdom
Oliver Linton
O dot Linton at lse dot ac dot uk
London School of Economics
United Kingdom
Robert Taylor
University of Nottingham
United Kingdom

ADVISORY BOARD

Manfred Deistler
Technische Universitat Wien
Austria
C. W. J. Granger
University of California, San Diego
Peter M. Robinson
London School of Economics
United Kingdom

ASSOCIATE EDITORS

Karim Abadir
Imperial College London
Michael Jansson
University of California
Federico Bandi
GSB-The University of Chicago
P. Jeganathan
Indian Statistical Institute
Ngai H. Chan
Chinese University of Hong Kong
Søren Johansen
University of Copenhagen
John Chao
University of Maryland
Roger Klein
Rutgers University
Xiaohong Chen
New York University
Keith Knight
University of Toronto
Victor Chernozhukov
Massachusetts Institute of Technology
Roger Koenker
University of Illinois
Robert de Jong
Ohio State University
Arthur Lewel
Boston College
Stephen Donald
University of Texas, Austin
Helmut Lütkepohl
European University Institute
Graham Elliott
University of California, San Diego
Hyungsik Roger Moon
University of Southern California
Yanqin Fan
Vanderbilt University 
Joon Y. Park
Texas A&M University
Peter Hall
Australian National University
Ingmar R. Prucha
University of Maryland
Javier Hidalgo
London School of Economics
Victor Solo
University of Michigan
Grant Hillier
University of Southampton
Yoon-Jae Whang
Seoul National University
Yongmiao Hong
Cornell University
Zhijie Xiao
Boston College
Jun Yu
Singapore Management University