Volume 14 Number 2

March-April, 1999

	A Non-Linear Filtering Approach to Stochastic Volatility Models with an Application to Daily Stock Returns T. Watanabe	101
	A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models M. P. Clements and J. Smith	123
	Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test S. G. Hall, Z. Psaradakis and M. Sola	143
	Estimating the LQAC Model with I(2) Variables T. Engsted and N. Haldrup	155
	The Time-Varying Behaviour of Real Interest Rates: A Re-Evaluation of the Recent Evidence B. Bekdache	171
	Software Review Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP B. D. McCullough	191
	Announcement: Annual Lecture Series
	Forthcoming Papers
	Journal of Applied Econometrics Data Archive: Information for Users
	Electronic Submission of Abstracts: Instructions for Authors

© 2005 by John Wiley & Sons, Ltd.