Volume 16 Number 2

March-April, 2001

	Testing of seasonal fractional integration in UK and Japanese consumption and income L. Gil-Alana, P. M. Robinson	95
	Autoregressive conditional heteroscedasticity in commodity spot prices S. Beck	115
	Modelling the conditional volatility of commodity index futures as a regime switching process W. M. Fong, K. H. See	133
	The effect of physician advice on alcohol comsumption: count regression with an endogenous treatment effect D. S. Kenkel, J. V. Terza	165
	SOFTWARE REVIEW Software for parallel computing: the LAM implementation of MPI C. A. Swann	185
	Announcement
	Forthcoming Papers

© 2005 by John Wiley & Sons, Ltd.