Volume 8, Supplement

December, 1993

	Special Issue on Econometric Inference using Simulation Techniques Guest Editors: B.W. Brown, A. Monfort and H.K. van Dijk
	Introduction B.W. Brown, A. Monfort and H.K. van Dijk	S1-S3
	Bayesian Estimation of Manufacturing Effects in a Fuel Economy Model R.W. Andrews, J.O. Berger and M.H. Smith	S5-S18
	Bayesian Treatment of the Independent Student-t Linear Model J. Geweke	S19-S40
	Non-stationarity in GARCH Models: A Bayesian Analysis F. Kleibergen and H.K. Van Dijk	S41-S61
	Estimating Nonlinear Time-series Models Using Simulated Vector Autoregressions A.A. Smith, Jr.	S63-S84
	Indirect Inference C. Gourieroux, A. Monfort and E. Renault	S85-S118
	Simulation-based Estimation of Models with Lagged Latent Variables G. Laroque and B. Salanie	S119-S133
	Fitting Nonlinear Time-series Models with Applications to Stochastic Variance Models N. Shephard	S135-S152
	Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models J. Danielsson and J.-F. Richard	S153-S173
	Announcement
	Call for Papers
	Author Index

© 2005 by John Wiley & Sons, Ltd.