JOURNAL OF Econometrics ELSEVIER Journal of Econometrics 111 (2002) 385 www.elsevier.com/locate/econbase Author index to volume 111 Bauer, D., Wagner, M., Estimating cointegrated systems using subspace algorithms Bekker, P.A., Exact inference for the linear model with groupwise heteroscedastic spherical disturbances Boswijk, H.P., see Smith, R.J. Chao, J.C., Phillips, P.C.B., Jeffreys prior analysis of the simultaneous equations model in the case with n + 1 endogenous variables Chesher, A., Dumangane, M., Smith, R.J., Duration response measurement error de Jong, R.M., A note on “‘Convergence rates and asymptotic normality for series estimators”: uniform convergence rates Dufour, J.-M., Khalaf, L., Simulation based finite and large sample tests in multivariate regressions Dumangane, M., see Chesher, A. Gao, J., see Lahiri, K. Gospodinov, N., Median unbiased forecasts for highly persistent autoregressive processes Harris, D., McCabe, B., Leybourne, S., Stochastic cointegration: estimation and inference Horowitz, J.L., Bootstrap critical values for tests based on the smoothed maximum score estimator Huang, T.-H., Shen, C.-H., Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand Johansen, S., A small sample correction for tests of hypotheses on the cointegrating vectors Khalaf, L., see Dufour, J.-M. Kleibergen, F., Paap, R., Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Lahiri, K., Gao, J., Bayesian analysis of nested logit model by Markov chain Monte Carlo Leybourne, S., see Harris, D. McCabe, B., see Harris, D. Paap, R., see Kleibergen, F. Phillips, P.C.B., see Chao, J.C. Phillips, P.C.B., New unit root asymptotics in the presence of deterministic trends Rothenberg, T.J., Some elementary distribution theory for an autoregression fitted to a random walk Shen, C.-H., see Huang, T.-H. Smith, R.J., Boswijk, H.P., Finite sample and asymptotic methods in econometrics Smith, R.J., see Chesher, A. Wagner, M., see Bauer, D. 0304-4076/02-/ $se e front matter PII: S0304-4076(02)00214-2