1. Forecasting spring flow time series

   • Egidio Cascini
   • Leonardo Cascini

   OriginalPaper Pages: 1 - 23

2. Dynamic component detection in a multifactor model for stock returns

   • Michele Costa

   OriginalPaper Pages: 25 - 36

3. Testing for cointegration at any frequency using spectral methods

   • Gianluca Cubadda

   OriginalPaper Pages: 37 - 50

4. On the wald, lagrangian multiplier and likelihood ratio tests when the information matrix is singular

   • Abdalla T. El-Helbawy
   • Tawfik Hassan

   OriginalPaper Pages: 51 - 60

5. Detecting and testing causality in linear econometric models

   • Mario Faliva
   • M. Grazia Zoia

   OriginalPaper Pages: 61 - 76

6. Estimating probabilities from invariant permutation distributions

   • Andrea Pallini

   OriginalPaper Pages: 77 - 91

7. The role of the drift in I(2) systems

   • Paolo Paruolo

   OriginalPaper Pages: 93 - 123

8. On identifiability of parametric statistical models

   • Carlos Daniel Mimoso Paulino
   • Carlos Alberto de Bragança Pereira

   OriginalPaper Pages: 125 - 151

9. Bayesian theory

   • Ludovico Piccinato

   BookReview Pages: 155 - 160