Econometric Theory acknowledges the services of the following persons who acted as referees for the Journal during 2003–2004. The quality of the final research product that appears in each issue of the Journal owes much to the specialist knowledge and the painstaking, silent contributions of our referees. The Editor, Co-Editors, and Cambridge University Press thank all our referees for their services and apologize if the following list is in anyway incomplete.

I am delighted to announce the following Econometric Theory Awards for 2004.

Deriving the observed information matrix in ordered probit and logit models using the complete-data likelihood function—solution.

See solution below.

Cumulative index.

Redundancy of lagged regressors in a conditionally heteroskedastic time series regressionAn excellent solution has been independently proposed by the S. Anatolyev, the poser of the problem.—solution.

The 12th meeting of the New Zealand Econometrics Study Group (NZESG) was held in Wellington at the Reserve Bank of New Zealand on Friday afternoon, 17 October 2003, and at Old Government Buildings, Victoria University, on Saturday, 18 October 2003. It was well attended by approximately 50 participants (7 from overseas) with a full program of 20 speakers, including an opening address by Dr Alan Bollard, Governor, Reserve Bank of New Zealand. Full details of the program, including abstracts and photographs of the event, are available at the conference web site http://www.vuw.ac.nz/nzesg/ and at the NZESG home web site http://yoda.eco.auckland.ac.nz/nzesg/.

Redundancy of lagged regressors in a conditionally heteroskedastic time series regression—solution.