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Journal of Business & Economic Statistics

1983 - 2011

Edited by Jonathan H. Wright and Keisuke Hirano

from American Statistical Association

This journal is continued by Journal of Business & Economic Statistics.
Series data maintained by Christopher F. Baum ().

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2003, volume 21, issue 4

Iterative and Recursive Estimation in Structural Nonadaptive Models pp. 449-82
Sergio Pastorello, Valentin Patilea and Eric Michel Renault
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 482-85
Xiaohong Chen
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 485-88
Mikhail Chernov
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 488-90
Qiang Dai
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 490-92
Garland Durham and John Geweke
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 493-95
Michael Johannes and Nicholas Polson
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 495-98
Jun Pan
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 498-500
Robert P Sherman
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 500-503
Christopher Sims
Iterative and Recursive Estimation in Structural Nonadaptive Models: Rejoinder pp. 503-09
Sergio Pastorello, Valentin Patilea and Eric Michel Renault
Variance Shifts, Structural Breaks, and Stationarity Tests pp. 510-31
Fabio Busetti and Robert Taylor
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations pp. 532-46
Gabriele Fiorentini, Enrique Sentana and Giorgio Calzolari
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income pp. 547-63
Richard Paap and Herman K. van Dijk
Business Cycle Duration Dependence Reconsidered pp. 564-69
Thomas W. Zuehlke
Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000) pp. 570-76
Roman Liesenfeld and Jean-Francois Richard
The Estimation of Dynamic Bivariate Mixture Models: Reply to Liesenfeld and Richard Comments pp. 577-80
Toshiaki Watanabe

2003, volume 21, issue 3

Wealth Accumulation over the Life Cycle and Precautionary Savings pp. 339-53
Marco Cagetti
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model pp. 354-67
Oliver Bruce Linton and Benoit Perron
The Proportional Hazard Model for Purchase Timing: A Comparison of Alternative Specifications pp. 368-82
P B Seetharaman and Pradeep K. Chintagunta
Martingale Property of Exchange Rates and Central Bank Interventions pp. 383-95
Kamil Yilmaz
Recent Two-Stage Sample Selection Procedures with an Application to the Gender Wage Gap pp. 396-405
Christofides, Louis N, et al
A Stochastic Frontier Analysis of Financing Constraints on Investment: The Case of Financial Liberalization in Taiwan pp. 406-19
Hung-Jen Wang
Seasonality Tests pp. 420-36
Fabio Busetti and Andrew C. Harvey
Pairwise-Difference Rank Estimation of the Transformation Model pp. 437-47
Jason Abrevaya

2003, volume 21, issue 2

Regression Modeling and Meta-analysis for Decision Making: A Cost-Benefit Analysis of Incentives in Telephone Surveys pp. 213-25
Andrew Gelman, Matt Stevens and Valerie Chan
The Effects of Public R&D Subsidies on Firms' Innovation Activities: The Case of Eastern Germany pp. 226-36
Matthias Almus and Dirk Czarnitzki
The Aroma of Tacoma: Time-Varying Average Derivatives and the Effect of a Superfund Site on House Prices pp. 237-46
Daniel McMillen and Paul Thorsnes
Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa pp. 247-57
Adonis Yatchew, Yiguo Sun and Catherine Deri Armstrong
On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter pp. 258-68
Dale J Poirier and Justin Tobias
Efficient Estimation of Conditional Asset-Pricing Models pp. 269-83
Douglas James Hodgson and Keith P Vorkink
Measuring and Decomposing Productivity Change: Stochastic Distance Function Estimation versus Data Envelopment Analysis pp. 284-94
Scott E Atkinson, Christopher Cornwell and Olaf Honerkamp
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models pp. 295-318
Jan J. J. Groen and Frank Kleibergen
Imposing and Testing Curvature Conditions on a Box-Cox Cost Function pp. 319-35
Bertrand M. Koebel, Martin Falk and Francois Laisney

2003, volume 21, issue 1

Was There a Riverside Miracle? A Hierarchical Framework for Evaluating Programs with Grouped Data pp. 1-11
Rajeev Dehejia
Nonparametric Applications of Bayesian Inference pp. 12-18
Gary Chamberlain and Guido Imbens
Estimating the Benefit Incidence of an Antipoverty Program by Propensity-Score Matching pp. 19-30
Jyotsna Jalan and Martin Ravallion
Testing the Normality Assumption in the Sample Selection Model with an Application to Travel Demand pp. 31-42
Bas van der Klaauw and Ruud H. Koning
Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available pp. 43-52
Aviv Nevo
Semiparametric Estimation of the Optimal Reserve Price in First-Price Auctions pp. 53-64
Tong Li, Isabelle Perrigne and Quang Vuong
A Note on Rubin's Statistical Matching Using File Concatenation with Adjusted Weights and Multiple Imputations pp. 65-73
Chris Moriarity and Fritz Scheuren
Bayesian Modeling and Computations in Final-Offer Arbitration pp. 74-79
Tim Swartz
Flexible Covariance Structures for Categorical Dependent Variables through Finite Mixtures of Generalized Extreme Value Models pp. 80-87
Joffre Dan Swait
Parameterized Expectations Algorithm and the Moving Bounds pp. 88-92
Lilia Maliar and Serguei Maliar
Bayesian Analysis of Endogenous Delay Threshold Models pp. 93-103
Gary Koop and Simon Potter
Time-Varying Smooth Transition Autoregressive Models pp. 104-21
Stefan Lundbergh, Timo Teräsvirta and Dick van Dijk
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models pp. 122-32
Alain Guay and Olivier Scaillet
A New PC-Based Test for Varian's Weak Separability Conditions pp. 133-44
Adrian R Fleissig and Gerald A Whitney
Tests of Rank in Reduced Rank Regression Models pp. 145-55
Camba-Mendez, Gonzalo, et al
Robust Stationarity Tests in Seasonal Time Series Processes pp. 156-63
Robert Taylor
Testing for Nonlinear Autoregression pp. 164-73
Ignacio N. Lobato
On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process pp. 174-84
Amit Sen
Valid Bayesian Estimation of the Cointegrating Error Correction Model pp. 185-95
Rodney W. Strachan
Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions pp. 196-211
Michael Peter Clements and Hans-Martin Krolzig
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