

Journal of Business & Economic Statistics
1983  2011
Current editor(s): 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 (). Access Statistics for this journal.
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1995, volume 13, issue 4
 Dan Nelson Remembered pp. 36164
 Tim Bollerslev and Peter Rossi
 Overnight and Daytime StockReturn Dynamics on the London Stock Exchange: The Impact of the "Big Bang" and the 1987 StockMarket Crash pp. 36578
 Ronald Masulis and Victor K Ng
 Can Speculative Trading Explain the VolumeVolatility Relation? pp. 37996
 Frederick Foster and S Viswanathan
 The Time Variation of Expected Returns and Volatility in ForeignExchange Markets pp. 397408
 Geert Bekaert
 Sustainability of the Deficit Process with Structural Shifts pp. 40917
 Carmela E Quintos
 Revealed Preference of the Federal Reserve: Using InverseControl Theory to Interpret the Policy Equation of a Vector Autoregression pp. 41933
 Michael K Salemi
 Uncertainty about the Persistence of Economic Shocks pp. 43540
 John P Miller and Paul Newbold
 Temporal Aggregation and Economic Time Series pp. 44151
 Robert Rossana and John Seater
 Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money pp. 45358
 Apostolos Serletis
 A Dynamic Analysis of Interfuel Substitution in U.S. Industrial Energy Demand pp. 45965
 Clifton T Jones
 Duration Dependence and Dispersion in CountData Models pp. 46774
 Rainer Winkelmann
 Some Specification Tests for Probit Models Estimated on Panel Data pp. 47588
 Michael Lechner
1995, volume 13, issue 3
 Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability pp. 23752
 Fabio Canova and Bruce Hansen
 Comparing Predictive Accuracy pp. 25363
 Francis Diebold and Roberto Mariano
 A ModelSelection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks pp. 26575
 Norman Swanson and Halbert White
 Lag Order and Critical Values of the Augmented DickeyFuller Test pp. 27780
 YinWong Cheung and Kon S Lai
 Reassessing Brand Loyalty, Price Sensitivity, and Merchandising Effects on Consumer Brand Choice pp. 28189
 Greg M Allenby and Peter J Lenk
 Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing pp. 291303
 ByungDo Kim, Robert C Blattberg and Peter Rossi
 Measurement Error and Earnings Dynamics: Some Estimates from the PSID Validation Study pp. 30514
 JornSteffen Pischke
 A Bayesian Integration of EndUse Metering and ConditionalDemand Analysis pp. 31526
 Cheng Hsiao, Dean Mountain and Kathleen Ho Illman
 Censored Regression Estimation under Unobserved Heterogeneity: A Stochastic Parameter Approach pp. 32735
 Petros E Ioannatos
 Research on EstablishmentSurvey Questionnaire Design pp. 33746
 Polly A Phipps, Shail J Butani and Young Chun
 Variance Estimation in the Swedish Consumer Price Index pp. 34756
 Jurgen Dalen and Esbjorn Ohlsson
 SampleAudit Tax Assessment for Businesses: What's Fair? pp. 35759
 S James Press
1995, volume 13, issue 2
 Introduction to the JBES Symposium on Program and Policy Evaluation pp. 13336
 Joshua Angrist
 The Benefit of Additional HighSchool Math and Science Classes for Young Men and Women pp. 13749
 Phillip Levine and David Zimmerman
 Natural and Quasiexperiments in Economics pp. 15161
 Bruce Meyer
 The LaborMarket Effects of Introducing National Health Insurance: Evidence from Canada pp. 16373
 Jonathan Gruber and Maria Hanratty
 The Employment Effect in Retail Trade of California's 1988 Minimum Wage Increase pp. 17582
 Taeil Kim and Lowell J Taylor
 The GeneralLiability Reform Experiments and the Distribution of InsuranceMarket Outcomes pp. 18388
 W Viscusi and Patricia Born
 The Impact of Unemployment Insurance Benefit Levels on Recipiency pp. 18998
 Brian McCall
 Minimum Wage Effects on Employment and School Enrollment pp. 199206
 David Neumark and William Wascher
 Evaluating the Cost of Conscription in The Netherlands pp. 20715
 Guido Imbens and Wilbert van der Klaauw
 Democratization or Diversion? The Effect of Community Colleges on Educational Attainment pp. 21724
 Cecilia Elena Rouse
 SplitSample Instrumental Variables Estimates of the Return to Schooling pp. 22535
 Joshua Angrist and Alan Krueger
1995, volume 13, issue 1
 FiniteSample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation pp. 110
 Robin L Lumsdaine
 A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada pp. 1125
 G. Karolyi
 Estimation of Common LongMemory Components in Cointegrated Systems pp. 2735
 Jesus Gonzalo and Clive Granger
 Long Memory in Inflation Rates: International Evidence pp. 3745
 Uwe Hassler and Juergen Wolters
 Nonstationarity of Regressors and Tests on RealInterestRate Behavior pp. 4751
 Frederic Mishkin
 Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features pp. 5366
 Robert E Dorsey and Walter J Mayer
 Money, Output, and Prices: Evidence from a New Monetary Aggregate pp. 6783
 Julio Rotemberg, John Driscoll and James Poterba
 Randomization Tests in Econometrics pp. 8594
 Peter Kennedy
 Measuring Welfare Changes When Quantity Is Constrained pp. 95103
 Jon Breslaw and J Barry Smith
 Frontier Estimation and FirmSpecific Inefficiency Measures in the Presence of Heteroscedasticity pp. 10511
 Steven B Caudill, Jon Ford and Daniel M Gropper
 Contested Tender Offers: An Estimate of the Hazard Function pp. 11319
 Sanjiv Jaggia and Satish Thosar
 Establishment Microdata for Economic Research and Policy Analysis: Looking beyond the Aggregates pp. 12126
 Robert H McGuckin
 A Comparison between Different OrderDetermination Criteria for Identification of ARIMA Models pp. 12731
 Sergio G Koreisha and Tarmo Pukkila
1994, volume 12, issue 4
 Bayesian Analysis of Stochastic Volatility Models pp. 37189
 Eric Jacquier, Nicholas G Polson and Peter Rossi
 Bayesian Analysis of Stochastic Volatility Models: Comment pp. 38992
 Torben Andersen
 Bayesian Analysis of Stochastic Volatility Models: Comment pp. 39395
 Jon Danielsson
 Bayesian Analysis of Stochastic Volatility Models: Comment pp. 39596
 Robert Engle
 Bayesian Analysis of Stochastic Volatility Models: Comment pp. 39799
 John Geweke
 Bayesian Analysis of Stochastic Volatility Models: Comment pp. 399401
 Eric Ghysels and Joann Jasiak
 Bayesian Analysis of Stochastic Volatility Models: Comment pp. 40203
 Andrew Harvey and Esther Ruiz
 Bayesian Analysis of Stochastic Volatility Models: Comment pp. 40306
 Daniel B Nelson
 Bayesian Analysis of Stochastic Volatility Models: Comment pp. 40610
 Neil Shephard and Sangjoon Kim
 Bayesian Analysis of Stochastic Volatility Models: Comment pp. 41012
 Harald Uhlig
 Bayesian Analysis of Stochastic Volatility Models: Comments: Reply pp. 41317
 Eric Jacquier, Nicholas G Polson and Peter Rossi
 Residential Demand for Electricity under Inverted Block Rates: Evidence from a Controlled Experiment pp. 41930
 Joseph Herriges and Kathleen Kuester King
 Curvature Restrictions on Flexible Functional Forms: An Application of the Minflex Laurent Almost Ideal Demand System to the Pattern of Spanish Demand, 19541987 pp. 43136
 Julian Ramajo
 A Combined Bound for Errors in Auditing Based on Hoeffding's Inequality and the Bootstrap pp. 43748
 Howard R Clayton
 A Comparison of UnitRoot Test Criteria pp. 44959
 Sastry G Pantula, Graciela GonzalezFarias and Wayne A Fuller
 Testing for a Unit Root in Time Series with Pretest DataBased Model Selection pp. 46170
 Alastair Hall
 The Effects of Additive Outliers on Tests for Unit Roots and Cointegration pp. 47178
 Philip Hans Franses and Niels Haldrup
 The Trend Behavior of Alternative Income Inequality Measures in the United States from 19471990 and the Structural Break pp. 47987
 Baldev Raj and Daniel J Slottje
 Posterior Properties of LongRun Impulse Responses pp. 48992
 Gary Koop, Jacek Osiewalski and Mark Steel
1994, volume 12, issue 3
 Inventories and the Three Phases of the Business Cycle pp. 26977
 Daniel Sichel
 DurationDependent Transitions in a Markov Model of U.S. GNP Growth pp. 27988
 J Michael Durland and Tom McCurdy
 On the Periodic Structure of the Business Cycle pp. 28998
 Eric Ghysels
 BusinessCycle Phases and Their Transitional Dynamics pp. 299308
 Andrew Filardo
 A Markov Model of SwitchingRegime ARCH pp. 30916
 Jun Cai
 A RandomCoefficients Logit BrandChoice Model Applied to Panel Data pp. 31728
 Dipak C Jain, Naufel J Vilcassim and Pradeep Chintagunta
 Menu Pricing: An Experimental Approach pp. 32937
 Nicholas Kiefer, Thomas J Kelly and Kenneth Burdett
 Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function pp. 33946
 Gary Koop, Jacek Osiewalski and Mark Steel
 Testing for Cointegration in Linear Quadratic Models pp. 34760
 Allan Gregory
 Estimating Potential Output as a Latent Variable pp. 36168
 Kenneth Kuttner
1994, volume 12, issue 2
 The Statistical Properties of the Equity Estimator pp. 14147
 R Carter Hill and Phillip Cartwright
 The Statistical Properties of the Equity Estimator: A Reply pp. 14953
 Lakshman Krishnamurthi and Arvind Rangaswamy
 The Statistical Properties of the Equity Estimator: A Rejoinder pp. 155
 R Carter Hill and Phillip Cartwright
 The Statistical Properties of the Equity Estimator: Reply to Rejoinder pp. 155a
 Lakshman Krishnamurthi and Arvind Rangaswamy
 A Consistent Test for a Unit Root pp. 15766
 Stephen Leybourne and Brendan McCabe
 Approximate Asymptotic Distribution Functions for UnitRoot and Cointegration Tests pp. 16776
 James MacKinnon
 VarianceRatio Tests: SmallSample Properties with an Application to International Output Data pp. 17786
 Stephen Cecchetti and Poksang Lam
 Approximately MedianUnbiased Estimation of Autoregressive Models pp. 187204
 Donald Andrews and HongYuan Chen
 Precautionary Saving: An Explanation for Excess Sensitivity of Consumption pp. 20519
 Michel Normandin
 Estimating EndUse Demand: A Bayesian Approach pp. 22131
 Luc Bauwens, Denzil Fiebig and Mark Steel
 Patterns in Residential Gas and Electricity Consumption: An Econometric Analysis pp. 23341
 RayShine Lee and Nirvikar Singh
 Coordinate Space versus Index Space Representations as Estimation Methods: An Application to How Macro Activity Affects the U.S. Income Distribution pp. 24351
 Hang K Ryu and Daniel J Slottje
 Endogenous Trading Volume and Momentum in StockReturn Volatility pp. 25360
 Christopher G Lamoureux and William D Lastrapes
 Imposing Linear Homogeneity on BoxTidwell Flexible Functional Forms pp. 26165
 Richard Shin and John Ying
1994, volume 12, issue 1
 Using Neoclassical ConsumerChoice Theory to Produce a Market Map from Purchase Data pp. 19
 T C Srinivasan and Russell S Winer
 Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods pp. 1121
 M Pesaran, Richard Pierse and Kevin Lee
 A QualityAdjusted Price Index for Personal Computers pp. 2331
 Randy Nelson, Tim L Tanguay and Christopher D Patterson
 FinancialFirm Production of Monetary Services: A Generalized Symmetric Barnett VariableProfitFunction Approach pp. 3346
 William Barnett and Jeong Ho Hahm
 The Appropriate Scale Variable in the U.S. Money Demand: An Application of Nonnnested Tests of Consumption versus Income Measures pp. 4755
 Elyas Elyasiani and Alireza Nasseh
 HansenJagannathan Bounds as Classical Tests of AssetPricing Models pp. 5779
 Craig Burnside
 A SpectralTemporal Index with an Application to U.S. Interest Rates pp. 8193
 Guay Lim and Vance Martin
 A DecisionTheoretic Analysis of the UnitRoot Hypothesis Using Mixtures of Elliptical Models pp. 95107
 Gary Koop and Mark Steel
 Semiparametric Tests for Double Unit Roots pp. 10922
 Niels Haldrup
 Truncation Bias and the Ordinal Evaluation of Income Inequality pp. 12327
 John A Bishop, JongRong Chiou and John P Formby
 Forecasting Performance of Structural Time Series Models pp. 12933
 Rick L Andrews
 Nonlinear Monetary Dynamics: Comment pp. 13536
 James B Ramsey and Philip Rothman
 Reply [Nonlinear Monetary Dynamics] pp. 13637
 Gregory P DeCoster and Douglas W Mitchell
 Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances] pp. 139
 John H H Lee and Maxwell King

On this page 1995, volume 13

Issue 4
Issue 3 Issue 2 Issue 1
 1994, volume 12

Issue 4
Issue 3 Issue 2 Issue 1
Other years2011, volume 29
2010, volume 28
2009, volume 27
2008, volume 26
2007, volume 25
2006, volume 24
2005, volume 23
2004, volume 22
2003, volume 21
2002, volume 20
2001, volume 19
2000, volume 18
1999, volume 17
1998, volume 16
1997, volume 15
1996, volume 14
1993, volume 11
1992, volume 10
1991, volume 9
1990, volume 8
1989, volume 7
1988, volume 6
1987, volume 5
1986, volume 4
1985, volume 3
1984, volume 2
1983, volume 1

On this page 1995, volume 13

Issue 4
Issue 3 Issue 2 Issue 1
 1994, volume 12

Issue 4
Issue 3 Issue 2 Issue 1
Other years2011, volume 29
2010, volume 28
2009, volume 27
2008, volume 26
2007, volume 25
2006, volume 24
2005, volume 23
2004, volume 22
2003, volume 21
2002, volume 20
2001, volume 19
2000, volume 18
1999, volume 17
1998, volume 16
1997, volume 15
1996, volume 14
1993, volume 11
1992, volume 10
1991, volume 9
1990, volume 8
1989, volume 7
1988, volume 6
1987, volume 5
1986, volume 4
1985, volume 3
1984, volume 2
1983, volume 1

