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Journal of Business & Economic Statistics

1983 - 2011

Continued by Journal of Business & Economic Statistics.

Current editor(s): Jonathan H. Wright and Keisuke Hirano

From American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().

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1993, volume 11, issue 4

Testing for Common Features pp. 369-80
Robert Engle and Sharon Kozicki
Testing for Common Features: Comment pp. 380-83
Neil Ericsson
Testing for Common Features: Comment pp. 384-85
Clive Granger
Testing for Common Features: Comment pp. 385-86
Bruce Hansen
Testing for Common Features: Comment pp. 386-90
Danny Quah
Testing for Common Features: Comment pp. 390-92
Ruey S Tsay
Testing for Common Features: Reply pp. 393-95
Robert Engle and Sharon Kozicki
Problems Associated with Designing Subannual Business Surveys pp. 397-405
M A Hidiroglou and K P Srinath
Two-Phase Sampling of Tax Records for Business Surveys pp. 407-16
John Armstrong, Clayton Block and K P Srinath
Improving the Efficiency of Data Collection: A Generic Respondent Follow-Up Strategy for Economic Surveys pp. 417-24
Jean-Marie Berthelot and Michel Latouche
Remarks on My Term at JBES pp. 428-31
George Tauchen
An Author and Subject Index to the Journal of Business & Economic Statistics, Volumes 1-10 (1983-1992.) pp. 435-81
Bruce E Trumbo and Dixie Watts Reaves

1993, volume 11, issue 3

Auditing the Producer Price Index: Micro Evidence from Prescription Pharamceutical Preparations pp. 251-64
Ernst R Berndt, Zvi Griliches and Joshua G Rosett
World Temperature-Trend Uncertainties and Their Implications for Economic Policy pp. 265-77
John Seater
Triple-System Modeling of Census, Post-enumeration Survey, and Administrative-List Data pp. 279-88
Alan M Zaslavsky and Glenn S Wolfgang
Detection of Multiple Changes of Variance Using Posterior Odds pp. 289-300
Carla Inclan
Translating Prior Information across Specifications to Improve Predictive Accuracy pp. 301-09
Kelley Pace and Otis W Gilley
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors pp. 311-17
David DeJong and Charles Whiteman
Detecting Outliers in Deterministic Nonparametric Frontier Models with Multiple Outputs pp. 319-23
Paul Wilson
Solving Nonlinear Dynamic Models on Parallel Computers pp. 325-30
Wilbur Coleman
Business-Cycle Analysis with a Markov-Switching Model pp. 331-39
Thomas H Goodwin
Unobserved-Component Time Series Models with Markov-Switching Heteroscedasticity: Changes in Regime and the Link between Inflation Rates and Inflation Uncertainty pp. 341-49
Chang-Jin Kim
The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps pp. 351-60
Peter Vlaar and Franz Palm
Premia in Forward Foreign Exchange as Unobserved Components: A Note pp. 361-65
Theo Nijman, Franz Palm and Christian Wolff

1993, volume 11, issue 2

Calculating Interval Forecasts pp. 121-35
Chris Chatfield
Calculating Interval Forecasts: Comment pp. 136-37
Craig F Ansley
Calculating Interval Forecasts: Comment pp. 138-39
Keith Ord
Calculating Interval Forecasts: Comment: Adaptive Forecasting pp. 140-42
Ruey S Tsay
Calculating Interval Forecasts: Reply pp. 143-44
Chris Chatfield
The Input-Output Approach to Instrument Selection pp. 145-55
John Shea
Quality Management: Development of a Framework for a Statistical Agency pp. 157-65
Michael Colledge and Mary March
Common Volatility in International Equity Markets pp. 167-76
Robert Engle and Raul Susmel
Theoretical Relations between Risk Premiums and Conditional Variances pp. 177-85
David Backus and Allan Gregory
Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach pp. 187-97
Allan Brunner and Gregory Hess
Temporary Components of Stock Prices: A Skeptic's View pp. 199-207
Matthew Richardson
Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity pp. 209-14
Robert F Bordley and James McDonald
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? pp. 215-24
Salih Neftci
Testing for Noninvertible Models with Applications pp. 225-33
Ruey S Tsay
ARIMA Processes with ARIMA Parameters pp. 235-50
Carlo Grillenzoni

1993, volume 11, issue 1

Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts pp. 1-15
James H Albert and Siddhartha Chib
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances pp. 17-27
John H H Lee and Maxwell King
Tests of Independence in Parametric Models with Applications and Illustrations pp. 29-43
A. Cameron and Pravin Trivedi
Investment in Capital Assets and Economic Performance: The U.S. Chemicals and Primary-Metals Industries in Transition pp. 45-60
Catherine Morrison Paul
Seminonparametric Estimation of Binary-Choice Models with an Application to Labor-Force Participation pp. 61-80
Siegfried Gabler, Francois Laisney and Michael Lechner
Detecting Level Shifts in Time Series pp. 81-92
Nathan Balke
Long Memory in Foreign-Exchange Rates pp. 93-101
Yin-Wong Cheung
A Fractional Cointegration Analysis of Purchasing Power Parity pp. 103-12
Yin-Wong Cheung and Kon S Lai
Cyclical Patterns in the Variance of Economic Activity pp. 113-19
Mark W French and Daniel Sichel

1992, volume 10, issue 4

Diagnostic Checking of Unobserved-Components Time Series Models pp. 377-89
Andrew Harvey and Siem Jan Koopman
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data pp. 391-400
Susmita Dasgupta and Kajal Lahiri
A Markov-Chain Model for Multivariate Magazine-Exposure Distributions pp. 401-07
Peter Danaher
Estimating the Effects of Consumer Incentive Programs on Domestic Automobile Sales pp. 409-17
Patrick A Thompson and Thomas Noordewier
A Dynamic Model of Investment in the U.S. Beef-Cattle Industry pp. 419-26
Kenneth Foster and Oscar R Burt
Using Meta-Analysis Results in Bayesian Updating: The Empty-Cell Problem pp. 427-35
Wilfried R Vanhonacker and Lydia Price
Estimation under Profit-Driven Loss Functions pp. 437-44
Robert C Blattberg and Edward I George
A Mixture-Model Approach to Combining Forecasts pp. 445-52
James LeSage and Michael Magura
Measuring Economies of Diversification: A Frontier Approach pp. 453-59
Shawna Grosskopf, Kathy Hayes and Suthathip Yaisawarng
Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions pp. 467-70
Pierre Perron and Timothy Vogelsang
Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting: Comments pp. 470-71
Arnold Zellner and Chansik Hong
Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting: Reply pp. 471-72
Pieter W Otter
A Return to the Battlefront pp. 473-74
Dale J Poirier
A Simple Nonparametric Test of Predictive Performance pp. 561-65
M Pesaran and Allan Timmermann

1992, volume 10, issue 3

Searching for a Break in GNP pp. 237-50
Lawrence Christiano
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis pp. 251-70
Eric Zivot and Donald Andrews
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence pp. 271-87
Anindya Banerjee, Robin L Lumsdaine and James Stock
A Direct Test for Changing Trend pp. 289-99
Chia-Shang James Chu and Halbert White
Nonstationarity and Level Shifts with an Application to Purchasing Power Parity pp. 301-20
Pierre Perron and Timothy Vogelsang
Tests for Parameter Instability in Regressions with I(1) Processes pp. 321-35
Bruce Hansen
The Privacy Bootstrap pp. 337-45
Roger J Bowden and Ah Boon Sim
Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors pp. 347-66
Gary Shea
On Determining the Dimension of Real-Time Stock-Price Data pp. 367-74
E Scott Mayfield and Bruce Mizrach

1992, volume 10, issue 2

Projecting from Advance Data Using Propensity Modeling: An Application to Income and Tax Statistics pp. 117-31
Czajka, John L, et al
Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach pp. 133-42
Anil Bera, Matthew L Higgins and Sangkyu Lee
Money-Demand Variability: A Demand-Systems Approach pp. 143-51
Douglas Fisher
Forecasting State-to-State Migration Rates pp. 153-67
Edward W Frees
Inferring Changes in Expectation Behavior over Time: An Application of Nonlinear Time-Varying-Parameters Estimation pp. 169-77
Jeffrey Fuhrer
The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market pp. 179-92
William Perraudin and Bent Sorensen
A Note on Identification in the Multinomial Probit Model pp. 193-200
Michael Keane
A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements pp. 201-11
James LeSage
Using the Bootstrap as an Aid in Choosing the Approximate Representation for Vector Time Series pp. 213-19
Jack H W Penm, Jammie H Penm and R D Terrell
Chow-Type Tests under Heteroscedasticity pp. 221-28
Martin A Koschat and Samaradasa Weerahandi
Inequality Constraints in the Univariate GARCH Model pp. 229-35
Daniel B Nelson and Charles Cao

1992, volume 10, issue 1

On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous pp. 1-9
Michael Keane and David E Runkle
On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment pp. 10-14
Peter Schmidt, Seung Ahn and Donald Wyhowski
On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment pp. 15-17
Fumio Hayashi
On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment pp. 17-19
Thomas MaCurdy
Sequential Moment Restrictions in Panel Data: Comment pp. 20-26
Gary Chamberlain
On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Reply pp. 26-29
Michael Keane and David E Runkle
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out) pp. 31-44
Robert C Marshall, Jean-Francois Richard and Gary A Zarkin
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Comment pp. 44-48
Steven Garber and Mark Kamlet
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply pp. 48-49
Robert C Marshall, Jean-Francois Richard and Gary A Zarkin
Markups in U.S. and Japanese Manufacturing: A Short-Run Econometric Analysis pp. 51-63
Catherine Morrison Paul
Conditional Asymmetries in Real GNP: A Seminonparametric Approach pp. 65-72
Allan Brunner
A Reexamination of Finite- and Infinite-Variance Distributions as Models of Daily Stock Returns pp. 73-81
Alan L Tucker
Tail Estimates of East European Exchange Rates pp. 83-96
Kees G Koedijk and Clemens Kool
An Alternative Approach to Modeling and Forecasting Seasonal Time Series pp. 97-108
Fabio Canova
Computation of Standard Errors for Geary-Khamis Parities and International Prices: A Stochastic Approach pp. 109-15
D.S. Prasada Rao and Eliyathamby Selvanathan
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