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 ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

1993, volume 11, articles 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, articles 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, articles 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

John 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, articles 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, articles 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

Mohammad Pesaran and Allan Timmermann

1992, volume 10, articles 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, articles 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, articles 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