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
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1991, volume 9, articles 4

Semiparametric ARCH Models pp. 345-59

Robert Engle and Gloria Gonzalez-Rivera

The Quantitative Significance of the Lucas Critique pp. 361-87

Preston J Miller and William Roberds

The Quantitative Significance of the Lucas Critique: Comment pp. 388-89

James Hamilton

The Quantitative Significance of the Lucas Critique: Reply pp. 389

Preston J Miller and William Roberds

Application of Stein Rules to Combination Forecasting pp. 391-407

Thomas Fomby and Subarna K Samanta

Variance Estimation for Price Indexes from a Two-Stage Sample with Rotating Panels pp. 409-22

Richard Valliant

Comparative Performance of Two Multinomial-Based Methods for Obtaining Lower Bounds on the Total Overstatement Error in Accounting Populations pp. 423-29

Matsumura, Ella Mae, et al

Measurement Errors and Tests for Rationality pp. 431-39

Jinook Jeong and G S Maddala

Estimating the Speed of Adjustment in Partial Adjustment Models pp. 441-53

Alastair Hall and Robert Rossana

Nonlinear Monetary Dynamics pp. 455-61

Gregory P DeCoster and Douglas W Mitchell

A Lower Bound for the Power of Nonparametric Tests pp. 463-67

Ana Aizcorbe

Estimation of Fuel Coefficients of Cement Production: A Fixed-Effects Approach to Nonlinear Regression pp. 469-74

Sanghamitra Das

1991, volume 9, articles 3

Efficacy of Statistical Outlier Analysis for Monitoring Quality of Care pp. 241-52

Kurt D Gillis and Jesse S Hixson

Intertemporal Properties of Real Output: A Bayesian Analysis pp. 253-65

Gary Koop

Prediction Techniques for Box-Cox Regression Models pp. 267-77

Sean Collins

A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms pp. 279-86

Subal Kumbhakar, Soumendra Ghosh and J Thomas McGuckin

Testing Long-Run Properties of Stationary Time Series pp. 287-95

Allan Gregory and Michael J Sampson

Calibration as Testing: Inference in Simulated Macroeconomic Models pp. 297-303

Allan Gregory and Gregor Smith

Analysis and Development of Leading Indicators Using a Bayesian Turning-Points Approach pp. 305-16

James LeSage

Over-Identification Tests in Earnings Functions with Fixed Effects pp. 317-23

Joshua Angrist and Whitney Newey

Reinterpreting a Temporally Aggregated Consumption CAP Model pp. 325-28

Luigi Ermini

Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model pp. 329-35

Param Silvapulle and Maxwell King

Testing the Rational-Expectations Hypothesis: Further Evidence pp. 337-40

Alok Bohara

A Note on Reverse Regression, Collinearity, and Employment Discrimination pp. 341-42

Shigeru Iwata

1991, volume 9, articles 2

A Bayesian View of Nominal Money and Real Output through a New Classical Macroeconomic Window pp. 125-48

Dale J Poirier

A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Comment pp. 149-50

Bruce M Hill

A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Comment pp. 150-52

Chansik Hong

A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Cross-Country Tests of the Lucas Proposition Revisited: Comment pp. 152-59

Roger Kormendi and Philip Meguire

A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Is My Window Broken? Reply pp. 159-61

Dale J Poirier

Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys pp. 163-75

Danny Pfeffermann

Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys: Comment pp. 176-77

William R Bell

Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys: Reply pp. 177

Danny Pfeffermann

Some Monte Carlo Evidence on the Relative Efficiency of Parametric and Semiparametric EGLS Estimators pp. 179-87

Paul Rilstone

An Application of Bootstrapping for Determining a Decision Rule for Site Location pp. 189-96

Paul P Biemer and Sheryl E Kimes

Can We Improve upon Preliminary Estimates of Payroll Employment Growth? pp. 197-205

David Neumark and William Wascher

The Sensitivity of Productivity Growth Measures to Alternative Structural and Behavioral Assumptions: An Application to Electric Utilities, 1951-1984 pp. 207-13

Scott J Callan

Tests for Detecting Overdispersion in the Positive Poisson Regression Model pp. 215-22

Shiferaw Gurmu

A Data-Analytic Look at Skewness and Elongation in Common-Stock-Return Distributions pp. 223-33

S G Badrinath and Sangit Chatterjee

Calculating Jackknife Variance Estimators for Parameters of the Gini Method pp. 235-39

Shlomo Yitzhaki

1991, volume 9, articles 1

There Is No Aggregate Bias: Why Macro Logit Models Work pp. 1-14

Greg M Allenby and Peter Rossi

The Neutrality Properties of Competing Relative Price Models: Tests Using Linear Feedback pp. 15-25

Mary G McGarvey

A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions pp. 27-39

James Hamilton

A Monte Carlo Analysis of Alternative Estimators in Models Involving Selectivity pp. 41-49

Raymond S Hartman

Two-Step and Related Estimators in Contemporary Rational-Expectations Models: An Analysis of Small-Sample Properties pp. 51-61

Dennis Hoffman

Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary pp. 63-71

Sastry G Pantula

Some New Estimators for Small-Area Means with Application to the Assessment of Farmland Values pp. 73-84

Danny Pfeffermann and Charles H Barnard

A Functional-Form-Free Test of the Research and Development/Firm Size Relationship pp. 85-90

James Holmes, Patricia Hutton and Edward Weber

Selecting Regressors for Prediction Using PRESS and White t Statistics pp. 91-96

Lonnie Magee and Michael Veall

Cointegration and Government Borrowing Constraints: Evidence for the United States pp. 97-101

Alfred Haug

Hierarchical Models for Cross-Classified Overdispersed Multinomial Data pp. 103-10

Jeffrey Wilson and Kenneth J Koehler

Testing for Preference Change in Consumer Demand: An Indirectly Separable, Semiparametric Model pp. 111-17

GianCarlo Moschini

A Note on Capacity Utilization and Measurement of Scale Economies pp. 119-23

Tae Hoon Oum, Michael W Tretheway and Yimin Zhang