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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1989, volume 7, articles 4

Time Series Models for Count or Qualitative Observations pp. 407-17

Andrew Harvey and C Fernandes

Assessing the Accuracy of Time Series Model Forecasts of Count Observations: Comment pp. 418-19

William E Wecker

Uncertainty about Processes That Shift over Time: Modeling and Analysis: Comment pp. 419-22

Robert L Winkler

Time Series Models for Count or Qualitative Observations: Reply pp. 422

Andrew Harvey and C Fernandes

Policy Analysis of Medical Malpractice Reforms: What Can We Learn from Claims Data? pp. 423-31

James Hughes and Edward Snyder

The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis pp. 433-40

Chang-Jin Kim and Charles Nelson

Assessing the Quality of Household Panel Data: The Case of the Panel Study of Income Dynamics pp. 441-52

Greg Duncan and Daniel H Hill

The Use of Diversity Analysis to Assess the Relative Influence of Factors Affecting the Income Distribution pp. 453-60

Tapan K Nayak and Joseph L Gastwirth

The Seasonal Adjustment Procedures for the Consumer Price Indexes: Some Empirical Results pp. 461-69

Raj K Jain

A Note on the Stochastic Approach to Index Numbers pp. 471-74

Eliyathamby Selvanathan

Poverty Measurement: An Index Related to a Theil Measure of Inequality pp. 475-81

McKinley Blackburn

A Revenue-Function Approach to the Measurement of Output-Substitution Possibilities in Agriculture pp. 483-87

Daniel Gordon

The Structure of Technology in a Multioutput Branch Banking Firm pp. 489-96

Moshe Kim and Uri Ben-Zion

Relative Commodity Prices and Cointegration pp. 497-503

Juergen von Hagen

1989, volume 7, articles 3

Testing the Life-Cycle Hypothesis with a Norwegian Household Panel pp. 287-96

Knut Anton Mork and V. Smith

The Message in Daily Exchange Rates: A Conditional-Variance Tale pp. 297-305

Richard Baillie and Tim Bollerslev

Modeling Heteroscedasticity in Daily Foreign-Exchange Rates pp. 307-17

David A Hsieh

The Way We Pay with Money pp. 319-26

W C Boeschoten and Martin M.G. Fase

Parsimonious Parameterization of Vector Autoregressive Moving Average Models pp. 327-41

Ruey S Tsay

Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium pp. 343-52

Anil Bera and Peter Robinson

A Benchmarking Approach to Forecast Combination pp. 353-62

Abdelwahed Trabelsi and Steven C Hillmer

A Monte Carlo Study of Tests of Blockwise Weak Separability pp. 363-77

William Barnett and Seungmook Choi

Leading Indicators for the Service Sector pp. 379-86

Allan P Layton and Geoffrey H Moore

A Class of Multiplicative Estimators of Laspeyres Price Indexes pp. 382-94

Richard Valliant and Stephen M Miller

Reemployment Probability and Multiple Unemployment Spells: A Partial-Likelihood Approach pp. 395-401

Pravin Trivedi and J N Alexander

Reverse Regression, Collinearity, and Employment Discrimination pp. 403-06

M M Whiteside and A Narayanan

1989, volume 7, articles 2

Tests for Unit Roots: A Monte Carlo Investigation pp. 147-59

G. Schwert

Why Random Walk Models of the Term Structure Are Hard to Reject pp. 161-67

Allen Berger and Roger Craine

Exchange-Rate Dynamics with Sticky Prices: The Deutsche Mark, 1974-1982 pp. 169-78

Alberto Giovannini and Julio Rotemberg

A Multivariate Intervention Model for the Dutch Mint Circulation: Estimation and Monte Carlo Simulation pp. 179-89

Han S van der Knoop and Frans C Hooijmans

Experimental Design in Tests of Linear Factor Models pp. 191-98

Arthur Warga

Efficiency of Sieve Sampling in Auditing pp. 199-205

John Wurst, John Neter and James Godfrey

The Risk of Disclosure for Microdata pp. 207-17

George Duncan and Diane Lambert

Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach pp. 219-25

Keshab Shrestha

The Estimation and Interpretation of Urban Density Gradients pp. 227-35

Kajal Lahiri, R Hamilton Lankford and Richard P Numrich

Compositional Changes of the Labor Force and the Increase of the Unemployment Rate: An Estimate for the United States pp. 237-43

Mercedes Gracia-Diez

Job-Match Quality as an Error Component and the Wage-Tenure Profile: A Comparison and Test of Alternative Estimators pp. 245-52

John E Garen

Estimation of Technical Efficiency Using Flexible Functional Form and Panel Data pp. 253-58

Subal Kumbhakar

Testing a Theory of Exact Aggregation pp. 259-65

Christopher J Nicol

A Specification Test for Choosing the "Right" Public-Good Price pp. 267-73

Kathy J Hayes

The Optimal Use of Provisional Data in Forecasting with Dynamic Model s pp. 275-86

Silvano Bordignon and Ugo Trivellato

1989, volume 7, articles 1

Errors of Measurement in Output Deflators pp. 1-9

Frank Lichtenberg and Zvi Griliches

Household Saving in the United States: Measurement and Behavior pp. 11-19

Patric Hendershott and Joe Peek

A Comparison of Alternative Estimators for Revised Monthly Import Statistics pp. 21-25

Edward Gbur

An Alternative Interpretation of Freedman's Nonresponse Case Study pp. 27-28

R Kirk Steinhorst and C Randall Byers

An Alternative Interpretation of Freedman's Nonresponse Case Study: Comment pp. 29-30

Bruce M Hill

An Alternative Interpretation of Freedman's Nonresponse Case Study: Comment pp. 31-32

D A Freedman

An Alternative Interpretation of Freedman's Nonresponse Case Study: Reply pp. 33

R Kirk Steinhorst and C Randall Byers

The Diffusion of Innovations: A Methodological Reappraisal pp. 35-47

Manuel Trajtenberg and Shlomo Yitzhaki

The Implications of Using Messy Data to Estimate Production-Frontier-Based Technical Efficiency Measures pp. 49-59

Bill L Seaver and Konstantinos P Triantis

A Proportional Random Utility Approach to Qualitative Response Models pp. 61-65

Y. K. Tse

Efficient Estimation of Nested Logit Models pp. 67-74

David Brownstone and Kenneth Small

The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates pp. 75-83

John Cochrane

Estimation of Stable-Law Parameters: A Comparative Study pp. 85-93

Vedat Akgiray and Christopher G Lamoureux

A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis pp. 95-106

Anthony Hall and Michael McAleer

A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach pp. 107-15

Allan Gregory

The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption pp. 117-27

Denise Osborn and Jeremy Smith

Prediction Tests for Structural Stability of Multiple Time Series pp. 129-35

Helmut Lütkepohl

A Report from the Battlefront pp. 137-39

Dale J Poirier

Generating Market Elasticity Estimates Using Cross-Sectional First-Choice and Second-Choice Data pp. 141-46

Robert F Bordley