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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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1987, volume 5, issue 4

Vector Autoregressions and Reality pp. 437-42
David E Runkle
Vector Autoregressions and Reality: Comment pp. 443-49
Christopher Sims
Vector Autoregressions and Reality: Comment pp. 449-51
Olivier Blanchard
Vector Autoregressions and Reality: Comment pp. 451-53
Mark Watson
Vector Autoregressions and Reality: Reply pp. 454
David E Runkle
Determining the Ordering of Differencing in Autoregressive Processes pp. 455-61
David Dickey and Sastry G Pantula
Symmetric Test for Second Differencing in Univariate Time Series pp. 463-73
D L Sen and David Dickey
Regression Estimation of Crop Acreages with Transformed Landsat Data as Auxiliary Variables pp. 475-82
Hsien-Ming Hung and Wayne A Fuller
The Sensitivity of the True Cost of Living to Price-Induced and Income-Induced Changes in Aggregate Consumers' Tastes pp. 483-98
R L Baseman and Daniel Slottje
Ordinary Least Squares and Sample-Selection Models of Health-Care Demand pp. 499-506
Joel Hay, Robert Leu and Paul Rohrer
A Time-Series Study of the Formation and Predictive Performance of EEC Production Survey Expectations pp. 507-19
Dominique M Hanssens and Pierre M Vanden Abeele
Gasoline Cost and Hedonic Price Indexes of U.S. Used Cars for 1970-1983 pp. 521-28
Makoto Ohta
Measurement-Error Diagnostics and the Sex Discrimination Problem pp. 529-37
Daniel W Schafer
Rational Economic Data Revisions pp. 539-48
Piet de Jong

1987, volume 5, issue 3

Estimating the Continuous-Time Consumption-Based Asset-Pricing Model pp. 315-27
Sanford Grossman, Angelo Melino and Robert Shiller
A New Model for Learning Curves, DARM pp. 329-35
John McDonald
A New Model for Learning Curves, DARM: Comment pp. 336-37
Norman Womer and J Wayne Patterson
A New Model for Learning Curves, DARM: Reply pp. 338
John McDonald
The Measurement of Inflation: A Stochastic Approach pp. 339-50
Kenneth Clements and H Y Izan
The Informational Efficiency of Weekly Money Announcements: An Econometric Critique pp. 351-56
Michael Belongia and Richard Sheehan
Bayesian Estimation and Prediction for the Beta-Binomial Model pp. 357-67
Jack C Lee and Darius J Sabavala
The Detection of Influential Observations for Allocation, Separation, and the Determination of Probabilities in a Bayesian Framework pp. 369-81
Wesley Johnson
A Note on Overdifferencing and the Equivalence of Seasonal Time Series Models with Monthly Means and Models with (0, 1, 1)12 Seasonal Parts when Theta=1 pp. 383-87
William Bell
Composite Forecasting: An Integrated Approach and Optimality Reconsidered pp. 389-95
Robert Phillips
Forecasting Wheat Exports: Do Exchange Rates Matter? pp. 397-406
David Bessler and Ronald A Babula
Unobservable Transactions Price and the Measurement of a Supply and Demand Model for the American Steel Industry pp. 407-15
Robert P Rogers
The Probability Distribution of Future Demand: The Case of Hydro Quebec pp. 417-24
Jean-Thomas Bernard and Michael Veall
Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm pp. 425-30
Cliff J Huang, Frank Sloan and Killard W Adamache
Multicollinearity Problems in Modeling Time Series with Trading-Day Variation pp. 431-36
Teresita S Salinas and Steven C Hillmer

1987, volume 5, issue 2

Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates pp. 165-75
Knut Anton Mork
Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods pp. 177-89
Estelle Dagum and Normand Laniel
Seasonal Extraction in the Presence of Feedback pp. 191-94
Eric Ghysels
Durbin-Watson and Generalized Durbin-Watson Tests for Autocorrelations and Randomness pp. 195-203
Mukhtar M Ali
The Value of Information to the Acidic Deposition Debates pp. 205-17
Stephen C Peck and Richard G Richels
Aggregate Consumer Behavior and Household Equivalence Scales pp. 219-32
Dale Jorgenson and Daniel T Slesnick
A Globally Flexible, Almost Ideal Demand System pp. 233-42
James Chalfant
The Econometrics of Piecewise-Linear Budget Constraints: A Monte Carlo Study pp. 243-48
Sharon Bernstein Megdal
Production Frontiers and Panel Data: An Application to U.S. Class 1 Railroads pp. 249-55
Subal Kumbhakar
Elasticity of Factor Substitution in Police Agencies: Evidence from Florida pp. 257-65
Kwabena Gyimah Brempong
Sample Splitting and Applied Econometric Modeling pp. 267-74
Carlos M Jarque
Diagnostics for Group Effects in Regression Analysis pp. 275-82
Brent Moulton
A Diagnostic Test for the Multinomial Logit Model pp. 283-86
Y. K. Tse
Nonresponse in a Periodic Sample Survey pp. 287-93
Phillip S Kott
Subset Selection toward Optimizing the Best Performance at a Second Stage pp. 295-303
Chaim Meyer Ehrman, Abba Krieger and Klaus J Miescke
Generating Ordered Families of Lorenz Curves by Strongly Unimodal Distributions pp. 305-08
Arnold, Barry C, et al

1987, volume 5, issue 1

The Economic and Financial Outlook pp. 1-4
Lyle E Gramley
Measuring the Economic Affluence between Populations of Income Receivers pp. 5-12
Camilo Dagum
Interdistributional Income Inequality pp. 13-18
Richard J Butler and James McDonald
Relative Price Changes and Inequality in the Size Distribution of Various Components of Income: A Multidemensional Approach pp. 19-26
Daniel Slottje
Analysis of the Car Accident Indexes in Spain: A Multiple Time Series Approach pp. 27-38
Antonio Garcia-Ferrer and Juan del Hoyo
Problems in the Measurement of Consumer Cost-of-Living Indexes pp. 39-46
Mary F Kokoski
Deadweight Loss: Theoretical Size Relationships and the Precision of Measurement pp. 47-52
K Hayes and S Porter-Hudak
Macroeconomic Forecasting Using Pooled International Data pp. 53-67
Garcia-Ferrer, Antonio, et al
More Flexible Use of Survey Data on Expectations in Macroeconomic Models pp. 68-76
Kajal Lahiri and Mark Zaporowski
Bayesian Forecasting with Stable Seasonal Patterns pp. 77-85
Robert M Oliver
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models pp. 87-97
Christian Wolff
A Conditional Variance Model for Daily Deviations of an Exchange Rate pp. 99-103
Anders Milhoj
Does the Swiss National Bank Stabilize the Swiss Franc Exchange Rates? pp. 105-13
Thomas von Ungern-Sternbert
Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models pp. 115-20
Agustin Maravall
Measurement of Abnormal Returns from Small Firms pp. 121-29
Alison Morgan and Ieuan Morgan
Time Aggregation and the Estimation of the Market Model: Empirical Evidence pp. 131-43
Phillip Cartwright and Cheng F Lee
Standard Errors for Elasticities: A Comparison of Bootstrap and Asymptotic Standard Errors pp. 145-49
Richard Green, William Hahn and David Rocke
A Note on Forecaster Discord and Consensus Prediction Error pp. 151-54
Joel Hasbrouck
Who Forecasts Better? [Economic Forecasts and Their Assessment] pp. 155-58
Herman Stekler
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