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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1987, volume 5, articles 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, articles 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, articles 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, articles 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