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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1986, volume 4, articles 4

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data pp. 397-416

George Tauchen

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment pp. 417-18

David M Delong

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment pp. 418-21

Lars Hansen

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment pp. 421-22

Peter Rossi

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Reply pp. 423-25

George Tauchen

Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models pp. 427-36

Patrick A Thompson and Robert B Miller

Two-Stage Bounded-Influence Estimators for Simultaneous-Equations Models pp. 437-44

William S Krasker

Preliminary Data Errors and Their Impact on the Forecast Error of Simultaneous-Equations Models pp. 445-53

Ugo Trivellato and Enrico Rettore

A Method for Seasonally Adjusted Time Series with Variation in the Seasonal Amplitude pp. 455-71

H van der Hoeven and A J Hundepool

Seasonal Adjustment of Time Series Using One-Sided Filters pp. 473-84

Leonard A Cupingood and William W S Wei

A Note on Exponentially Smoothed Seasonal Differences pp. 485-89

Lars-Erik Oller

1986, volume 4, articles 3

The Revenue Effects of the Kennedy and Reagan Tax Cuts: Some Time Series Estimates pp. 281-88

Victor A Canto, Douglas H Joines and Robert I Webb

Econometric Analysis of Costing System Components in Rail Rate Regulation pp. 289-303

Rhodes, George F, and M Daniel Westbrook

Analysis of Lumber and Pulpwood Production in a Partial Adjustment Model with Dynamic and Variable Speeds of Adjustment pp. 305-16

Winston T Lin

The Econometrics of Piecewise-Linear Budget Constraints: A Survey and Exposition of the Maximum Likelihood Method pp. 317-28

Robert Moffitt

Sample Attrition and Labor Supply Response in Experimental Panel Data: A Study of Alternative Correction Procedures pp. 329-38

Philip Robins and Richard W West

Third-Order Translog Utility Functions pp. 339-46

Kathy J Hayes

On Cross-Lagged Panel Models with Serially Correlated Errors pp. 347-57

Lawrence S Mayer

A Diagnostic Test for Normality within the Power Exponential Family pp. 359-53

Dale J Poirier, Mario Tello and Stanley Zin

Forecasting Vector ARMA Processes with Systematically Missing Observations pp. 375-90

Helmut Lütkepohl

1986, volume 4, articles 2

Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering pp. 147-60

Edwin Burmeister, Kent D Wall and James Hamilton

Singularity and Auotregressive Disturbances in Linear Logit Models pp. 161-69

Jean-Paul Chavas and Kathleen Segerson

Optimal Sample Designs with Preliminary Tests of Significance pp. 171-76

Jean Baldwin Grossman

A Comparison of Forecasting Accuracies of Alternative Regional Production Index Methodologies pp. 177-86

Thomas Fomby

Automobile Prices and Quality: Did the Gasoline Price Increases Change Consumer Tastes in the U.S.? pp. 187-98

Makoto Ohta and Zvi Griliches

Bayes Estimates for the Price and Income Elasticities of Alcoholic Beverages in Finland from 1955 to 1980 pp. 199-208

Juha Ahtola, Anders Ekholm and Antti Somervuori

Systematic Effects of Capital Service Price Definition on Perceptions of Input Substitution pp. 209-24

Michael Hazilla and Raymond Kopp

The Volume of Transactions and the Circulation of Money in the United States, 1950-1979 pp. 225-32

Jan Cramer

The Speed of Adjustment of Warrant Prices to Changes in Stock Prices pp. 233-41

Douglas M Patterson

An Application of the Chi-squared Goodness-of-Fit Test to Discrete Common Stock Returns pp. 243-54

Robert J Ritchey

Use of the Bootstrap and Cross-validation in Ridge Regression pp. 255-62

Nancy Jo Delaney and Sangit Chatterjee

Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss pp. 263-68

Shigetaka Miyazaki, George Judge and Thomas Yancey

Large Sample Theory for the Bounds on the Gini and Related Indices of Inequality Estimated from Grouped Data pp. 269-73

Joseph L Gastwirth, Tapan K Nayak and Abba M Krieger

1986, volume 4, articles 1

A Statistical Approach to Economic Forecasting pp. 1-4

Robert Litterman

Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts pp. 5-15

Stephen K McNees

Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment pp. 16-17

Clive Granger

Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment pp. 17-19

Robert Litterman

Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment pp. 19-22

W Allen Spivey

Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Reply pp. 23

Stephen K McNees

Forecasting with Bayesian Vector Autoregressions-Five Years of Experience pp. 25-38

Robert Litterman

Combining Economic Forecasts pp. 39-46

Robert T Clemon and Robert L Winkler

The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach pp. 47-58

Theo Nijman and Franz Palm

ARCH and Bilinear Time Series Models: Comparison and Combination pp. 59-70

Andrew A Weiss

An Application of Vector Time Series Techniques to Macroeconomic Forecasting pp. 71-80

James S Fackler and Sandra C Krieger

Univariate ARIMA Forecasts of Defined Variables pp. 81-86

Heejoon Kang

Statistical Matching Using File Concatenation with Adjusted Weights and Multiple Imputations pp. 87-94

Donald B Rubin

Measuring Measurement Error in Economic Time Series pp. 95-103

Richard Ashley and David Vaughan

Effects of Rotation Group Bias on Estimation of Unemployment pp. 105-09

Gary Solon

Measuring Gross Flows in the Labor Force: An Overview of a Special Conference pp. 111-21

Carma R Hogue and Paul O Flaim

A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization pp. 123-24

David A Freedman

A Bayesian Approach to the Nonresponse Problem, Using Covariates a la Freedman: Comment [A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization] pp. 125-26

Bruce M Hill

A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization: Reply pp. 126-27

David A Freedman

Two Results Useful for Implementing Litterman's Procedure for Interpolating a Time Series [A Random Walk, Markov Model for the Distribution of Time Series] pp. 129-30

J Lew Silver

A Model for Water Pricing pp. 131-33

David A Freeman