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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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2005, volume 23

A Nonparametric Approach to Measuring and Testing Curvature pp. 1-19 Downloads
Jason Abrevaya and Wei Jiang
Estimating Housing Demand With an Application to Explaining Racial Segregation in Cities pp. 20-33 Downloads
Patrick Bajari and Matthew Kahn
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity pp. 34-48 Downloads
Graham Elliott, Michael Jansson and Elena Pesavento
Tests for Skewness, Kurtosis, and Normality for Time Series Data pp. 49-60 Downloads
Jushan Bai and Serena Ng
Hedonic Price Indexes With Unobserved Product Characteristics, and Application to Personal Computers pp. 61-75 Downloads
C. Lanier Benkard and Patrick Bajari
Convergence Rates to Purchasing Power Parity for Traded and Nontraded Goods: A Structural Error-Correction Model Approach pp. 76-86 Downloads
Jaebeom Kim
Long Swings in Exchange Rates: Are They Really in the Data? pp. 87-95 Downloads
Franc Klaassen
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions pp. 96-104 Downloads
Michael Dueker
Bayesian Estimates for Vector Autoregressive Models pp. 105-117 Downloads
Shawn Ni and Dongchu Sun
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes pp. 118-129 Downloads
Xibin Zhang and Maxwell King
The Sensitivity of Economic Statistics to Coding Errors in Personal Identifiers pp. 133-152 Downloads
John Abowd and Lars Vilhuber
Comment pp. 153-154 Downloads
William E. Winkler
Comment pp. 154-157 Downloads
Wilbert van der Klaauw
Comment pp. 158-160 Downloads
Han Hong
Comments pp. 160-162 Downloads
William W. Cohen, Stephen E. Fienberg and Pradeep Ravikumar
Rejoinder pp. 162-165 Downloads
John Abowd and Lars Vilhuber
A Discrete-State Continuous-Time Model of Financial Transactions Prices and Times: The Autoregressive Conditional Multinomial-Autoregressive Conditional Duration Model pp. 166-180 Downloads
Jeffrey R. Russell and Robert Engle
The Structural Break in the Equity Premium pp. 181-191 Downloads
Chang-Jin Kim, James Morley and Charles Nelson
Job Turnover and the Returns to Seniority pp. 192-199 Downloads
Benoit Dostie
Bias-Corrected Estimation in Dynamic Panel Data Models pp. 200-210 Downloads
Maurice Bun and Martin Carree
Kernel Estimation of Average Derivatives and Differences pp. 211-225 Downloads
Mark Coppejans and Holger Sieg
The Wealth-Consumption Ratio and the Consumption-Habit Ratio pp. 226-241 Downloads
Yuming Li
Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption: The Case of U.S. and Polish Data pp. 242-253 Downloads
François Gardes, Greg Duncan, Patrice Gaubert, Marc Gurgand and Christophe Starzec
On the Econometrics of the Bass Diffusion Model pp. 255-268 Downloads
H. Peter Boswijk and Philip Hans Franses
A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data pp. 269-281 Downloads
Mick Silver and Saeed Heravi
Modeling Parametric Evolution in a Random Utility Framework pp. 282-294 Downloads
Jin Gyo Kim, Ulrich Menzefricke and Fred M. Feinberg
Is the Consumer Sector Competitive in the U.K.? A Test Using Household-Level Demand Elasticities and Firm-Level Price Equations pp. 295-304 Downloads
Naercio Menezes-Filho
Monetary Policy in a Markov-Switching Vector Error-Correction Model: Implications for the Cost of Disinflation and the Price Puzzle pp. 305-313 Downloads
Neville Francis and Michael Owyang
Exchange Rates and Markov Switching Dynamics pp. 314-320 Downloads
Yin-Wong Cheung and Ulf Erlandsson
Level Shifts and the Illusion of Long Memory in Economic Time Series pp. 321-335 Downloads
Aaron Smith
Recursive Predictability Tests for Real-Time Data pp. 336-345 Downloads
Atsushi Inoue and Barbara Rossi
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models pp. 346-354 Downloads
Luc Bauwens and Sébastien Laurent
Testing for the Significance of Violations of Afriat's Inequalities pp. 355-362 Downloads
Adrian R. Fleissig and Gerald A. Whitney
A Test for Superior Predictive Ability pp. 365-380 Downloads
Peter Hansen
Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis pp. 381-394 Downloads
Helle Bunzel and Timothy Vogelsang
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence pp. 395-409 Downloads
David Harris, Stephen Leybourne and Brendan McCabe
Do Panels Help Solve the Purchasing Power Parity Puzzle? pp. 410-415 Downloads
Christian J. Murray and David Papell
Evaluation and Combination of Conditional Quantile Forecasts pp. 416-431 Downloads
Raffaella Giacomini and Ivana Komunjer
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity pp. 432-442 Downloads
Barbara Rossi
An Unobserved-Component Model With Switching Permanent and Transitory Innovations pp. 443-454 Downloads
Chung-Ming Kuan, Yu-Lieh Huang and Ruey S. Tsay
A Trading Approach to Testing for Predictability pp. 455-461 Downloads
Stanislav Anatolyev and Alexander Gerko
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment pp. 462-472 Downloads
Ana María Herrera and Elena Pesavento
Purchase-Frequency Bias in Random-Coefficients Brand-Choice Models pp. 473-484 Downloads
Anand V. Bodapati and Sachin Gupta
The Hedonic Regression Time-Dummy Method and the Monotonicity Axioms pp. 485-492 Downloads
Daniel Melser
Editor's Report 2004 pp. 495-495 Downloads
Torben Andersen

2004, volume 22, issue 1

Bayesian Analysis of the Heterogeneity Model pp. 2-15
Sylvia Fruhwirth-Schnatter, Regina Tuchler and Thomas Otter
Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model pp. 16-29
James Davidson
On the Performance of Some Robust Instrumental Variables Estimators pp. 30-39
Bo E Honore and Luojia Hu
Semiparametric Duration Models pp. 40-50
Feike C. Drost and Bas Werker
Financial Constraints and Farm Investment: A Bayesian Examination pp. 51-63
Chad Hart and Sergio Lence
How Do Behavioral Assumptions Affect Structural Inference? Evidence from a Laboratory Experiment pp. 64-79
Daniel Houser and Joachim Winter
The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations pp. 80-93
Chang-Jin Kim, Charles Nelson and Jeremy Piger
Sampling Frequency and the Comparison between Matched-Model and Hedonic Regression Price Indexes pp. 94-106
George Deltas and Eleftherios Zacharias
Deviance Information Criterion for Comparing Stochastic Volatility Models pp. 107-20
Andreas Berg, Renate Meyer and Jun Yu
An Empirical Bayes Procedure for Improving Individual-Level Estimates and Predictions from Finite Mixtures of Multinomial Logit Models pp. 121-25
Wagner A Kamakura and Michel Wedel

2004, volume 22

Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model pp. 129-162 Downloads
M Pesaran, Til Schuermann and Weiner S.M.
Comment pp. 163-164 Downloads
Badi Baltagi
Comment pp. 165-169 Downloads
Richard Dennis and Jose Lopez
Comment pp. 169-172 Downloads
Soren Johansen
Comment pp. 172-175 Downloads
Kenneth Wallis
Rejoinder pp. 175-181 Downloads
M Pesaran, Til Schuermann and Weiner S.M.
Hierarchical Models for Employment Decisions pp. 182-193 Downloads
Kadane J.B. and Woodworth G.G.
Estimation and Welfare Analysis With Large Demand Systems pp. 194-205 Downloads
Roger von Haefen, Daniel Phaneuf and George Parsons
Spatial Modeling of House Prices Using Normalized Distance-Weighted Sums pp. 206-213 Downloads
Banerjee S., Gelfand A.E., John Knight and Sirmans C.F.
Choice Behavior Under Time-Variant Quality: State Dependence Versus pp. 214-224 Downloads
Klaus Moeltner and Jeffrey Englin
Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function pp. 225-239 Downloads
Eric Jondeau, Hervé Le Bihan and Galles C.
Asset Returns and State-Dependent Risk Preferences pp. 241-252 Downloads
Stephen Gordon and Pascal St-Amour
Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets pp. 253-273 Downloads
Asger Lunde and Allan Timmermann
The Performance of German Firms in the Business-Related Service Sector: A Dynamic Analysis pp. 274-295 Downloads
Nguyen Van P., Francois Laisney and Ulrich Kaiser
The Minimum Wage: Consequences for Prices and Quantities in Low-Wage Labor Markets pp. 296-311 Downloads
Wolfson P. and Belman D.
An Analysis of Speaking Fluency of Immigrants Using Ordered Response Models With Classification Errors pp. 312-321 Downloads
Christian Dustmann and Arthur van Soest
Semiparametric Approaches to Welfare Evaluations in Binary Response Models pp. 322-330 Downloads
Belluzzo Jr W.
Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics pp. 331-345 Downloads
Morten Nielsen
State Space Models With a Common Stochastic Variance pp. 346-357 Downloads
Siem Jan Koopman and Charles Bos
Testing for the Monotone Likelihood Ratio Assumption pp. 358-366 Downloads
Jutta Roosen and David Hennessy
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles pp. 367-381 Downloads
Robert Engle and Simone Manganelli
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship pp. 382-395 Downloads
Frédérique Bec, Melika Ben Salem and Marine Carrasco
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle pp. 396-409 Downloads
Ravi Bansal, George Tauchen and Hao Zhou
The Measurement of Medicaid Coverage in the SIPP: Evidence From a Comparison of Matched Records pp. 410-420 Downloads
David Card, Andrew K.G. Hildreth and Lara Shore-Sheppard
Decreasing Relative Risk Aversion, Risk Sharing, and the Permanent Income Hypothesis pp. 421-430 Downloads
Qiang Zhang and Masao Ogaki
Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies pp. 431-442 Downloads
Carmen Fernandez, Carmelo J. Leon, Mark Steel and Francisco Jose Vazquez-Polo
Dynamics and Seasonality in Quarterly Panel Data: An Analysis of Earnings Mobility in Spain pp. 443-456 Downloads
Javier Alvarez
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models pp. 457-473 Downloads
Yongmiao Hong, Haitao Li and Feng Zhao
Testing Asset Pricing Models With Coskewness pp. 474-485 Downloads
Giovanni Barone Adesi, Patrick Gagliardini and Giovanni Urga
Editors Report 2003 pp. 488-488 Downloads
Eric Ghysels and Alastair Hall
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