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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2003, volume 21, articles 4

Iterative and Recursive Estimation in Structural Nonadaptive Models pp. 449-82

Sergio Pastorello, Valentin Patilea and Eric Renault

Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 482-85

Xiaohong Chen

Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 485-88

Mikhail Chernov

Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 488-90

Qiang Dai

Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 490-92

Garland Durham and John Geweke

Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 493-95

Michael Johannes and Nicholas Polson

Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 495-98

Jun Pan

Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 498-500

Robert P Sherman

Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment pp. 500-503

Christopher Sims

Iterative and Recursive Estimation in Structural Nonadaptive Models: Rejoinder pp. 503-09

Sergio Pastorello, Valentin Patilea and Eric Renault

Variance Shifts, Structural Breaks, and Stationarity Tests pp. 510-31

Fabio Busetti and Robert Taylor

Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations pp. 532-46

Gabriele Fiorentini, Enrique Sentana and Giorgio Calzolari

Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income pp. 547-63

Richard Paap and Herman van Dijk

Business Cycle Duration Dependence Reconsidered pp. 564-69

Thomas Zuehlke

Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000) pp. 570-76

Roman Liesenfeld and Jean-Francois Richard

The Estimation of Dynamic Bivariate Mixture Models: Reply to Liesenfeld and Richard Comments pp. 577-80

Toshiaki Watanabe

2003, volume 21, articles 3

Wealth Accumulation over the Life Cycle and Precautionary Savings pp. 339-53

Marco Cagetti

The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model pp. 354-67

Oliver Linton and Benoit Perron

The Proportional Hazard Model for Purchase Timing: A Comparison of Alternative Specifications pp. 368-82

P B Seetharaman and Pradeep Chintagunta

Martingale Property of Exchange Rates and Central Bank Interventions pp. 383-95

Kamil Yilmaz

Recent Two-Stage Sample Selection Procedures with an Application to the Gender Wage Gap pp. 396-405

Christofides, Louis N, et al

A Stochastic Frontier Analysis of Financing Constraints on Investment: The Case of Financial Liberalization in Taiwan pp. 406-19

Hung-Jen Wang

Seasonality Tests pp. 420-36

Fabio Busetti and Andrew Harvey

Pairwise-Difference Rank Estimation of the Transformation Model pp. 437-47

Jason Abrevaya

2003, volume 21, articles 2

Regression Modeling and Meta-analysis for Decision Making: A Cost-Benefit Analysis of Incentives in Telephone Surveys pp. 213-25

Andrew Gelman, Matt Stevens and Valerie Chan

The Effects of Public R&D Subsidies on Firms' Innovation Activities: The Case of Eastern Germany pp. 226-36

Matthias Almus and Dirk Czarnitzki

The Aroma of Tacoma: Time-Varying Average Derivatives and the Effect of a Superfund Site on House Prices pp. 237-46

Daniel McMillen and Paul Thorsnes

Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa pp. 247-57

Adonis Yatchew, Yiguo Sun and Catherine Deri Armstrong

On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter pp. 258-68

Dale J Poirier and Justin Tobias

Efficient Estimation of Conditional Asset-Pricing Models pp. 269-83

Douglas Hodgson and Keith P Vorkink

Measuring and Decomposing Productivity Change: Stochastic Distance Function Estimation versus Data Envelopment Analysis pp. 284-94

Scott Atkinson, Christopher Cornwell and Olaf Honerkamp

Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models pp. 295-318

Jan Groen and Frank Kleibergen

Imposing and Testing Curvature Conditions on a Box-Cox Cost Function pp. 319-35

Bertrand Koebel, Martin Falk and Francois Laisney

2003, volume 21, articles 1

Was There a Riverside Miracle? A Hierarchical Framework for Evaluating Programs with Grouped Data pp. 1-11

Rajeev Dehejia

Nonparametric Applications of Bayesian Inference pp. 12-18

Gary Chamberlain and Guido Imbens

Estimating the Benefit Incidence of an Antipoverty Program by Propensity-Score Matching pp. 19-30

Jyotsna Jalan and Martin Ravallion

Testing the Normality Assumption in the Sample Selection Model with an Application to Travel Demand pp. 31-42

Bas van der Klaauw and Ruud Koning

Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available pp. 43-52

Aviv Nevo

Semiparametric Estimation of the Optimal Reserve Price in First-Price Auctions pp. 53-64

Tong Li, Isabelle Perrigne and Quang Vuong

A Note on Rubin's Statistical Matching Using File Concatenation with Adjusted Weights and Multiple Imputations pp. 65-73

Chris Moriarity and Fritz Scheuren

Bayesian Modeling and Computations in Final-Offer Arbitration pp. 74-79

Tim Swartz

Flexible Covariance Structures for Categorical Dependent Variables through Finite Mixtures of Generalized Extreme Value Models pp. 80-87

Joffre Swait

Parameterized Expectations Algorithm and the Moving Bounds pp. 88-92

Lilia Maliar and Serguei Maliar

Bayesian Analysis of Endogenous Delay Threshold Models pp. 93-103

Gary Koop and Simon Potter

Time-Varying Smooth Transition Autoregressive Models pp. 104-21

Stefan Lundbergh, Timo Teräsvirta and Dick van Dijk

Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models pp. 122-32

Alain Guay and Olivier Scaillet

A New PC-Based Test for Varian's Weak Separability Conditions pp. 133-44

Adrian R Fleissig and Gerald A Whitney

Tests of Rank in Reduced Rank Regression Models pp. 145-55

Camba-Mendez, Gonzalo, et al

Robust Stationarity Tests in Seasonal Time Series Processes pp. 156-63

Robert Taylor

Testing for Nonlinear Autoregression pp. 164-73

Ignacio Lobato

On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process pp. 174-84

Amit Sen

Valid Bayesian Estimation of the Cointegrating Error Correction Model pp. 185-95

Rodney Strachan

Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions pp. 196-211

Michael Clements and Hans-Martin Krolzig