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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1998, volume 16, articles 4

Exogeneity, Cointegration, and Economic Policy Analysis pp. 370-87

Neil Ericsson, David Hendry and Grayham Mizon

Asymptotic Inference on Cointegrating Rank in Partial Systems pp. 388-99

Harbo, Ingrid, et al

A Structured VAR for Denmark under Changing Monetary Regimes pp. 400-411

Katarina Juselius

The Relationship between Inflation and the Budget Deficit in Turkey pp. 412-22

Kivilcim Metin Özcan

The Dynamics of Chronic Inflation in Brazil, 1968-1985 pp. 423-32

Dick Durevall

Modeling Inflation in Australia pp. 433-49

Gordon de Brouwer and Neil Ericsson

Cointegration and Long-Horizon Forecasting pp. 450-58

Peter Christoffersen and Francis Diebold

Outlier Detection in Cointegration Analysis pp. 459-68

Philip Hans Franses and Andre Lucas

Prior Density-Ratio Class Robustness in Econometrics pp. 469-78

John Geweke and Lea Petrella

Why Do Investment Euler Equations Fail? pp. 479-88

Toni Whited

Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example pp. 489-97

Victor M Guerrero, Daniel Peña and Pilar Poncela

The Risk Premium of Volatility Implicit in Currency Options pp. 498-507

Dajiang Guo

1998, volume 16, articles 3

Real and Spurious Long-Memory Properties of Stock-Market Data pp. 261-68

Ignacio Lobato and N E Savin

Real and Spurious Long-Memory Properties of Stock-Market Data: Comment pp. 268-69

Clive Granger

Real and Spurious Long-Memory Properties of Stock-Market Data: Comment pp. 269-71

John Geweke

Real and Spurious Long-Memory Properties of Stock-Market Data: Comment pp. 272

Hwai-Chung Jeff Ho and Chien-fu Lin

Real and Spurious Long-Memory Properties of Stock-Market Data: Comment pp. 273-76

Richard Baillie

Real and Spurious Long-Memory Properties of Stock-Market Data: Comment pp. 276-79

Peter Robinson

Real and Spurious Long-Memory Properties of Stock-Market Data: Reply pp. 280-83

Ignacio Lobato and N E Savin

A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models pp. 284-91

Moshe Friedman and Lawrence Harris

The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases pp. 292-303

Daniel Peña and Javier Ruiz-Castillo

Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates pp. 304-11

Walter Enders and Clive Granger

Spatio-Temporal Modeling of Residential Sales Data pp. 312-21

Gelfand, Alan E, et al

Inference Tests for Gini-Based Tax Progressivity Indexes pp. 322-30

John A Bishop, John P Formby and Buhong Zheng

A Simple Method for Imposing Local Curvature in Some Flexible Consumer-Demand Systems pp. 331-38

David Ryan and Terence J Wales

Estimation of Autocorrelations of Survey Errors with Application to Trend Estimation in Small Areas pp. 339-48

Danny Pfeffermann, Moshe Feder and David Signorelli

A Locally Optimal Seaosnal Unit-Root Test pp. 349-56

Mehmet Caner

An EM Algorithm for Conditionally Heteroscedastic Factor Models pp. 357-61

Antonis Demos and Enrique Sentana

Construction of Confidence Intervals for the Mean of a Population Containing Many Zero Values pp. 362-68

Alan H Kvanli, Yaung Kaung Shen and Lih Yuan Deng

1998, volume 16, articles 2

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program pp. 127-52

Findley, David F, et al

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment pp. 153-55

William P Cleveland

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment pp. 155-60

Agustin Maravall

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment pp. 161-63

Marietta Morry and Norma Chhab

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment pp. 164-65

Kenneth Wallis

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment pp. 165-67

Eric Ghysels

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment pp. 167-68

Svend Hylleberg

New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Reply pp. 169-77

Findley, David F, et al

Bayesian Analysis of the Prototypal Search Model pp. 178-86

Nicholas Kiefer and Mark Steel

On the Dynamics of Demand for Leisure and the Production of Health pp. 187-97

Robin Sickles and Abdo Yazbeck

A New Measure of Fit for Equations with Dichotomous Dependent Variables pp. 198-205

Arturo Estrella

Structural Instability and the Production-Smoothing Model of Inventories pp. 206-15

Robert Rossana

Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988) pp. 216-26

Utpal Bhattacharya and Matthew Spiegel

Nonlinearities and Nonstationarities in Stock Returns pp. 227-36

Pedro J F de Lima

Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity pp. 237-43

Feike C. Drost, Theo Nijman and Bas Werker

A Stochastic Volatility Model with Markov Switching pp. 244-53

Mike K P So, K Lam and W K Li

Tests for Forecast Encompassing pp. 254-59

David Harvey, Stephen Leybourne and Paul Newbold

1998, volume 16, articles 1

An Empirical Investigation of the "Dynamic McFadden" Model of Purchase Timing and Brand Choice: Implications for Market Structure pp. 2-12

Pradeep Chintagunta and Alok R Prasad

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing pp. 13-26

David Backus, Silverio Foresi and Stanley Zin

Analysis of Patent Data--A Mixed-Poisson-Regression-Model Approach pp. 27-41

Peiming Wang, Iain Cockburn and Martin L Puterman

Stabilized Sieve Sampling: A Point-Estimator Analysis pp. 42-51

Jane M Horgan

Are Our Data Relevant to the Theory? The Case of Aggregate Consumption Expenditures, and Empirical Consumption and Savings pp. 52-61

Daniel T Slesnick

Generalizing the Bayesian Vector Autoregression Approach for Regional Interindustry Employment Forecasting pp. 62-72

Mark Partridge and Dan Rickman

Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters pp. 73-80

Timothy Vogelsang

Modeling Price and Quantity Relations for Danish Manufacturing Exports pp. 81-91

Hans Christian Kongsted

Multiple Regimes in U.S. Output Fluctuations pp. 92-100

Suzanne J Cooper

Dynamic Bivariate Mixture Models: Modeling the Behavior of Prices and Trading Volume pp. 101-09

Roman Liesenfeld

Out-of-Sample Forecast Performance as a Test for Nonlinearity in Time Series pp. 110-17

Ted Jaditz and Chera L Sayers

On the Choice of Functional Forms: Summary of a Monte Carlo Experiment pp. 118-24

Robert Gagné and Pierre Ouellette