

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 (). Access Statistics for this journal.
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1997, volume 15, issue 4
 Do FastFood Chains Price Discriminate on the Race and Income Characteristics of an Area? pp. 391401
 Kathryn Graddy
 On Measuring Segregation in Samples with Small Units pp. 40209
 William J Carrington and Kenneth Troske
 Seasonal Adjustment and Other Data Transformations pp. 41018
 Eric Ghysels
 Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of MomentCondition Estimators pp. 41931
 James Ziliak
 Measuring and Comparing BusinessCycle Features pp. 43244
 Gregory Hess and Shigeru Iwata
 A Measure of Production Performance pp. 44551
 Kokic, Philip, et al
 Retrospective Reporting of Household Wealth: Evidence from the 19831989 Survey of Consumer Finances pp. 45263
 Arthur B Kennickell and Martha Starr
 The Implications of DemographicSpecific Inflation Rates for Trends in Real Educational Wage Differentials pp. 46469
 Todd Idson and Cynthia Miller
 On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment pp. 47081
 Marius Ooms and Philip Hans Franses
 Dynamic Asymptotically Ideal Models and Finite Approximation pp. 48292
 Adrian R Fleissig and James L Swofford
1997, volume 15, issue 3
 Improving the Accessibility of the NBER's Historical Data pp. 29399
 Daniel Feenberg and Jeffrey Miron
 Reconciling the Old and New Census Bureau Education Questions: Recommendations for Researchers pp. 300309
 David Jaeger
 Modeling Heterogeneity and State Dependence in Consumer Choice Behavior pp. 31027
 Michael Keane
 A Bayesian Analysis of Autoregressive Time Series Panel Data pp. 32834
 Balgobin Nandram and Joseph D Petruccelli
 Analyzing Ultimatum Bargaining: A Bayesian Approach to the Comparison of Two Potency Curves under Shape Constraints pp. 33544
 Duncan K H Fong and Gary Bolton
 When Do LongRun Identifying Restrictions Give Reliable Results? pp. 34553
 Jon Faust and Eric Leeper
 The Modeling and Seasonal Adjustment of Weekly Observations pp. 35468
 Andrew Harvey, Siem Jan Koopman and Marco Riani
 Consistent Significance Testing for Nonparametric Regression pp. 36978
 Jeffrey Racine
 Profitability of ShortTerm Contrarian Strategies: Implications for Market Efficiency pp. 37986
 Jennifer Conrad, Mustafa N Gultekin and Gautam Kaul
 Splicing Index Numbers pp. 38789
 Robert Hill and Kevin Fox
1997, volume 15, issue 2
 Unemployment Insurance Eligibility and the SchooltoWork Transition in Canada and the United States pp. 11529
 Christopher Ferrall
 Measuring the Influence of Unemployment Insurance on Unemployment Experiences pp. 13052
 R Mark Gritz and Thomas MaCurdy
 Savings and LaborMarket Transitions pp. 15364
 Richard Blundell, Thierry Magnac and Costas Meghir
 Exact Structural Inference in Optimal JobSearch Models pp. 16579
 Tony Lancaster
 Precautionary Saving, Credit Constraints, and Irreversible Investment: Theory and Evidence from Semiarid India pp. 18094
 Marcel Fafchamps and John Pender
 On the Optimal Lifetime of Nuclear Power Plants pp. 195208
 Geoffrey Rothwell and John Rust
 Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices pp. 20920
 Elyakime, Bernard, et al
 Equilibrium Wage and Dismissal Processes pp. 22136
 Christopher Flinn
 A Microeconometric Comparison of Household Behavior between Countries pp. 23753
 Robert A Miller and Holger Sieg
 Uncertain Health and Survival: Effects on EndofLife Consumption pp. 25468
 Lee Lillard and Yoram Weiss
 Job Search and Commuting Time pp. 26981
 Gerard van den Berg and Cees Gorter
 Dynamic Savings Decisions in Agricultural Environments with Incomplete Markets pp. 28292
 Jere Behrman, Andrew Foster and Mark Rosenzweig
1997, volume 15, issue 1
 Uncovering Nonlinear Structure in RealTime StockMarket Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE100 pp. 114
 A Abhyankar, Laurence Copeland and W Wong
 Impulse Response Function for Conditional Volatility in GARCH Models pp. 1525
 WenLing Lin
 Markov Switching in GARCH Processes and MeanReverting StockMarket Volatility pp. 2634
 Michael Dueker
 Common Predictable Components in Regional Stock Markets pp. 3542
 YinWong Cheung, Jia He and Lilian K Ng
 ARCH and Bilinearity as Competing Models for Nonlinear Dependence pp. 4350
 Anil Bera and Matthew L Higgins
 Joint VarianceRatio Tests of the Martingale Hypothesis for Exchange Rates pp. 5159
 Wai Mun Fong, Seng Kee Koh and Sam Ouliaris
 Approximate Asymptotic P Values for StructuralChange Tests pp. 6067
 Bruce Hansen
 Further Investigation of the Uncertain Unit Root in GNP pp. 6873
 YinWong Cheung and Menzie Chinn
 Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique pp. 7481
 J. Huston McCulloch
 GMM Estimation of CountPanelData Models with Fixed Effects and Predetermined Instruments pp. 8289
 Jose G Montalvo
 Estimation of ShortRun and LongRun Elasticities of Energy Demand from Panel Data Using Shrinkage Estimators pp. 90100
 Maddala, G S, et al
 Empirical Bayes SmallArea Estimation Using Logistic Regression Models and Summary Statistics pp. 1018
 Patrick J Farrell, Brenda MacGibbon and Thomas J Tomberlin
1996, volume 14, issue 4
 Heterogeneity, Aggregate Uncertainty, and the ShortTerm Interest Rate pp. 399411
 Wouter J Den Haan
 Bayesian Estimation of Stochastic Discount Factors pp. 41220
 Stephen Gordon, Lucie Samson and Benoit Carmichael
 Predicting Turning Points through the Integration of Multiple Models pp. 42128
 David T Li and Jeffrey Dorfman
 Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns pp. 42934
 Andrew Harvey and Neil Shephard
 Can Economic Time Series Be Differenced to Stationarity? pp. 43546
 Stephen Leybourne, Brendan McCabe and Andrew Tremayne
 An ExponentialFamily Multidimensional Scaling Mixture Methodology pp. 44759
 Michel Wedel and Wayne S DeSarbo
 Semiparametric Estimation of Stochastic Production Frontier Models pp. 46068
 Yanqin Fan, Qi Li and Alfons Weersink
 Excess Zeros in Count Models for Recreational Trips pp. 46977
 Shiferaw Gurmu and Pravin Trivedi
 On Using Linear Regressions in Welfare Economics pp. 47886
 Shlomo Yitzhaki
 Semiparametric (DistributionFree) Testing of the Expectations Hypothesis in a Parimutuel Gambling Market pp. 48796
 Barry Goodwin
1996, volume 14, issue 3
 FiniteSample Properties of Some Alternative GMM Estimators pp. 26280
 Lars Hansen, John Heaton and Amir Yaron
 A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model pp. 28193
 Kenneth West and David Wilcox
 SmallSample Properties of GMMBased Wald Tests pp. 294308
 Craig Burnside and Martin Eichenbaum
 SmallSample Properties of GMM for BusinessCycle Analysis pp. 30927
 Lawrence J Chistiano and Wouter J den Haan
 GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study pp. 32852
 Torben Andersen and Bent Sorensen
 SmallSample Bias in GMM Estimation of Covariance Structures pp. 35366
 Joseph Altonji and Lewis M Segal
 SmallSample Properties of Estimators of Nonlinear Models of Covariance Structure pp. 36773
 Todd Clark
 Is Seasonal Adjustment a Linear or Nonlinear DataFiltering Process? pp. 37486
 Eric Ghysels, Clive Granger and Pierre Siklos
 Is Seasonal Adjustment a Linear or Nonlinear DataFiltering Process? Comment pp. 38788
 William R Bell
 Is Seasonal Adjustment a Linear or Nonlinear DataFiltering Process? Comment pp. 38889
 Svend Hylleberg
 Is Seasonal Adjustment a Linear or Nonlinear DataFiltering Process? Comment pp. 38993
 David F Findley
 Is Seasonal Adjustment a Linear or Nonlinear DataFiltering Process? Comment pp. 39496
 Mark Watson
 Is Seasonal Adjustment a Linear or Nonlinear DataFiltering Process? Reply pp. 39697
 Eric Ghysels, Clive Granger and Pierre Siklos
1996, volume 14, issue 2
 Periodic Autoregressive Conditional Heteroscedasticity pp. 13951
 Tim Bollerslev and Eric Ghysels
 Testing Identifiability of Cointegrating Vectors pp. 15360
 H. Peter Boswijk
 The Level and Power of the Bootstrap t Test in the AR(1) Model with Trend pp. 16168
 John C Nankervis and N E Savin
 Blanchard's Model of Consumption: An Empirical Study pp. 16977
 Alfred Haug
 The Persistence of Shocks to Macroeconomic Time Series: Some Evidence from Economic Theory pp. 17987
 Matthew J Cushing and Mary G McGarvey
 Why Are Some Industries More Cyclical Than Others? pp. 18998
 Bruce Petersen and Steven Strongin
 The APT Model as ReducedRank Regression pp. 199202
 Paul Bekker, Pascal Dobbelstein and Tom Wansbeek
 Measuring Substitution in MonetaryAsset Demand Systems pp. 20308
 George Davis and Jean Gauger
 RSquared Measures for Count Data Regression Models with Applications to HealthCare Utilization pp. 20920
 A. Cameron and Frank Windmeijer
 Inferring the Order of the Choice Process Using Consumer Purchase Histories pp. 22129
 Michael S Morgan and Minakshi Trivedi
 Nonresponse Bias and Business Turnover Rates: The Case of the Characteristics of Business Owners Survey pp. 23141
 Thomas Holmes and James Schmitz
 Prediction of the U.S. Employment Links: An Application of an Empirical Bayes Procedure pp. 24350
 Wenyu Wang
 Two Simple Algorithms for Generating a Subset of Data Consistent with WARP and Other Binary Relations pp. 25155
 John Gross and Dan Kaiser
 Correction [Posterior Properties of LongRun Impulse Responses] pp. 257
 Gary Koop, Jacek Osiewalski and Mark Steel
1996, volume 14, issue 1
 A Bayesian Approach to Calibration pp. 19
 David DeJong, Beth Ingram and Charles Whiteman
 Evidence on Structural Instability in Macroeconomic Time Series Relations pp. 1130
 James Stock and Mark Watson
 A ContinuousTime ArbitragePricing Model with Stochastic Volatility and Jumps pp. 3143
 Mun Ho, William Perraudin and Bent Sorensen
 HighFrequency Data and Volatility in ForeignExchange Rates pp. 4552
 Bin Zhou
 Efficient Estimation of Linear AssetPricing Models with Moving Average Errors pp. 5368
 Lars Hansen and Kenneth Singleton
 Specification of EchelonForm VARMA Models pp. 6979
 Helmut Lütkepohl and Donald Poskitt
 Permanent Income, Current Income, and Consumption: Evidence from Two Panel Data Sets pp. 8190
 Annamaria Lusardi
 Public Infrastructure, Private Input Demand, and Economic Performance in New England Manufacturing pp. 91101
 Catherine Morrison Paul and Amy Schwartz
 Economic Trends and Being Trendy: The Influence of Consumer Confidence on Retail Fashion Sales pp. 10311
 Greg M Allenby, Lichung Jen and Robert P Leone
 Interactive Graphical Methods in the Analysis of Customer Panel Data pp. 11326
 Martin A Koschat and Deborah F Swayne
 Interactive Graphical Methods in the Analysis of Customer Panel Data: Comment pp. 12628
 Greg M Allenby
 Interactive Graphical Methods in the Analysis of Customer Panel Data: Comment pp. 12829
 Andreas Buja
 Interactive Graphical Methods in the Analysis of Customer Panel Data: Reply pp. 13032
 Martin A Koschat and Deborah F Swayne
 A Comparison of TimeVarying Parameter and Multiprocess Mixture Models in the Case of MoneySupply Announcements: Errata pp. 133
 James LeSage
 Shifts in the InterestRate Response to Money Announcements: What Can We Say about When They Occur? pp. 13538
 V Vance Roley and Simon M Wheatley

On this page 1997, volume 15

Issue 4
Issue 3 Issue 2 Issue 1
 1996, volume 14

Issue 4
Issue 3 Issue 2 Issue 1
Other years2011, volume 29
2010, volume 28
2009, volume 27
2008, volume 26
2007, volume 25
2006, volume 24
2005, volume 23
2004, volume 22
2003, volume 21
2002, volume 20
2001, volume 19
2000, volume 18
1999, volume 17
1998, volume 16
1995, volume 13
1994, volume 12
1993, volume 11
1992, volume 10
1991, volume 9
1990, volume 8
1989, volume 7
1988, volume 6
1987, volume 5
1986, volume 4
1985, volume 3
1984, volume 2
1983, volume 1

On this page 1997, volume 15

Issue 4
Issue 3 Issue 2 Issue 1
 1996, volume 14

Issue 4
Issue 3 Issue 2 Issue 1
Other years2011, volume 29
2010, volume 28
2009, volume 27
2008, volume 26
2007, volume 25
2006, volume 24
2005, volume 23
2004, volume 22
2003, volume 21
2002, volume 20
2001, volume 19
2000, volume 18
1999, volume 17
1998, volume 16
1995, volume 13
1994, volume 12
1993, volume 11
1992, volume 10
1991, volume 9
1990, volume 8
1989, volume 7
1988, volume 6
1987, volume 5
1986, volume 4
1985, volume 3
1984, volume 2
1983, volume 1

