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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1997, volume 15, articles 4

Do Fast-Food Chains Price Discriminate on the Race and Income Characteristics of an Area? pp. 391-401

Kathryn Graddy

On Measuring Segregation in Samples with Small Units pp. 402-09

William J Carrington and Kenneth Troske

Seasonal Adjustment and Other Data Transformations pp. 410-18

Eric Ghysels

Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators pp. 419-31

James Ziliak

Measuring and Comparing Business-Cycle Features pp. 432-44

Gregory Hess and Shigeru Iwata

A Measure of Production Performance pp. 445-51

Kokic, Philip, et al

Retrospective Reporting of Household Wealth: Evidence from the 1983-1989 Survey of Consumer Finances pp. 452-63

Arthur B Kennickell and Martha Starr

The Implications of Demographic-Specific Inflation Rates for Trends in Real Educational Wage Differentials pp. 464-69

Todd Idson and Cynthia Miller

On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment pp. 470-81

Marius Ooms and Philip Hans Franses

Dynamic Asymptotically Ideal Models and Finite Approximation pp. 482-92

Adrian R Fleissig and James L Swofford

1997, volume 15, articles 3

Improving the Accessibility of the NBER's Historical Data pp. 293-99

Daniel Feenberg and Jeffrey Miron

Reconciling the Old and New Census Bureau Education Questions: Recommendations for Researchers pp. 300-309

David Jaeger

Modeling Heterogeneity and State Dependence in Consumer Choice Behavior pp. 310-27

Michael Keane

A Bayesian Analysis of Autoregressive Time Series Panel Data pp. 328-34

Balgobin Nandram and Joseph D Petruccelli

Analyzing Ultimatum Bargaining: A Bayesian Approach to the Comparison of Two Potency Curves under Shape Constraints pp. 335-44

Duncan K H Fong and Gary Bolton

When Do Long-Run Identifying Restrictions Give Reliable Results? pp. 345-53

Jon Faust and Eric Leeper

The Modeling and Seasonal Adjustment of Weekly Observations pp. 354-68

Andrew Harvey, Siem Jan Koopman and Marco Riani

Consistent Significance Testing for Nonparametric Regression pp. 369-78

Jeffrey Racine

Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency pp. 379-86

Jennifer Conrad, Mustafa N Gultekin and Gautam Kaul

Splicing Index Numbers pp. 387-89

Robert Hill and Kevin Fox

1997, volume 15, articles 2

Unemployment Insurance Eligibility and the School-to-Work Transition in Canada and the United States pp. 115-29

Christopher Ferrall

Measuring the Influence of Unemployment Insurance on Unemployment Experiences pp. 130-52

R Mark Gritz and Thomas MaCurdy

Savings and Labor-Market Transitions pp. 153-64

Richard Blundell, Thierry Magnac and Costas Meghir

Exact Structural Inference in Optimal Job-Search Models pp. 165-79

Tony Lancaster

Precautionary Saving, Credit Constraints, and Irreversible Investment: Theory and Evidence from Semiarid India pp. 180-94

Marcel Fafchamps and John Pender

On the Optimal Lifetime of Nuclear Power Plants pp. 195-208

Geoffrey Rothwell and John Rust

Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices pp. 209-20

Elyakime, Bernard, et al

Equilibrium Wage and Dismissal Processes pp. 221-36

Christopher Flinn

A Microeconometric Comparison of Household Behavior between Countries pp. 237-53

Robert A Miller and Holger Sieg

Uncertain Health and Survival: Effects on End-of-Life Consumption pp. 254-68

Lee Lillard and Yoram Weiss

Job Search and Commuting Time pp. 269-81

Gerard van den Berg and Cees Gorter

Dynamic Savings Decisions in Agricultural Environments with Incomplete Markets pp. 282-92

Jere Behrman, Andrew Foster and Mark Rosenzweig

1997, volume 15, articles 1

Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 pp. 1-14

A Abhyankar, Laurence Copeland and W Wong

Impulse Response Function for Conditional Volatility in GARCH Models pp. 15-25

Wen-Ling Lin

Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility pp. 26-34

Michael Dueker

Common Predictable Components in Regional Stock Markets pp. 35-42

Yin-Wong Cheung, Jia He and Lilian K Ng

ARCH and Bilinearity as Competing Models for Nonlinear Dependence pp. 43-50

Anil Bera and Matthew L Higgins

Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates pp. 51-59

Wai Mun Fong, Seng Kee Koh and Sam Ouliaris

Approximate Asymptotic P Values for Structural-Change Tests pp. 60-67

Bruce Hansen

Further Investigation of the Uncertain Unit Root in GNP pp. 68-73

Yin-Wong Cheung and Menzie Chinn

Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique pp. 74-81

J. Huston McCulloch

GMM Estimation of Count-Panel-Data Models with Fixed Effects and Predetermined Instruments pp. 82-89

Jose G Montalvo

Estimation of Short-Run and Long-Run Elasticities of Energy Demand from Panel Data Using Shrinkage Estimators pp. 90-100

Maddala, G S, et al

Empirical Bayes Small-Area Estimation Using Logistic Regression Models and Summary Statistics pp. 101-8

Patrick J Farrell, Brenda MacGibbon and Thomas J Tomberlin

1996, volume 14, articles 4

Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate pp. 399-411

Wouter J Den Haan

Bayesian Estimation of Stochastic Discount Factors pp. 412-20

Stephen Gordon, Lucie Samson and Benoit Carmichael

Predicting Turning Points through the Integration of Multiple Models pp. 421-28

David T Li and Jeffrey Dorfman

Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns pp. 429-34

Andrew Harvey and Neil Shephard

Can Economic Time Series Be Differenced to Stationarity? pp. 435-46

Stephen Leybourne, Brendan McCabe and Andrew Tremayne

An Exponential-Family Multidimensional Scaling Mixture Methodology pp. 447-59

Michel Wedel and Wayne S DeSarbo

Semiparametric Estimation of Stochastic Production Frontier Models pp. 460-68

Yanqin Fan, Qi Li and Alfons Weersink

Excess Zeros in Count Models for Recreational Trips pp. 469-77

Shiferaw Gurmu and Pravin Trivedi

On Using Linear Regressions in Welfare Economics pp. 478-86

Shlomo Yitzhaki

Semiparametric (Distribution-Free) Testing of the Expectations Hypothesis in a Parimutuel Gambling Market pp. 487-96

Barry Goodwin

1996, volume 14, articles 3

Finite-Sample Properties of Some Alternative GMM Estimators pp. 262-80

Lars Hansen, John Heaton and Amir Yaron

A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model pp. 281-93

Kenneth West and David Wilcox

Small-Sample Properties of GMM-Based Wald Tests pp. 294-308

Craig Burnside and Martin Eichenbaum

Small-Sample Properties of GMM for Business-Cycle Analysis pp. 309-27

Lawrence J Chistiano and Wouter J den Haan

GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study pp. 328-52

Torben Andersen and Bent Sorensen

Small-Sample Bias in GMM Estimation of Covariance Structures pp. 353-66

Joseph Altonji and Lewis M Segal

Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure pp. 367-73

Todd Clark

Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? pp. 374-86

Eric Ghysels, Clive Granger and Pierre Siklos

Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment pp. 387-88

William R Bell

Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment pp. 388-89

Svend Hylleberg

Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment pp. 389-93

David F Findley

Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment pp. 394-96

Mark Watson

Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply pp. 396-97

Eric Ghysels, Clive Granger and Pierre Siklos

1996, volume 14, articles 2

Periodic Autoregressive Conditional Heteroscedasticity pp. 139-51

Tim Bollerslev and Eric Ghysels

Testing Identifiability of Cointegrating Vectors pp. 153-60

H. Peter Boswijk

The Level and Power of the Bootstrap t Test in the AR(1) Model with Trend pp. 161-68

John C Nankervis and N E Savin

Blanchard's Model of Consumption: An Empirical Study pp. 169-77

Alfred Haug

The Persistence of Shocks to Macroeconomic Time Series: Some Evidence from Economic Theory pp. 179-87

Matthew J Cushing and Mary G McGarvey

Why Are Some Industries More Cyclical Than Others? pp. 189-98

Bruce Petersen and Steven Strongin

The APT Model as Reduced-Rank Regression pp. 199-202

Paul Bekker, Pascal Dobbelstein and Tom Wansbeek

Measuring Substitution in Monetary-Asset Demand Systems pp. 203-08

George Davis and Jean Gauger

R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization pp. 209-20

A. Cameron and Frank Windmeijer

Inferring the Order of the Choice Process Using Consumer Purchase Histories pp. 221-29

Michael S Morgan and Minakshi Trivedi

Nonresponse Bias and Business Turnover Rates: The Case of the Characteristics of Business Owners Survey pp. 231-41

Thomas Holmes and James Schmitz

Prediction of the U.S. Employment Links: An Application of an Empirical Bayes Procedure pp. 243-50

Wenyu Wang

Two Simple Algorithms for Generating a Subset of Data Consistent with WARP and Other Binary Relations pp. 251-55

John Gross and Dan Kaiser

Correction [Posterior Properties of Long-Run Impulse Responses] pp. 257

Gary Koop, Jacek Osiewalski and Mark Steel

1996, volume 14, articles 1

A Bayesian Approach to Calibration pp. 1-9

David DeJong, Beth Ingram and Charles Whiteman

Evidence on Structural Instability in Macroeconomic Time Series Relations pp. 11-30

James Stock and Mark Watson

A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps pp. 31-43

Mun Ho, William Perraudin and Bent Sorensen

High-Frequency Data and Volatility in Foreign-Exchange Rates pp. 45-52

Bin Zhou

Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors pp. 53-68

Lars Hansen and Kenneth Singleton

Specification of Echelon-Form VARMA Models pp. 69-79

Helmut Lütkepohl and Donald Poskitt

Permanent Income, Current Income, and Consumption: Evidence from Two Panel Data Sets pp. 81-90

Annamaria Lusardi

Public Infrastructure, Private Input Demand, and Economic Performance in New England Manufacturing pp. 91-101

Catherine Morrison Paul and Amy Schwartz

Economic Trends and Being Trendy: The Influence of Consumer Confidence on Retail Fashion Sales pp. 103-11

Greg M Allenby, Lichung Jen and Robert P Leone

Interactive Graphical Methods in the Analysis of Customer Panel Data pp. 113-26

Martin A Koschat and Deborah F Swayne

Interactive Graphical Methods in the Analysis of Customer Panel Data: Comment pp. 126-28

Greg M Allenby

Interactive Graphical Methods in the Analysis of Customer Panel Data: Comment pp. 128-29

Andreas Buja

Interactive Graphical Methods in the Analysis of Customer Panel Data: Reply pp. 130-32

Martin A Koschat and Deborah F Swayne

A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements: Errata pp. 133

James LeSage

Shifts in the Interest-Rate Response to Money Announcements: What Can We Say about When They Occur? pp. 135-38

V Vance Roley and Simon M Wheatley