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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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1997, volume 15, issue 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, issue 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, issue 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, issue 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, issue 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, issue 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, issue 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, issue 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
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