This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
American Statistical Association Journal of Business & Economic Statistics Contact information of
American Statistical Association: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main
Order information: http://www.amstat.org/publications/index.html Pricing
information: individual rates available on request Editor: Editor:
For technical questions regarding this series, please contact
(Christopher F. Baum) Series handle: repec:bes:jnlbes
More pages of listings: 0 |1 |2 |3 |4 |5 |6 2008, Volume 26
1-8 Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions by Startz, Richard [Downloadable! (restricted)]
9-17 Robust Nonnested Testing and the Demand for Money by Choi, Hwan-Sik & Kiefer, Nicholas M. [Downloadable! (restricted)]
18-32 Bayesian Analysis of the Output Gap by Planas, Christophe & Rossi, Alessandro & Fiorentini, Gabriele [Downloadable! (restricted)]
33-41 Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation by Kapetanios, George & Labhard, Vincent & Price, Simon [Downloadable! (restricted)]
42-49 A Comparison of the Real-Time Performance of Business Cycle Dating Methods by Chauvet, Marcelle & Piger, Jeremy [Downloadable! (restricted)]
50-65 Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity by Prodan, Ruxandra [Downloadable! (restricted)]
66-77 Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models by Giordani, Paolo & Kohn, Robert [Downloadable! (restricted)]
78-89 Model-Based Clustering of Multiple Time Series by Fruhwirth-Schnatter, Sylvia & Kaufmann, Sylvia [Downloadable! (restricted)]
90-104 Monotonic Regression Based on Bayesian PSplines: An Application to Estimating Price Response Functions From Store-Level Scanner Data by Brezger, Andreas & Steiner, Winfried J. [Downloadable! (restricted)]
105-112 Foreign Technology Transfer and Productivity: Evidence From a Matched Sample by Yasar, Mahmut & Morrison Paul, Catherine J. [Downloadable! (restricted)]
113-127 A Simple Test for Nonstationarity in Mixed Panels by Ng, Serena [Downloadable! (restricted)]
131-143 Asset Prices Under Habit Formation and Reference-Dependent Preferences by Yogo, Motohiro [Downloadable! (restricted)]
144-160 Explaining and Forecasting Online Auction Prices and Their Dynamics Using Functional Data Analysis by Wang, Shanshan & Jank, Wolfgang & Shmueli, Galit [Downloadable! (restricted)]
161-175 True or Spurious Long Memory? A New Test by Ohanissian, Arek & Russell, Jeffrey R. & Tsay, Ruey S. [Downloadable! (restricted)]
176-193 A Simulation-Based Specification Test for Diffusion Processes by Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R. [Downloadable! (restricted)]
194-210 The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility by Lux, Thomas [Downloadable! (restricted)]
211-226 Dynamic Factors and the Source of Momentum Profits by Yao, Tong [Downloadable! (restricted)]
227-236 Cromwell's Rule and the Role of the Prior in the Economic Metric: An Application to the Portfolio Allocation Problem by Roskelley, Kenneth D. [Downloadable! (restricted)]
237-252 VARMA versus VAR for Macroeconomic Forecasting by Athanasopoulos, George & Vahid, Farshid [Downloadable! (restricted)]
253-260 Marginal Comparisons With the Best and the Efficiency Measurement Problem by Kim, Yangseon & Schmidt, Peter [Downloadable! (restricted)]
2007, Volume 25 1-1 Editorial Announcement by Andersen, Torben G. [Downloadable! (restricted)]
2-11 Common Features in Economics and Finance: An Overview of Recent Developments by Urga, Giovanni [Downloadable! (restricted)]
12-20 A Note on Common Cycles, Common Trends, and Convergence by Carvalho, Vasco & Harvey, Andrew & Trimbur, Thomas [Downloadable! (restricted)]
21-32 Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data by Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu [Downloadable! (restricted)]
33-51 Co-Breaking: Recent Advances and a Synopsis of the Literature by Hendry, David F. & Massmann, Michael [Downloadable! (restricted)]
52-60 Determining the Number of Primitive Shocks in Factor Models by Bai, Jushan & Ng, Serena [Downloadable! (restricted)]
61-75 A Multivariate Generalized Orthogonal Factor GARCH Model by Lanne, Markku & Saikkonen, Pentti [Downloadable! (restricted)]
76-90 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? by Anderson, Heather M. & Vahid, Farshid [Downloadable! (restricted)]
91-96 Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel by Amengual, Dante & Watson, Mark W. [Downloadable! (restricted)]
97-109 Estimating and Combining National Income Distributions Using Limited Data by Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada [Downloadable! (restricted)]
110-120 A More Timely and Useful Index of Leading Indicators by McGuckin, Robert H. & Ozyildirim, Ataman & Zarnowitz, Victor [Downloadable! (restricted)]
123-143 On the Fit of New Keynesian Models by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael [Downloadable! (restricted)]
143-151 Comment by Christiano, Lawrence J. [Downloadable! (restricted)]
151-152 Comment by Gallant, A. Ronald [Downloadable! (restricted)]
152-154 Comment by Sims, Christopher A. [Downloadable! (restricted)]
154-156 Comment by Faust, Jon [Downloadable! (restricted)]
156-159 Comment by Kilian, Lutz [Downloadable! (restricted)]
159-162 Rejoinder by Negro, Marco Del & Schorfheide, Frank & Smets, Frank & Wouters, Rafael [Downloadable! (restricted)]
163-176 Intrinsic Bayesian Estimation of Vector Autoregression Impulse Responses by Ni, Shawn & Sun, Dongchu & Sun, Xiaoqian [Downloadable! (restricted)]
177-190 Comparing Density Forecasts via Weighted Likelihood Ratio Tests by Amisano, Gianni & Giacomini, Raffaella [Downloadable! (restricted)]
191-200 Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation: Evidence From the Survey of Professional Forecasters by Campbell, Sean D. [Downloadable! (restricted)]
201-212 Market-Based Measures of Monetary Policy Expectations by Gurkaynak, Refet S. & Sack, Brian T. & Swanson, Eric P. [Downloadable! (restricted)]
213-225 Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods by Menkveld, Albert J. & Koopman, Siem Jan & Lucas, Andre [Downloadable! (restricted)]
226-238 Dynamic Efficiency Estimation: An Application to U.S. Electric Utilities by Rungsuriyawiboon, Supawat & Stefanou, Spiro E. [Downloadable! (restricted)]
239-246 The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes by Silver, Mick & Heravi, Saeed [Downloadable! (restricted)]
247-264 Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation by Fougere, Denis & Le Bihan, Herve & Sevestre, Patrick [Downloadable! (restricted)]
265-277 Estimating the Effects of Family Background on the Return to Schooling by Deschenes, Olivier [Downloadable! (restricted)]
278-287 Improved Errors-in-Variables Estimators for Grouped Data by Devereux, Paul J. [Downloadable! (restricted)]
288-298 Peer and Selection Effects on Youth Smoking in California by Krauth, Brian V. [Downloadable! (restricted)]
299-313 Using Worker Flows to Measure Firm Dynamics by Benedetto, Gary & Haltiwanger, John & Lane, Julia & McKinney, Kevin [Downloadable! (restricted)]
314-336 Calculating Comparable Statistics From Incomparable Surveys, With an Application to Poverty in India by Tarozzi, Alessandro [Downloadable! (restricted)]
337-346 Analytical Bias Reduction for Small Samples in the U.S. Consumer Price Index by Bradley, Ralph [Downloadable! (restricted)]
347-355 Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso by Wang, Hansheng & Li, Guodong & Jiang, Guohua [Downloadable! (restricted)]
356-376 A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression by Yang, Z.L. & Tse, Y.K. [Downloadable! (restricted)]
377-397 Moment-Based Copula Tests for Financial Returns by Chen, Yi-Ting [Downloadable! (restricted)]
398-410 Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda [Downloadable! (restricted)]
411-426 On the Role of Risk Premia in Volatility Forecasting by Chernov, Mikhail [Downloadable! (restricted)]
427-446 Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation by Nielsen, Morten Orregaard [Downloadable! (restricted)]
447-461 Testing for Neglected Nonlinearity in Long-Memory Models by Baillie, Richard T. & Kapetanios, George [Downloadable! (restricted)]
462-472 Estimation of Fractional Dependent Variables in Dynamic Panel Data Models With an Application to Firm Dividend Policy by Loudermilk, Margaret S. [Downloadable! (restricted)]
473-483 Inference in Panel Cointegration Models With Long Panels by Larsson, Rolf & Lyhagen, Johan [Downloadable! (restricted)]
484-500 Does Wealth Explain BlackWhite Differences in Early Employment Careers? by Rendon, Silvio [Downloadable! (restricted)]
503-503 Editors' Report 2006 by Andersen, Torben G. & Lewbel, Arthur & Ng, Serena [Downloadable! (restricted)]
2006, Volume 24 1-11 On the Relationships Between Real Consumption, Income, and Wealth by Palumbo, Michael & Rudd, Jeremy & Whelan, Karl [Downloadable! (restricted)]
12-23 Testing Cross-Section Correlation in Panel Data Using Spacings by Ng, Serena [Downloadable! (restricted)]
24-42 Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry by Swanson, Norman R. & van Dijk, Dick [Downloadable! (restricted)]
43-56 Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns by Guo, Hui & Savickas, Robert [Downloadable! (restricted)]
57-62 Levels and Long-Term Trends in Earnings Inequality: Overcoming Current Population Survey Censoring Problems Using the GB2 Distribution by Feng, Shuaizhang & Burkhauser, Richard V. & Butler, J.S. [Downloadable! (restricted)]
63-76 Using Trivariate Copulas to Model Sample Selection and Treatment Effects: Application to Family Health Care Demand by Zimmer, David M. & Trivedi, Pravin K. [Downloadable! (restricted)]
77-90 Gradients in Spatial Response Surfaces With Application to Urban Land Values by Majumdar, Anandamayee & Munneke, Henry J. & Gelfand, Alan E. & Banerjee, Sudipto & Sirmans, C.F. [Downloadable! (restricted)]
91-103 Exports and Labor Demand: Searching for Functional Structure in Multi-Output Multi-Skill Technologies by Koebel, Bertrand [Downloadable! (restricted)]
104-124 Evaluating Models of Autoregressive Conditional Duration by Meitz, Mika & Terasvirta, Timo [Downloadable! (restricted)]
127-161 Realized Variance and Market Microstructure Noise by Hansen, Peter R. & Lunde, Asger [Downloadable! (restricted)]
162-167 Comment by Ait-Sahalia, Yacine & Mykland, Per A. & Zhang, Lan [Downloadable! (restricted)]
167-173 Comment by Bandi, Federico M. & Russell, Jeffrey R. [Downloadable! (restricted)]
173-179 Comment by Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per Houmann & Nielsen, Morten Orregaard [Downloadable! (restricted)]
179-181 Comment by Barndorff-Nielsen, Ole E. & Shephard, Neil [Downloadable! (restricted)]
181-183 Comment by Diebold, Francis X. [Downloadable! (restricted)]
184-192 Comment by Garcia, Rene & Meddahi, Nour [Downloadable! (restricted)]
192-194 Comment by Ghysels, Eric & Sinko, Arthur [Downloadable! (restricted)]
195-202 Comment by Oomen, Roel C.A. [Downloadable! (restricted)]
202-208 Comment by Phillips, Peter C.B. & Yu, Jun [Downloadable! (restricted)]
208-218 Rejoinder by Hansen, Peter R. & Lunde, Asger [Downloadable! (restricted)]
219-237 Properties of Realized Variance Under Alternative Sampling Schemes by Oomen, Roel C.A. [Downloadable! (restricted)]
238-253 Testing and Valuing Dynamic Correlations for Asset Allocation by Engle, Robert & Colacito, Riccardo [Downloadable! (restricted)]
255-265 The Identification of Fixed Costs From Consumer Behavior by Donaldson, David & Pendakur, Krishna [Downloadable! (restricted)]
266-277 Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output by Ashley, Richard A. & Patterson, Douglas M. [Downloadable! (restricted)]
278-290 Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter by Valle e Azevedo, Joao & Koopman, Siem Jan & Rua, Antonio [Downloadable! (restricted)]
291-300 Distributional Dominance With Trimmed Data by Cowell, Frank A. & Victoria-Feser, Maria-Pia [Downloadable! (restricted)]
301-312 New Evidence on Price Anomalies in Sequential Auctions: Used Cars in New Jersey by Raviv, Yaron [Downloadable! (restricted)]
313-328 Multivariate Stochastic Volatility via Wishart Processes by Philipov, Alexander & Glickman, Mark E. [Downloadable! (restricted)]
329-337 Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers by Smith, J.Q. & Santos, Antonio A.F. [Downloadable! (restricted)]
338-353 Tree-Structured Multiple Regimes in Interest Rates by Audrino, Francesco [Downloadable! (restricted)]
354-365 Estimating Potential Output, Core Inflation, and the NAIRU as Latent Variables by Domenech, Rafael & Gomez, Victor [Downloadable! (restricted)]
366-377 Standard Errors as Weights in Multilateral Price Indexes by Hill, Robert J. & Timmer, Marcel P. [Downloadable! (restricted)]
379-394 Tests for Cointegration Breakdown Over a Short Time Period by Andrews, Donald W.K. & Kim, Jae-Young [Downloadable! (restricted)]
395-402 Stock Market Downswing and the Stability of European Monetary Union Money Demand by Carstensen, Kai [Downloadable! (restricted)]
403-415 Private Insurance, Selection, and Health Care Use: A Bayesian Analysis of a Roy-Type Model by Deb, Partha & Munkin, Murat K. & Trivedi, Pravin K. [Downloadable! (restricted)]
416-431 Schooling, Capital Constraints, and Entrepreneurial Performance: The Endogenous Triangle by Parker, Simon C. & van Praag, C. Mirjam [Downloadable! (restricted)]
432-443 Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory by Driver, Ciaran & Temple, Paul & Urga, Giovanni [Downloadable! (restricted)]
444-454 Testing the Continuous Semimartingale Hypothesis for the SP 500 by Peters, Remco T. & de Vilder, Robin G. [Downloadable! (restricted)]
455-469 Simulation Methods for Levy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models by Todorov, Viktor & Tauchen, George [Downloadable! (restricted)]
470-486 Volatility Forecasting With Range-Based EGARCH Models by Brandt, Michael W. & Jones, Christopher S. [Downloadable! (restricted)]
487-502 Modeling Purchases as Repeated Events by Bijwaard, Govert E. & Franses, Philip Hans & Paap, Richard [Downloadable! (restricted)]
505-505 Editor Report 2005 by Andersen, Torben G. [Downloadable! (restricted)]
2005, Volume 23 1-19 A Nonparametric Approach to Measuring and Testing Curvature by Jason Abrevaya & Wei Jiang [Downloadable! (restricted)]
20-33 Estimating Housing Demand With an Application to Explaining Racial Segregation in Cities by Patrick Bajari & Matthew E. Kahn [Downloadable! (restricted)]
34-48 Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity by Graham Elliott & Michael Jansson & Elena Pesavento [Downloadable! (restricted)]
49-60 Tests for Skewness, Kurtosis, and Normality for Time Series Data by Jushan Bai & Serena Ng [Downloadable! (restricted)]
61-75 Hedonic Price Indexes With Unobserved Product Characteristics, and Application to Personal Computers by C. Lanier Benkard & Patrick Bajari [Downloadable! (restricted)]
76-86 Convergence Rates to Purchasing Power Parity for Traded and Nontraded Goods: A Structural Error-Correction Model Approach by Jaebeom Kim [Downloadable! (restricted)]
87-95 Long Swings in Exchange Rates: Are They Really in the Data? by Franc Klaassen [Downloadable! (restricted)]
96-104 Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions by Michael Dueker [Downloadable! (restricted)]
105-117 Bayesian Estimates for Vector Autoregressive Models by Shawn Ni & Dongchu Sun [Downloadable! (restricted)]
118-129 Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes by Xibin Zhang & Maxwell L. King [Downloadable! (restricted)]
133-152 The Sensitivity of Economic Statistics to Coding Errors in Personal Identifiers by Abowd, John M. & Vilhuber, Lars [Downloadable! (restricted)]
153-154 Comment by Winkler, William E. [Downloadable! (restricted)]
154-157 Comment by van der Klaauw, Wilbert [Downloadable! (restricted)]
158-160 Comment by Hong, Han [Downloadable! (restricted)]
160-162 Comments by Cohen, William W. & Fienberg, Stephen E. & Ravikumar, Pradeep [Downloadable! (restricted)]
162-165 Rejoinder by Abowd, John M. & Vilhuber, Lars [Downloadable! (restricted)]
166-180 A Discrete-State Continuous-Time Model of Financial Transactions Prices and Times: The Autoregressive Conditional Multinomial-Autoregressive Conditional Duration Model by Russell, Jeffrey R. & Engle, Robert F. [Downloadable! (restricted)]
181-191 The Structural Break in the Equity Premium by Kim, Chang-Jin & Morley, James C. & Nelson, Charles R. [Downloadable! (restricted)]
192-199 Job Turnover and the Returns to Seniority by Dostie, Benoit [Downloadable! (restricted)]
200-210 Bias-Corrected Estimation in Dynamic Panel Data Models by Bun, Maurice J.G. & Carree, Martin A. [Downloadable! (restricted)]
211-225 Kernel Estimation of Average Derivatives and Differences by Coppejans, Mark & Sieg, Holger [Downloadable! (restricted)]
226-241 The Wealth-Consumption Ratio and the Consumption-Habit Ratio by Li, Yuming [Downloadable! (restricted)]
242-253 Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption: The Case of U.S. and Polish Data by Gardes, Francois & Duncan, Greg J. & Gaubert, Patrice & Gurgand, Marc & Starzec, Christophe [Downloadable! (restricted)]
255-268 On the Econometrics of the Bass Diffusion Model by Boswijk, H. Peter & Franses, Philip Hans [Downloadable! (restricted)]
269-281 A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data by Silver, Mick & Heravi, Saeed [Downloadable! (restricted)]
282-294 Modeling Parametric Evolution in a Random Utility Framework by Kim, Jin Gyo & Menzefricke, Ulrich & Feinberg, Fred M. [Downloadable! (restricted)]
295-304 Is the Consumer Sector Competitive in the U.K.? A Test Using Household-Level Demand Elasticities and Firm-Level Price Equations by Menezes-Filho, Naercio [Downloadable! (restricted)]
305-313 Monetary Policy in a Markov-Switching Vector Error-Correction Model: Implications for the Cost of Disinflation and the Price Puzzle by Francis, Neville & Owyang, Michael T. [Downloadable! (restricted)]
314-320 Exchange Rates and Markov Switching Dynamics by Cheung, Yin-Wong & Erlandsson, Ulf G. [Downloadable! (restricted)]
321-335 Level Shifts and the Illusion of Long Memory in Economic Time Series by Smith, Aaron [Downloadable! (restricted)]
336-345 Recursive Predictability Tests for Real-Time Data by Inoue, Atsushi & Rossi, Barbara [Downloadable! (restricted)]
346-354 A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models by Bauwens, Luc & Laurent, Sebastien [Downloadable! (restricted)]
355-362 Testing for the Significance of Violations of Afriat's Inequalities by Fleissig, Adrian R. & Whitney, Gerald A. [Downloadable! (restricted)]
365-380 A Test for Superior Predictive Ability by Hansen, Peter Reinhard [Downloadable! (restricted)]
381-394 Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis by Bunzel, Helle & Vogelsang, Timothy J. [Downloadable! (restricted)]
395-409 Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence by Harris, David & Leybourne, Stephen & McCabe, Brendan [Downloadable! (restricted)]
410-415 Do Panels Help Solve the Purchasing Power Parity Puzzle? by Murray, Christian J. & Papell, David H. [Downloadable! (restricted)]
416-431 Evaluation and Combination of Conditional Quantile Forecasts by Giacomini, Raffaella & Komunjer, Ivana [Downloadable! (restricted)]
432-442 Confidence Intervals for Half-Life Deviations From Purchasing Power Parity by Rossi, Barbara [Downloadable! (restricted)]
443-454 An Unobserved-Component Model With Switching Permanent and Transitory Innovations by Kuan, Chung-Ming & Huang, Yu-Lieh & Tsay, Ruey S. [Downloadable! (restricted)]
455-461 A Trading Approach to Testing for Predictability by Anatolyev, Stanislav & Gerko, Alexander [Downloadable! (restricted)]
462-472 The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment by Herrera, Ana Maria & Pesavento, Elena [Downloadable! (restricted)]
473-484 Purchase-Frequency Bias in Random-Coefficients Brand-Choice Models by Bodapati, Anand V. & Gupta, Sachin [Downloadable! (restricted)]
485-492 The Hedonic Regression Time-Dummy Method and the Monotonicity Axioms by Melser, Daniel [Downloadable! (restricted)]
495-495 Editor's Report 2004 by Andersen, Torben G. [Downloadable! (restricted)]
2004, Volume 22, Issue 1 2-15 Bayesian Analysis of the Heterogeneity Model by Fruhwirth-Schnatter, Sylvia & Tuchler, Regina & Otter, Thomas
16-29 Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model by Davidson, James
30-39 On the Performance of Some Robust Instrumental Variables Estimators by Honore, Bo E & Hu, Luojia
40-50 Semiparametric Duration Models by Drost, Feike C & Werker, Bas J M
51-63 Financial Constraints and Farm Investment: A Bayesian Examination by Hart, Chad E & Lence, Sergio H
64-79 How Do Behavioral Assumptions Affect Structural Inference? Evidence from a Laboratory Experiment by Houser, Daniel & Winter, Joachim
80-93 The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations by Kim, Chang-Jin & Nelson, Charles R & Piger, Jeremy
94-106 Sampling Frequency and the Comparison between Matched-Model and Hedonic Regression Price Indexes by Deltas, George & Zacharias, Eleftherios
107-20 Deviance Information Criterion for Comparing Stochastic Volatility Models by Berg, Andreas & Meyer, Renate & Yu, Jun
121-25 An Empirical Bayes Procedure for Improving Individual-Level Estimates and Predictions from Finite Mixtures of Multinomial Logit Models by Kamakura, Wagner A & Wedel, Michel
2004, Volume 22 2003, Volume 21, Issue 4 449-82 Iterative and Recursive Estimation in Structural Nonadaptive Models by Pastorello, Sergio & Patilea, Valentin & Renault, Eric
482-85 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment by Chen, Xiaohong
485-88 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment by Chernov, Mikhail
488-90 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment by Dai, Qiang
490-92 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment by Durham, Garland & Geweke, John
493-95 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment by Johannes, Michael & Polson, Nicholas
495-98 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment by Pan, Jun
498-500 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment by Sherman, Robert P
500-503 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment by Sims, Christopher A
503-09 Iterative and Recursive Estimation in Structural Nonadaptive Models: Rejoinder by Pastorello, Sergio & Patilea, Valentin & Renault, Eric
0 |1 |2 |3 |4 |5 |6 Access
and download statistics
Did you know? IDEAS is also providing many rankings , for example of authors and institutions.
This page was last updated on 2008-7-17.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .