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
1999, Volume 17, Issue 4
1999, Volume 17, Issue 3 271-84 A Generalized Additive Model for Discrete-Choice Data by Abe, Makoto
285-97 Can Supply and Demand Parameters Be Recovered from Data Generated by Market Institutions? by Cox, James C & Oaxaca, Ronald L
298-312 Dynamic Asymmetries in U.S. Unemployment by Koop, Gary & Potter, Simon M
313-23 Predicting U.S. Business-Cycle Regimes by Birchenhall, Chris R, et al
324-34 Time Series Evidence of Unemployment Flows: The Sample Period Matters by Merz, Monika
335-48 Structural Stability Testing in Models Estimated by Generalized Method of Moments by Hall, Alastair R & Sen, Amit
349-58 Semiparametric Approaches to Stochastic Panel Frontiers with Applications in the Banking Industry by Adams, Robert M & Berger, Allen N & Sickles, Robin C
359-63 Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function by Hadri, Kaddour
364-72 Bayesian Arbitrage Threshold Analysis by Forbes, Catherine S & Kalb, Guyonne R J & Kofman, Paul
373-81 Inferring the Distribution of Households' Duration of Residence from Data on Current Residence Time by Anily, Shoshana & Hornik, Jacob & Israeli, Miron
382-95 Random-Time Aggregation in Partial Adjustment Models by Jorda, Oscar
1999, Volume 17, Issue 2 137-40 Special Section on Consumer Price Research: Introduction by Jorgenson, Dale W & Watson, Mark W
141-51 An Overview of Experimental U.S. Consumer Price Indexes by Moulton, Brent R & Stewart, Kenneth J
152-60 Using Scanner Data to Construct CPI Basic Component Indexes by Reinsdorf, Marshall B
161-69 The Effect of Errors in the CPI on Social Security Finances by Duggan, James E & Gillingham, Robert
170-81 Indexing Government Programs for Changes in the Cost of Living by Jorgenson, Dale W & Slesnick, Daniel T
182-87 Beyond the CPI: An Augmented Cost-of-Living Index by Nordhaus, William D
188-94 Cellular Telephone, New Products, and the CPI by Hausman, Jerry
195-204 Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes by Luukkonen, Ritva & Ripatti, Antti & Saikkonen, Pentti
205-16 A Nonparametric Analysis of Regional Unemployment Dynamics in Britain by Bianchi, Marco & Zoega, Gylfi
217-35 Testing for Smooth Transition Nonlinearity in the Presence of Outliers by Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre
236-47 Lagged Regression Residuals and Serial-Correlation Tests by De Gooijer, Jan G & MacNeill, Ian B
248-52 Preference Heterogeneity and the Rank of Demand Systems by Lyssiotou, Panayiota & Pashardes, Panos & Stengos, Thanasis
253-63 An Asymmetry Generator for Error-Correction Mechanisms, with Application to Bank Mortgage-Rate Dynamics by Frost, Denise & Bowden, Roger
264-70 Modified Stationarity Tests with Data-Dependent Model-Selection Rules by Leybourne, S J & McCabe, B P M
1999, Volume 17, Issue 1 1-8 A Hierarchical Bayesian Model for Predicting the Rate of Nonacceptable In-Patient Hospital Utilization by Rosenberg, Marjorie A & Andrews, Richard W & Lenk, Peter J
9-21 Equity Trading Volume and Volatility: Latent Information Arrivals and Common Long-Run Dependencies by Bollerslev, Tim & Jubinski, Dan
22-35 Humps and Bumps in Lifetime Consumption by Attanasio, Orazio P, et al
36-49 Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data by Alonso-Borrego, Cesar & Arellano, Manuel
50-66 Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps by Pesaran, M Hashem & Ruge-Murcia, Francisco J
67-73 Semiparametric Tests for Double Unit Roots Based on Symmetric Estimators by Shin, Dong Wan & Kim, Hyun Jung
74-90 Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification by Lechner, Michael
91-108 A New Test for ARCH Effects and Its Finite-Sample Performance by Hong, Yongmiao & Shehadeh, Ramsey D
109-16 Three Equivalent Methods for Filtering Finite Nonstationary Time Series by Gomez, Victor
117-28 Multichoice Logit: Modeling Incomplete Preference Rankings of Classical Concerts by van Ophem, Hans & Stam, Piet & Van Praag, Bernard M S
129-36 Some Consequences of Temporal Aggregation in Empirical Analysis by Marcellino, Massimiliano
1998, Volume 16, Issue 4 370-87 Exogeneity, Cointegration, and Economic Policy Analysis by Ericsson, Neil R & Hendry, David F & Mizon, Grayham E
388-99 Asymptotic Inference on Cointegrating Rank in Partial Systems by Harbo, Ingrid, et al
400-411 A Structured VAR for Denmark under Changing Monetary Regimes by Juselius, Katarina
412-22 The Relationship between Inflation and the Budget Deficit in Turkey by Metin, Kivilcim
423-32 The Dynamics of Chronic Inflation in Brazil, 1968-1985 by Durevall, Dick
433-49 Modeling Inflation in Australia by de Brouwer, Gordon & Ericsson, Neil R
450-58 Cointegration and Long-Horizon Forecasting by Christoffersen, Peter F & Diebold, Francis X
459-68 Outlier Detection in Cointegration Analysis by Franses, Philip Hans & Lucas, Andre
469-78 Prior Density-Ratio Class Robustness in Econometrics by Geweke, John & Petrella, Lea
479-88 Why Do Investment Euler Equations Fail? by Whited, Toni M
489-97 Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example by Guerrero, Victor M & Pena, Daniel & Poncela, Pilar
498-507 The Risk Premium of Volatility Implicit in Currency Options by Guo, Dajiang
1998, Volume 16, Issue 3 261-68 Real and Spurious Long-Memory Properties of Stock-Market Data by Lobato, Ignacio N & Savin, N E
268-69 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment by Granger, Clive W J
269-71 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment by Geweke, John
272 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment by Ho, Hwai-Chung Jeff & Lin, Chien-fu
273-76 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment by Baillie, Richard T
276-79 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment by Robinson, P M
280-83 Real and Spurious Long-Memory Properties of Stock-Market Data: Reply by Lobato, Ignacio N & Savin, N E
284-91 A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models by Friedman, Moshe & Harris, Lawrence
292-303 The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases by Pena, Daniel & Ruiz-Castillo, Javier
304-11 Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates by Enders, Walter & Granger, Clive W J
312-21 Spatio-Temporal Modeling of Residential Sales Data by Gelfand, Alan E, et al
322-30 Inference Tests for Gini-Based Tax Progressivity Indexes by Bishop, John A & Formby, John P & Zheng, Buhong
331-38 A Simple Method for Imposing Local Curvature in Some Flexible Consumer-Demand Systems by Ryan, David L & Wales, Terence J
339-48 Estimation of Autocorrelations of Survey Errors with Application to Trend Estimation in Small Areas by Pfeffermann, Danny & Feder, Moshe & Signorelli, David
349-56 A Locally Optimal Seaosnal Unit-Root Test by Caner, Mehmet
357-61 An EM Algorithm for Conditionally Heteroscedastic Factor Models by Demos, Antonis & Sentana, Enrique
362-68 Construction of Confidence Intervals for the Mean of a Population Containing Many Zero Values by Kvanli, Alan H & Shen, Yaung Kaung & Deng, Lih Yuan
1998, Volume 16, Issue 2 127-52 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program by Findley, David F, et al
153-55 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment by Cleveland, William P
155-60 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment by Maravall, Agustin
161-63 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment by Morry, Marietta & Chhab, Norma
164-65 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment by Wallis, Kenneth F
165-67 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment by Ghysels, Eric
167-68 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment by Hylleberg, Svend
169-77 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Reply by Findley, David F, et al
178-86 Bayesian Analysis of the Prototypal Search Model by Kiefer, Nicholas M & Steel, Mark F J
187-97 On the Dynamics of Demand for Leisure and the Production of Health by Sickles, Robin C & Yazbeck, Abdo
198-205 A New Measure of Fit for Equations with Dichotomous Dependent Variables by Estrella, Arturo
206-15 Structural Instability and the Production-Smoothing Model of Inventories by Rossana, Robert J
216-26 Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988) by Bhattacharya, Utpal & Spiegel, Matthew
227-36 Nonlinearities and Nonstationarities in Stock Returns by de Lima, Pedro J F
237-43 Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity by Drost, Feike C & Nijman, Theo E & Werker, Bas J M
244-53 A Stochastic Volatility Model with Markov Switching by So, Mike K P & Lam, K & Li, W K
254-59 Tests for Forecast Encompassing by Harvey, David I & Leybourne, Stephen J & Newbold, Paul
1998, Volume 16, Issue 1 2-12 An Empirical Investigation of the "Dynamic McFadden" Model of Purchase Timing and Brand Choice: Implications for Market Structure by Chintagunta, Pradeep K & Prasad, Alok R
13-26 Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing by Backus, David & Foresi, Silverio & Zin, Stanley
27-41 Analysis of Patent Data--A Mixed-Poisson-Regression-Model Approach by Wang, Peiming & Cockburn, Iain M & Puterman, Martin L
42-51 Stabilized Sieve Sampling: A Point-Estimator Analysis by Horgan, Jane M
52-61 Are Our Data Relevant to the Theory? The Case of Aggregate Consumption Expenditures, and Empirical Consumption and Savings by Slesnick, Daniel T
62-72 Generalizing the Bayesian Vector Autoregression Approach for Regional Interindustry Employment Forecasting by Partridge, Mark D & Rickman, Dan S
73-80 Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters by Vogelsang, Timothy J
81-91 Modeling Price and Quantity Relations for Danish Manufacturing Exports by Kongsted, Hans Christian
92-100 Multiple Regimes in U.S. Output Fluctuations by Cooper, Suzanne J
101-09 Dynamic Bivariate Mixture Models: Modeling the Behavior of Prices and Trading Volume by Liesenfeld, Roman
110-17 Out-of-Sample Forecast Performance as a Test for Nonlinearity in Time Series by Jaditz, Ted & Sayers, Chera L
118-24 On the Choice of Functional Forms: Summary of a Monte Carlo Experiment by Gagne, Robert & Ouellette, Pierre
1997, Volume 15, Issue 4 391-401 Do Fast-Food Chains Price Discriminate on the Race and Income Characteristics of an Area? by Graddy, Kathryn
402-09 On Measuring Segregation in Samples with Small Units by Carrington, William J & Troske, Kenneth R
410-18 Seasonal Adjustment and Other Data Transformations by Ghysels, Eric
419-31 Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators by Ziliak, James P
432-44 Measuring and Comparing Business-Cycle Features by Hess, Gregory D & Iwata, Shigeru
445-51 A Measure of Production Performance by Kokic, Philip, et al
452-63 Retrospective Reporting of Household Wealth: Evidence from the 1983-1989 Survey of Consumer Finances by Kennickell, Arthur B & Starr-McCluer, Martha
464-69 The Implications of Demographic-Specific Inflation Rates for Trends in Real Educational Wage Differentials by Idson, Todd & Miller, Cynthia
470-81 On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment by Ooms, Marius & Franses, Philip Hans
482-92 Dynamic Asymptotically Ideal Models and Finite Approximation by Fleissig, Adrian R & Swofford, James L
1997, Volume 15, Issue 3 293-99 Improving the Accessibility of the NBER's Historical Data by Feenberg, Daniel & Miron, Jeffrey A
300-309 Reconciling the Old and New Census Bureau Education Questions: Recommendations for Researchers by Jaeger, David A
310-27 Modeling Heterogeneity and State Dependence in Consumer Choice Behavior by Keane, Michael P
328-34 A Bayesian Analysis of Autoregressive Time Series Panel Data by Nandram, Balgobin & Petruccelli, Joseph D
335-44 Analyzing Ultimatum Bargaining: A Bayesian Approach to the Comparison of Two Potency Curves under Shape Constraints by Fong, Duncan K H & Bolton, Gary E
345-53 When Do Long-Run Identifying Restrictions Give Reliable Results? by Faust, Jon & Leeper, Eric M
354-68 The Modeling and Seasonal Adjustment of Weekly Observations by Harvey, Andrew & Koopman, Siem Jan & Riani, Marco
369-78 Consistent Significance Testing for Nonparametric Regression by Racine, Jeff
379-86 Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency by Conrad, Jennifer & Gultekin, Mustafa N & Kaul, Gautam
387-89 Splicing Index Numbers by Hill, Robert J & Fox, Kevin J
1997, Volume 15, Issue 2 115-29 Unemployment Insurance Eligibility and the School-to-Work Transition in Canada and the United States by Ferrall, Christopher
130-52 Measuring the Influence of Unemployment Insurance on Unemployment Experiences by Gritz, R Mark & MaCurdy, Thomas
153-64 Savings and Labor-Market Transitions by Blundell, Richard & Magnac, Thierry & Meghir, Costas
165-79 Exact Structural Inference in Optimal Job-Search Models by Lancaster, Tony
180-94 Precautionary Saving, Credit Constraints, and Irreversible Investment: Theory and Evidence from Semiarid India by Fafchamps, Marcel & Pender, John
195-208 On the Optimal Lifetime of Nuclear Power Plants by Rothwell, Geoffrey & Rust, John
209-20 Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices by Elyakime, Bernard, et al
221-36 Equilibrium Wage and Dismissal Processes by Flinn, Christopher J
237-53 A Microeconometric Comparison of Household Behavior between Countries by Miller, Robert A & Sieg, Holger
254-68 Uncertain Health and Survival: Effects on End-of-Life Consumption by Lillard, Lee A & Weiss, Yoram
269-81 Job Search and Commuting Time by van den Berg, Gerard J & Gorter, Cees
282-92 Dynamic Savings Decisions in Agricultural Environments with Incomplete Markets by Behrman, Jere R & Foster, Andrew & Rosenzweig, Mark R
1997, Volume 15, Issue 1 1-14 Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 by Abhyankar, A & Copeland, L S & Wong, W
15-25 Impulse Response Function for Conditional Volatility in GARCH Models by Lin, Wen-Ling
26-34 Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility by Dueker, Michael J
35-42 Common Predictable Components in Regional Stock Markets by Cheung, Yin-Wong & He, Jia & Ng, Lilian K
43-50 ARCH and Bilinearity as Competing Models for Nonlinear Dependence by Bera, Anil K & Higgins, Matthew L
51-59 Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates by Fong, Wai Mun & Koh, Seng Kee & Ouliaris, Sam
60-67 Approximate Asymptotic P Values for Structural-Change Tests by Hansen, Bruce E
68-73 Further Investigation of the Uncertain Unit Root in GNP by Cheung, Yin-Wong & Chinn, Menzie D
74-81 Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique by McCulloch, J Huston
82-89 GMM Estimation of Count-Panel-Data Models with Fixed Effects and Predetermined Instruments by Montalvo, Jose G
90-100 Estimation of Short-Run and Long-Run Elasticities of Energy Demand from Panel Data Using Shrinkage Estimators by Maddala, G S, et al
101-8 Empirical Bayes Small-Area Estimation Using Logistic Regression Models and Summary Statistics by Farrell, Patrick J & MacGibbon, Brenda & Tomberlin, Thomas J
1996, Volume 14, Issue 4 399-411 Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate by Den Haan, Wouter J
412-20 Bayesian Estimation of Stochastic Discount Factors by Gordon, Stephen & Samson, Lucie & Carmichael, Benoit
421-28 Predicting Turning Points through the Integration of Multiple Models by Li, David T & Dorfman, Jeffrey H
429-34 Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns by Harvey, Andrew C & Shephard, Neil
435-46 Can Economic Time Series Be Differenced to Stationarity? by Leybourne, S J & McCabe, B P M & Tremayne, A R
447-59 An Exponential-Family Multidimensional Scaling Mixture Methodology by Wedel, Michel & DeSarbo, Wayne S
460-68 Semiparametric Estimation of Stochastic Production Frontier Models by Fan, Yanqin & Li, Qi & Weersink, Alfons
469-77 Excess Zeros in Count Models for Recreational Trips by Gurmu, Shiferaw & Trivedi, Pravin K
478-86 On Using Linear Regressions in Welfare Economics by Yitzhaki, Shlomo
487-96 Semiparametric (Distribution-Free) Testing of the Expectations Hypothesis in a Parimutuel Gambling Market by Goodwin, Barry K
1996, Volume 14, Issue 3 262-80 Finite-Sample Properties of Some Alternative GMM Estimators by Hansen, Lars Peter & Heaton, John & Yaron, Amir
281-93 A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model by West, Kenneth D & Wilcox, David W
294-308 Small-Sample Properties of GMM-Based Wald Tests by Burnside, Craig & Eichenbaum, Martin S
309-27 Small-Sample Properties of GMM for Business-Cycle Analysis by Chistiano, Lawrence J & den Haan, Wouter J
328-52 GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study by Andersen, Torben G & Sorensen, Bent E
353-66 Small-Sample Bias in GMM Estimation of Covariance Structures by Altonji, Joseph G & Segal, Lewis M
367-73 Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure by Clark, Todd E
374-86 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? by Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L
387-88 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment by Bell, William R
388-89 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment by Hylleberg, Svend
389-93 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment by Findley, David F
394-96 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment by Watson, Mark W
396-97 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply by Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L
1996, Volume 14, Issue 2 139-51 Periodic Autoregressive Conditional Heteroscedasticity by Bollerslev, Tim & Ghysels, Eric
153-60 Testing Identifiability of Cointegrating Vectors by Boswijk, H Peter
161-68 The Level and Power of the Bootstrap t Test in the AR(1) Model with Trend by Nankervis, John C & Savin, N E
169-77 Blanchard's Model of Consumption: An Empirical Study by Haug, Alfred A
179-87 The Persistence of Shocks to Macroeconomic Time Series: Some Evidence from Economic Theory by Cushing, Matthew J & McGarvey, Mary G
189-98 Why Are Some Industries More Cyclical Than Others? by Petersen, Bruce & Strongin, Steven
199-202 The APT Model as Reduced-Rank Regression by Bekker, Paul & Dobbelstein, Pascal & Wansbeek, Tom
203-08 Measuring Substitution in Monetary-Asset Demand Systems by Davis, George C & Gauger, Jean
209-20 R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization by Cameron, A Colin & Windmeijer, Frank A G
221-29 Inferring the Order of the Choice Process Using Consumer Purchase Histories by Morgan, Michael S & Trivedi, Minakshi
231-41 Nonresponse Bias and Business Turnover Rates: The Case of the Characteristics of Business Owners Survey by Holmes, Thomas J & Schmitz, James A, Jr
243-50 Prediction of the U.S. Employment Links: An Application of an Empirical Bayes Procedure by Wang, Wenyu
251-55 Two Simple Algorithms for Generating a Subset of Data Consistent with WARP and Other Binary Relations by Gross, John & Kaiser, Dan
257 Correction [Posterior Properties of Long-Run Impulse Responses] by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
1996, Volume 14, Issue 1 1-9 A Bayesian Approach to Calibration by DeJong, David N & Ingram, Beth Fisher & Whiteman, Charles H
11-30 Evidence on Structural Instability in Macroeconomic Time Series Relations by Stock, James H & Watson, Mark W
31-43 A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps by Ho, Mun S & Perraudin, William R M & Sorensen, Bent E
45-52 High-Frequency Data and Volatility in Foreign-Exchange Rates by Zhou, Bin
53-68 Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors by Hansen, Lars Peter & Singleton, Kenneth J
69-79 Specification of Echelon-Form VARMA Models by Lutkepohl, Helmut & Poskitt, D S
81-90 Permanent Income, Current Income, and Consumption: Evidence from Two Panel Data Sets by Lusardi, Annamaria
91-101 Public Infrastructure, Private Input Demand, and Economic Performance in New England Manufacturing by Morrison, Catherine J & Schwartz, Amy Ellen
103-11 Economic Trends and Being Trendy: The Influence of Consumer Confidence on Retail Fashion Sales by Allenby, Greg M & Jen, Lichung & Leone, Robert P
113-26 Interactive Graphical Methods in the Analysis of Customer Panel Data by Koschat, Martin A & Swayne, Deborah F
126-28 Interactive Graphical Methods in the Analysis of Customer Panel Data: Comment by Allenby, Greg M
128-29 Interactive Graphical Methods in the Analysis of Customer Panel Data: Comment by Buja, Andreas
130-32 Interactive Graphical Methods in the Analysis of Customer Panel Data: Reply by Koschat, Martin A & Swayne, Deborah F
133 A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements: Errata by LeSage, James P
135-38 Shifts in the Interest-Rate Response to Money Announcements: What Can We Say about When They Occur? by Roley, V Vance & Wheatley, Simon M
1995, Volume 13, Issue 4 361-64 Dan Nelson Remembered by Bollerslev, Tim & Rossi, Peter E
365-78 Overnight and Daytime Stock-Return Dynamics on the London Stock Exchange: The Impact of the "Big Bang" and the 1987 Stock-Market Crash by Masulis, Ronald W & Ng, Victor K
379-96 Can Speculative Trading Explain the Volume-Volatility Relation? by Foster, F Douglas & Viswanathan, S
397-408 The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets by Bekaert, Geert
409-17 Sustainability of the Deficit Process with Structural Shifts by Quintos, Carmela E
419-33 Revealed Preference of the Federal Reserve: Using Inverse-Control Theory to Interpret the Policy Equation of a Vector Autoregression by Salemi, Michael K
435-40 Uncertainty about the Persistence of Economic Shocks by Miller, John P & Newbold, Paul
0 |1 |2 |3 |4 |5 |6 Access
and download statistics
Did you know? RePEc also has a blog .
This page was last updated on 2008-11-28.
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 .