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
1995, Volume 13, Issue 4
1995, Volume 13, Issue 3 237-52 Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability by Canova, Fabio & Hansen, Bruce E
253-63 Comparing Predictive Accuracy by Diebold, Francis X & Mariano, Roberto S
265-75 A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks by Swanson, Norman R & White, Halbert
277-80 Lag Order and Critical Values of the Augmented Dickey-Fuller Test by Cheung, Yin-Wong & Lai, Kon S
281-89 Reassessing Brand Loyalty, Price Sensitivity, and Merchandising Effects on Consumer Brand Choice by Allenby, Greg M & Lenk, Peter J
291-303 Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing by Kim, Byung-Do & Blattberg, Robert C & Rossi, Peter E
305-14 Measurement Error and Earnings Dynamics: Some Estimates from the PSID Validation Study by Pischke, Jorn-Steffen
315-26 A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis by Hsiao, Cheng & Mountain, Dean C & Illman, Kathleen Ho
327-35 Censored Regression Estimation under Unobserved Heterogeneity: A Stochastic Parameter Approach by Ioannatos, Petros E
337-46 Research on Establishment-Survey Questionnaire Design by Phipps, Polly A & Butani, Shail J & Chun, Young I
347-56 Variance Estimation in the Swedish Consumer Price Index by Dalen, Jurgen & Ohlsson, Esbjorn
357-59 Sample-Audit Tax Assessment for Businesses: What's Fair? by Press, S James
1995, Volume 13, Issue 2 133-36 Introduction to the JBES Symposium on Program and Policy Evaluation by Angrist, Joshua D
137-49 The Benefit of Additional High-School Math and Science Classes for Young Men and Women by Levine, Phillip B & Zimmerman, David J
151-61 Natural and Quasi-experiments in Economics by Meyer, Bruce D
163-73 The Labor-Market Effects of Introducing National Health Insurance: Evidence from Canada by Gruber, Jonathan & Hanratty, Maria
175-82 The Employment Effect in Retail Trade of California's 1988 Minimum Wage Increase by Kim, Taeil & Taylor, Lowell J
183-88 The General-Liability Reform Experiments and the Distribution of Insurance-Market Outcomes by Viscusi, W Kip & Born, Patricia
189-98 The Impact of Unemployment Insurance Benefit Levels on Recipiency by McCall, Brian P
199-206 Minimum Wage Effects on Employment and School Enrollment by Neumark, David & Wascher, William
207-15 Evaluating the Cost of Conscription in The Netherlands by Imbens, Guido & van der Klaauw, Wilbert
217-24 Democratization or Diversion? The Effect of Community Colleges on Educational Attainment by Rouse, Cecilia Elena
225-35 Split-Sample Instrumental Variables Estimates of the Return to Schooling by Angrist, Joshua D & Krueger, Alan B
1995, Volume 13, Issue 1 1-10 Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation by Lumsdaine, Robin L
11-25 A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada by Karolyi, G Andrew
27-35 Estimation of Common Long-Memory Components in Cointegrated Systems by Gonzalo, Jesus & Granger, Clive W J
37-45 Long Memory in Inflation Rates: International Evidence by Hassler, Uwe & Wolters, Jurgen
47-51 Nonstationarity of Regressors and Tests on Real-Interest-Rate Behavior by Mishkin, Frederic S
53-66 Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features by Dorsey, Robert E & Mayer, Walter J
67-83 Money, Output, and Prices: Evidence from a New Monetary Aggregate by Rotemberg, Julio J & Driscoll, John C & Poterba, James M
85-94 Randomization Tests in Econometrics by Kennedy, Peter E
95-103 Measuring Welfare Changes When Quantity Is Constrained by Breslaw, Jon A & Smith, J Barry
105-11 Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity by Caudill, Steven B & Ford, Jon M & Gropper, Daniel M
113-19 Contested Tender Offers: An Estimate of the Hazard Function by Jaggia, Sanjiv & Thosar, Satish
121-26 Establishment Microdata for Economic Research and Policy Analysis: Looking beyond the Aggregates by McGuckin, Robert H
127-31 A Comparison between Different Order-Determination Criteria for Identification of ARIMA Models by Koreisha, Sergio G & Pukkila, Tarmo
1994, Volume 12, Issue 4 371-89 Bayesian Analysis of Stochastic Volatility Models by Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E
389-92 Bayesian Analysis of Stochastic Volatility Models: Comment by Andersen, Torben G
393-95 Bayesian Analysis of Stochastic Volatility Models: Comment by Danielsson, Jon
395-96 Bayesian Analysis of Stochastic Volatility Models: Comment by Engle, Robert F
397-99 Bayesian Analysis of Stochastic Volatility Models: Comment by Geweke, John
399-401 Bayesian Analysis of Stochastic Volatility Models: Comment by Ghysels, Eric & Jasiak, Joanna
402-03 Bayesian Analysis of Stochastic Volatility Models: Comment by Harvey, Andrew C & Ruiz, Esther
403-06 Bayesian Analysis of Stochastic Volatility Models: Comment by Nelson, Daniel B
406-10 Bayesian Analysis of Stochastic Volatility Models: Comment by Shephard, Neil & Kim, Sangjoon
410-12 Bayesian Analysis of Stochastic Volatility Models: Comment by Uhlig, Harald
413-17 Bayesian Analysis of Stochastic Volatility Models: Comments: Reply by Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E
419-30 Residential Demand for Electricity under Inverted Block Rates: Evidence from a Controlled Experiment by Herriges, Joseph A & King, Kathleen Kuester
431-36 Curvature Restrictions on Flexible Functional Forms: An Application of the Minflex Laurent Almost Ideal Demand System to the Pattern of Spanish Demand, 1954-1987 by Ramajo Hernandez, Julian
437-48 A Combined Bound for Errors in Auditing Based on Hoeffding's Inequality and the Bootstrap by Clayton, Howard R
449-59 A Comparison of Unit-Root Test Criteria by Pantula, Sastry G & Gonzalez-Farias, Graciela & Fuller, Wayne A
461-70 Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection by Hall, Alastair R
471-78 The Effects of Additive Outliers on Tests for Unit Roots and Cointegration by Franses, Philip Hans & Haldrup, Niels
479-87 The Trend Behavior of Alternative Income Inequality Measures in the United States from 1947-1990 and the Structural Break by Raj, Baldev & Slottje, Daniel J
489-92 Posterior Properties of Long-Run Impulse Responses by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
1994, Volume 12, Issue 3 269-77 Inventories and the Three Phases of the Business Cycle by Sichel, Daniel E
279-88 Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth by Durland, J Michael & McCurdy, Thomas H
289-98 On the Periodic Structure of the Business Cycle by Ghysels, Eric
299-308 Business-Cycle Phases and Their Transitional Dynamics by Filardo, Andrew J
309-16 A Markov Model of Switching-Regime ARCH by Cai, Jun
317-28 A Random-Coefficients Logit Brand-Choice Model Applied to Panel Data by Jain, Dipak C & Vilcassim, Naufel J & Chintagunta, Pradeep K
329-37 Menu Pricing: An Experimental Approach by Kiefer, Nicholas M & Kelly, Thomas J & Burdett, Kenneth
339-46 Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
347-60 Testing for Cointegration in Linear Quadratic Models by Gregory, Allan W
361-68 Estimating Potential Output as a Latent Variable by Kuttner, Kenneth N
1994, Volume 12, Issue 2 141-47 The Statistical Properties of the Equity Estimator by Hill, R Carter & Cartwright, P A
149-53 The Statistical Properties of the Equity Estimator: A Reply by Krishnamurthi, Lakshman & Rangaswamy, Arvind
155a The Statistical Properties of the Equity Estimator: Reply to Rejoinder by Krishnamurthi, Lakshman & Rangaswamy, Arvind
157-66 A Consistent Test for a Unit Root by Leybourne, S J & McCabe, B P M
167-76 Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests by MacKinnon, James G
177-86 Variance-Ratio Tests: Small-Sample Properties with an Application to International Output Data by Cecchetti, Stephen G & Lam, Pok-sang
187-204 Approximately Median-Unbiased Estimation of Autoregressive Models by Andrews, Donald W K & Chen, Hong-Yuan
205-19 Precautionary Saving: An Explanation for Excess Sensitivity of Consumption by Normandin, Michel
221-31 Estimating End-Use Demand: A Bayesian Approach by Bauwens, Luc & Fiebig, Denzil G & Steel, Mark F J
233-41 Patterns in Residential Gas and Electricity Consumption: An Econometric Analysis by Lee, Ray-Shine & Singh, Nirvikar
243-51 Coordinate Space versus Index Space Representations as Estimation Methods: An Application to How Macro Activity Affects the U.S. Income Distribution by Ryu, Hang K & Slottje, Daniel J
253-60 Endogenous Trading Volume and Momentum in Stock-Return Volatility by Lamoureux, Christopher G & Lastrapes, William D
261-65 Imposing Linear Homogeneity on Box-Tidwell Flexible Functional Forms by Shin, Richard T & Ying, John S
155 The Statistical Properties of the Equity Estimator: A Rejoinder by Hill, R Carter & Cartwright, P A
1994, Volume 12, Issue 1 1-9 Using Neoclassical Consumer-Choice Theory to Produce a Market Map from Purchase Data by Srinivasan, T C & Winer, Russell S
11-21 Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods by Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C
23-31 A Quality-Adjusted Price Index for Personal Computers by Nelson, Randy A & Tanguay, Tim L & Patterson, Christopher D
33-46 Financial-Firm Production of Monetary Services: A Generalized Symmetric Barnett Variable-Profit-Function Approach by Barnett, William A & Hahm, Jeong Ho
47-55 The Appropriate Scale Variable in the U.S. Money Demand: An Application of Nonnnested Tests of Consumption versus Income Measures by Elyasiani, Elyas & Nasseh, Alireza
57-79 Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models by Burnside, Craig
81-93 A Spectral-Temporal Index with an Application to U.S. Interest Rates by Lim, G C & Martin, Vance L
95-107 A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models by Koop, Gary & Steel, Mark F J
109-22 Semiparametric Tests for Double Unit Roots by Haldrup, Niels
123-27 Truncation Bias and the Ordinal Evaluation of Income Inequality by Bishop, John A & Chiou, Jong-Rong & Formby, John P
129-33 Forecasting Performance of Structural Time Series Models by Andrews, Rick L
135-36 Nonlinear Monetary Dynamics: Comment by Ramsey, James B & Rothman, Philip
136-37 Reply [Nonlinear Monetary Dynamics] by DeCoster, Gregory P & Mitchell, Douglas W
139 Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances] by Lee, John H H & King, Maxwell L
1993, Volume 11, Issue 4 369-80 Testing for Common Features by Engle, Robert F & Kozicki, Sharon
380-83 Testing for Common Features: Comment by Ericsson, Neil R
384-85 Testing for Common Features: Comment by Granger, Clive W J
385-86 Testing for Common Features: Comment by Hansen, Bruce E
386-90 Testing for Common Features: Comment by Quah, Danny
390-92 Testing for Common Features: Comment by Tsay, Ruey S
393-95 Testing for Common Features: Reply by Engle, Robert F & Kozicki, Sharon
397-405 Problems Associated with Designing Subannual Business Surveys by Hidiroglou, M A & Srinath, K P
407-16 Two-Phase Sampling of Tax Records for Business Surveys by Armstrong, John & Block, Clayton & Srinath, K P
417-24 Improving the Efficiency of Data Collection: A Generic Respondent Follow-Up Strategy for Economic Surveys by Berthelot, Jean-Marie & Latouche, Michel
428-31 Remarks on My Term at JBES by Tauchen, George
435-81 An Author and Subject Index to the Journal of Business & Economic Statistics, Volumes 1-10 (1983-1992.) by Trumbo, Bruce E & Reaves, Dixie Watts
1993, Volume 11, Issue 3 251-64 Auditing the Producer Price Index: Micro Evidence from Prescription Pharamceutical Preparations by Berndt, Ernst R & Griliches, Zvi & Rosett, Joshua G
265-77 World Temperature-Trend Uncertainties and Their Implications for Economic Policy by Seater, John J
279-88 Triple-System Modeling of Census, Post-enumeration Survey, and Administrative-List Data by Zaslavsky, Alan M & Wolfgang, Glenn S
289-300 Detection of Multiple Changes of Variance Using Posterior Odds by Inclan, Carla
301-09 Translating Prior Information across Specifications to Improve Predictive Accuracy by Pace, R Kelley & Gilley, Otis W
311-17 Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors by DeJong, David N & Whiteman, Charles H
319-23 Detecting Outliers in Deterministic Nonparametric Frontier Models with Multiple Outputs by Wilson, Paul W
325-30 Solving Nonlinear Dynamic Models on Parallel Computers by Coleman, Wilbur John, II
331-39 Business-Cycle Analysis with a Markov-Switching Model by Goodwin, Thomas H
341-49 Unobserved-Component Time Series Models with Markov-Switching Heteroscedasticity: Changes in Regime and the Link between Inflation Rates and Inflation Uncertainty by Kim, Chang-Jin
351-60 The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps by Vlaar, Peter J G & Palm, Franz C
361-65 Premia in Forward Foreign Exchange as Unobserved Components: A Note by Nijman, Theo E & Palm, Franz C & Wolff, Christian C P
1993, Volume 11, Issue 2 121-35 Calculating Interval Forecasts by Chatfield, Chris
136-37 Calculating Interval Forecasts: Comment by Ansley, Craig F
138-39 Calculating Interval Forecasts: Comment by Ord, Keith
140-42 Calculating Interval Forecasts: Comment: Adaptive Forecasting by Tsay, Ruey S
143-44 Calculating Interval Forecasts: Reply by Chatfield, Chris
145-55 The Input-Output Approach to Instrument Selection by Shea, John
157-65 Quality Management: Development of a Framework for a Statistical Agency by Colledge, Michael & March, Mary
167-76 Common Volatility in International Equity Markets by Engle, Robert F & Susmel, Raul
177-85 Theoretical Relations between Risk Premiums and Conditional Variances by Backus, David K & Gregory, Allan W
187-97 Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach by Brunner, Allan D & Hess, Gregory D
199-207 Temporary Components of Stock Prices: A Skeptic's View by Richardson, Matthew
209-14 Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity by Bordley, Robert F & McDonald, James B
215-24 Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle? by Neftci, Salih N
225-33 Testing for Noninvertible Models with Applications by Tsay, Ruey S
235-50 ARIMA Processes with ARIMA Parameters by Grillenzoni, Carlo
1993, Volume 11, Issue 1 1-15 Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts by Albert, James H & Chib, Siddhartha
17-27 A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances by Lee, John H H & King, Maxwell L
29-43 Tests of Independence in Parametric Models with Applications and Illustrations by Cameron, A Colin & Trivedi, Pravin K
45-60 Investment in Capital Assets and Economic Performance: The U.S. Chemicals and Primary-Metals Industries in Transition by Morrison, Catherine J
61-80 Seminonparametric Estimation of Binary-Choice Models with an Application to Labor-Force Participation by Gabler, Siegfried & Laisney, Francois & Lechner, Michael
81-92 Detecting Level Shifts in Time Series by Balke, Nathan S
93-101 Long Memory in Foreign-Exchange Rates by Cheung, Yin-Wong
103-12 A Fractional Cointegration Analysis of Purchasing Power Parity by Cheung, Yin-Wong & Lai, Kon S
113-19 Cyclical Patterns in the Variance of Economic Activity by French, Mark W & Sichel, Daniel E
1992, Volume 10, Issue 4 377-89 Diagnostic Checking of Unobserved-Components Time Series Models by Harvey, Andrew C & Koopman, Siem Jan
391-400 A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data by Dasgupta, Susmita & Lahiri, Kajal
401-07 A Markov-Chain Model for Multivariate Magazine-Exposure Distributions by Danaher, Peter J
409-17 Estimating the Effects of Consumer Incentive Programs on Domestic Automobile Sales by Thompson, Patrick A & Noordewier, Thomas
419-26 A Dynamic Model of Investment in the U.S. Beef-Cattle Industry by Foster, Kenneth A & Burt, Oscar R
427-35 Using Meta-Analysis Results in Bayesian Updating: The Empty-Cell Problem by Vanhonacker, Wilfried R & Price, Lydia J
437-44 Estimation under Profit-Driven Loss Functions by Blattberg, Robert C & George, Edward I
445-52 A Mixture-Model Approach to Combining Forecasts by LeSage, James P & Magura, Michael
453-59 Measuring Economies of Diversification: A Frontier Approach by Grosskopf, Shawna & Hayes, Kathy & Yaisawarng, Suthathip
467-70 Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions by Perron, Pierre & Vogelsang, Timothy J
470-71 Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting: Comments by Zellner, Arnold & Hong, Chansik
471-72 Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting: Reply by Otter, Pieter W
473-74 A Return to the Battlefront by Poirier, Dale J
561-65 A Simple Nonparametric Test of Predictive Performance by Pesaran, M Hashem & Timmermann, Allan
1992, Volume 10, Issue 3 237-50 Searching for a Break in GNP by Christiano, Lawrence J
251-70 Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis by Zivot, Eric & Andrews, Donald W K
271-87 Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence by Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H
289-99 A Direct Test for Changing Trend by Chu, Chia-Shang James & White, Halbert
301-20 Nonstationarity and Level Shifts with an Application to Purchasing Power Parity by Perron, Pierre & Vogelsang, Timothy J
321-35 Tests for Parameter Instability in Regressions with I(1) Processes by Hansen, Bruce E
337-45 The Privacy Bootstrap by Bowden, Roger J & Sim, Ah Boon
347-66 Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors by Shea, Gary S
367-74 On Determining the Dimension of Real-Time Stock-Price Data by Mayfield, E Scott & Mizrach, Bruce
1992, Volume 10, Issue 2 117-31 Projecting from Advance Data Using Propensity Modeling: An Application to Income and Tax Statistics by Czajka, John L, et al
133-42 Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach by Bera, Anil K & Higgins, Matthew L & Lee, Sangkyu
143-51 Money-Demand Variability: A Demand-Systems Approach by Fisher, Douglas
153-67 Forecasting State-to-State Migration Rates by Frees, Edward W
169-77 Inferring Changes in Expectation Behavior over Time: An Application of Nonlinear Time-Varying-Parameters Estimation by Fuhrer, Jeffrey C
179-92 The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market by Perraudin, William R M & Sorensen, Bent E
193-200 A Note on Identification in the Multinomial Probit Model by Keane, Michael P
201-11 A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements by LeSage, James P
213-19 Using the Bootstrap as an Aid in Choosing the Approximate Representation for Vector Time Series by Penm, Jack H W & Penm, Jammie H & Terrell, R D
221-28 Chow-Type Tests under Heteroscedasticity by Koschat, Martin A & Weerahandi, Samaradasa
229-35 Inequality Constraints in the Univariate GARCH Model by Nelson, Daniel B & Cao, Charles Q
1992, Volume 10, Issue 1 1-9 On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous by Keane, Michael P & Runkle, David E
10-14 On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment by Schmidt, Peter & Ahn, Seung C & Wyhowski, Donald
15-17 On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment by Hayashi, Fumio
17-19 On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment by MaCurdy, Thomas
20-26 Sequential Moment Restrictions in Panel Data: Comment by Chamberlain, Gary
26-29 On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Reply by Keane, Michael P & Runkle, David E
31-44 Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out) by Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A
44-48 Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Comment by Garber, Steven & Kamlet, Mark
48-49 Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply by Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A
51-63 Markups in U.S. and Japanese Manufacturing: A Short-Run Econometric Analysis by Morrison, Catherine J
65-72 Conditional Asymmetries in Real GNP: A Seminonparametric Approach by Brunner, Allan D
73-81 A Reexamination of Finite- and Infinite-Variance Distributions as Models of Daily Stock Returns by Tucker, Alan L
83-96 Tail Estimates of East European Exchange Rates by Koedijk, Kees G & Kool, Clemens J M
97-108 An Alternative Approach to Modeling and Forecasting Seasonal Time Series by Canova, Fabio
109-15 Computation of Standard Errors for Geary-Khamis Parities and International Prices: A Stochastic Approach by Rao, D S Prasada & Selvanathan, E A
1991, Volume 9, Issue 4 0 |1 |2 |3 |4 |5 |6 Access
and download statistics
Did you know? You too can volunteer for RePEc, for example by encouraging others to register as authors .
This page was last updated on 2008-8-13.
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 .