Journal of Business & Economic Statistics

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1992, Volume 10, Issue 3

• 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

• 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

• 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

• 345-59 Semiparametric ARCH Models
  by Engle, Robert F & Gonzalez-Rivera, Gloria
• 361-87 The Quantitative Significance of the Lucas Critique
  by Miller, Preston J & Roberds, William T
• 388-89 The Quantitative Significance of the Lucas Critique: Comment
  by Hamilton, James D
• 389 The Quantitative Significance of the Lucas Critique: Reply
  by Miller, Preston J & Roberds, William T
• 391-407 Application of Stein Rules to Combination Forecasting
  by Fomby, Thomas B & Samanta, Subarna K
• 409-22 Variance Estimation for Price Indexes from a Two-Stage Sample with Rotating Panels
  by Valliant, Richard
• 423-29 Comparative Performance of Two Multinomial-Based Methods for Obtaining Lower Bounds on the Total Overstatement Error in Accounting Populations
  by Matsumura, Ella Mae, et al
• 431-39 Measurement Errors and Tests for Rationality
  by Jeong, Jinook & Maddala, G S
• 441-53 Estimating the Speed of Adjustment in Partial Adjustment Models
  by Hall, Alastair & Rossana, Robert J
• 455-61 Nonlinear Monetary Dynamics
  by DeCoster, Gregory P & Mitchell, Douglas W
• 463-67 A Lower Bound for the Power of Nonparametric Tests
  by Aizcorbe, Ana M
• 469-74 Estimation of Fuel Coefficients of Cement Production: A Fixed-Effects Approach to Nonlinear Regression
  by Das, Sanghamitra

• 241-52 Efficacy of Statistical Outlier Analysis for Monitoring Quality of Care
  by Gillis, Kurt D & Hixson, Jesse S
• 253-65 Intertemporal Properties of Real Output: A Bayesian Analysis
  by Koop, Gary
• 267-77 Prediction Techniques for Box-Cox Regression Models
  by Collins, Sean
• 279-86 A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms
  by Kumbhakar, Subal C & Ghosh, Soumendra & McGuckin, J Thomas
• 287-95 Testing Long-Run Properties of Stationary Time Series
  by Gregory, Allan W & Sampson, Michael J
• 297-303 Calibration as Testing: Inference in Simulated Macroeconomic Models
  by Gregory, Allan W & Smith, Gregor W
• 305-16 Analysis and Development of Leading Indicators Using a Bayesian Turning-Points Approach
  by LeSage, James P
• 317-23 Over-Identification Tests in Earnings Functions with Fixed Effects
  by Angrist, Joshua D & Newey, Whitney K
• 325-28 Reinterpreting a Temporally Aggregated Consumption CAP Model
  by Ermini, Luigi
• 329-35 Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model
  by Silvapulle, Paramsothy & King, Maxwell L
• 337-40 Testing the Rational-Expectations Hypothesis: Further Evidence
  by Bohara, Alok K
• 341-42 A Note on Reverse Regression, Collinearity, and Employment Discrimination
  by Iwata, Shigeru

• 125-48 A Bayesian View of Nominal Money and Real Output through a New Classical Macroeconomic Window
  by Poirier, Dale J
• 149-50 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Comment
  by Hill, Bruce M
• 150-52 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Comment
  by Hong, Chansik
• 152-59 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Cross-Country Tests of the Lucas Proposition Revisited: Comment
  by Kormendi, Roger C & Meguire, Philip
• 159-61 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Is My Window Broken? Reply
  by Poirier, Dale J
• 163-75 Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys
  by Pfeffermann, Danny
• 176-77 Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys: Comment
  by Bell, William R
• 177 Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys: Reply
  by Pfeffermann, Danny
• 179-87 Some Monte Carlo Evidence on the Relative Efficiency of Parametric and Semiparametric EGLS Estimators
  by Rilstone, Paul
• 189-96 An Application of Bootstrapping for Determining a Decision Rule for Site Location
  by Biemer, Paul P & Kimes, Sheryl E
• 197-205 Can We Improve upon Preliminary Estimates of Payroll Employment Growth?
  by Neumark, David & Wascher, William L
• 207-13 The Sensitivity of Productivity Growth Measures to Alternative Structural and Behavioral Assumptions: An Application to Electric Utilities, 1951-1984
  by Callan, Scott J
• 215-22 Tests for Detecting Overdispersion in the Positive Poisson Regression Model
  by Gurmu, Shiferaw
• 223-33 A Data-Analytic Look at Skewness and Elongation in Common-Stock-Return Distributions
  by Badrinath, S G & Chatterjee, Sangit
• 235-39 Calculating Jackknife Variance Estimators for Parameters of the Gini Method
  by Yitzhaki, Shlomo

• 1-14 There Is No Aggregate Bias: Why Macro Logit Models Work
  by Allenby, Greg M & Rossi, Peter E
• 15-25 The Neutrality Properties of Competing Relative Price Models: Tests Using Linear Feedback
  by McGarvey, Mary G
• 27-39 A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions
  by Hamilton, James D
• 41-49 A Monte Carlo Analysis of Alternative Estimators in Models Involving Selectivity
  by Hartman, Raymond S
• 51-61 Two-Step and Related Estimators in Contemporary Rational-Expectations Models: An Analysis of Small-Sample Properties
  by Hoffman, Dennis L
• 63-71 Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary
  by Pantula, Sastry G
• 73-84 Some New Estimators for Small-Area Means with Application to the Assessment of Farmland Values
  by Pfeffermann, Danny & Barnard, Charles H
• 85-90 A Functional-Form-Free Test of the Research and Development/Firm Size Relationship
  by Holmes, James M & Hutton, Patricia A & Weber, Edward
• 91-96 Selecting Regressors for Prediction Using PRESS and White t Statistics
  by Magee, Lonnie & Veall, Michael R
• 97-101 Cointegration and Government Borrowing Constraints: Evidence for the United States
  by Haug, Alfred A
• 103-10 Hierarchical Models for Cross-Classified Overdispersed Multinomial Data
  by Wilson, Jeffrey R & Koehler, Kenneth J
• 111-17 Testing for Preference Change in Consumer Demand: An Indirectly Separable, Semiparametric Model
  by Moschini, Giancarlo
• 119-23 A Note on Capacity Utilization and Measurement of Scale Economies
  by Oum, Tae Hoon & Tretheway, Michael W & Zhang, Yimin

• 373-83 Testing the Validity of Aggregates
  by Aizcorbe, Ana M
• 385-94 Seasonal Adjustment Using Structural Time Series Models: An Application and Comparison with the Census X-11 Method
  by den Butter, F A G & Mourik, T J
• 395-403 A Method of Exploring the Mechanism of Inflationary Expectations Based on Qualitative Survey Data
  by Kanoh, Satoru & Li, Zhi Dong
• 405-15 Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models
  by Nijman, Theo E & Palm, Franz C
• 417-26 Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives
  by Hall, Alastair
• 427-34 The Demand for Money in Argentina 1978-1987: Before and after the Austral Program
  by Melnick, Rafi
• 435-41 Small-Area Estimation of Economic Statistics
  by Isaki, Cary T
• 443-51 Specification Analysis in Dynamic Models
  by Fiebig, Denzil G & Maasoumi, Esfandiar
• 453-57 Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting
  by Otter, Pieter W
• 459-64 Embodied Technological Change and Tests of the Internal-Adjustment-Cost Hypothesis
  by McHugh, Richard & Lane, Julia
• 465-73 Indexing the Federal Tax System: A Cost-of-Living Approach
  by Gillingham, Robert & Greenlees, John S
• 475-80 Forecast Pretesting and Correction
  by Ilmakunnas, Pekka

• 265-79 Permanent Income, Current Income, and Consumption
  by Campbell, John Y & Mankiw, N Gregory
• 281-91 Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics
  by Diebold, Francis X & Sharpe, Steven A
• 293-304 Estimation of Current-Quarter Gross National Product by Pooling Preliminary Labor-Market Data
  by Braun, Steven N
• 305-15 Exchange Rates and Import Prices in the United States: A Varying-Parameter Estimation of Exchange-Rate Pass-Through
  by Kim, Yoonbai
• 317-25 Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds
  by Kao, Chihwa & Wu, Chunchi
• 327-35 Combining Related and Sparse Data in Linear Regression Models
  by Vanhonacker, Wilfried R & Lehmann, Donald R & Sultan, Fareena
• 337-46 Estimating the Size of a Subdomain: An Application in Auditing
  by Stokes, Lynne
• 347-53 Symmetry Constraints and Variable Returns to Scale in Logit Models
  by Considine, Timothy J
• 355-64 The Dynamic Relationship between the Dollar and Components of U.S. Trade
  by Koch, Paul D & Rosensweig, Jeffrey A
• 365-71 Demand Systems Estimation with Microdata: A Censored Regression Approach
  by Heien, Dale & Wessells, Cathy Roheim

• 145-52 Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National Product
  by Ghysels, Eric
• 153-62 Testing for a Unit Root in a Time Series with a Changing Mean
  by Perron, Pierre
• 163-70 Effect of Price on the Demand for Durables: Modeling, Estimation, and Findings
  by Jain, Dipak C & Rao, Ram C
• 171-78 Cross-Validation, the Bayes Theorem, and Small-Sample Bias
  by Allenby, Greg M
• 179-89 Shared Price Trends: Evidence from U.S. Cities and OECD Countries
  by Patel, Jayendu & Zeckhauser, Richard J
• 191-203 The Reliability of U.S. Gross National Product
  by de Leeuw, Frank
• 205-08 Macroeconomic Forecasting Using Pooled International Data
  by Mittnik, Stefan
• 209-16 The Use of Changes in Equity Value as a Measure of the Information Content of Announcements of Changes in Financial Policy
  by Israel, Ronen & Ofer, Aharon R & Siegel, Daniel R
• 217-23 The Distribution of Stock Returns: New Evidence against the Stable Model
  by Lau, Amy Hing-Ling & Lau, Hon-Shiang & Wingender, John R
• 225-34 Persistence in Variance, Structural Change, and the GARCH Model
  by Lamoureux, Christopher G & Lastrapes, William D
• 235-41 Influential Observations in Time Series
  by Pena, Daniel
• 243-50 Repeated Time Series Analysis of ARIMA-Noise Models
  by Wong, Wing-keung & Miller, Robert B
• 251-63 Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation
  by Rayner, Robert K

• 1-17 Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods
  by Taylor, John B & Uhlig, Harald
• 19-21 Solving the Stochastic Growth Model by a Discrete-State-Space, Euler-Equation Approach
  by Baxter, Marianne & Crucini, Mario J & Rouwenhorst, K Geert
• 23-26 Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration
  by Christiano, Lawrence J
• 27-29 Solving the Stochastic Growth Model by Policy-Function Iteration
  by Coleman, Wilbur John, II
• 31-34 Solving the Stochastic Growth Model by Parameterizing Expectations
  by den Haan, Wouter J & Marcet, Albert
• 35-36 Solving the Stochastic Growth Model by Deterministic Extended Path
  by Gagnon, Joseph E
• 37-38 Solving the Stochastic Growth Model by Backsolving with an Expanded Shock Space
  by Ingram, Beth Fisher
• 39-40 Solving the Stochastic Growth Model by Using a Recursive Mapping Based on Least Squares Projection
  by Labadie, Pamela
• 41-44 Solving the Stochastic Growth Model by Linear-Quadratic Approximation
  by McGrattan, Ellen R
• 45-47 Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule
  by Sims, Christopher A
• 49-51 Solving the Stochastic Growth Model by Using Quadrature Methods and Value-Function Iterations
  by Tauchen, George
• 53-69 Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
  by Eichenbaum, Martin & Hansen, Lars Peter
• 71-81 Seemingly Unrelated Time Series Equations and a Test for Homogeneity
  by Fernandez, F Javier & Harvey, Andrew C
• 83-97 Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection
  by Chen, Chung & Tiao, George C
• 99-113 Linear-Quadratic Approximation and Value-Function Iteration: A Comparison
  by Christiano, Lawrence J
• 115-25 Equilibrium Modeling of Asset Prices: Rationality versus Rules of Thumb
  by Ingram, Beth Fisher
• 127-35 Using Bayesian Techniques for Data Pooling in Regional Payroll Forecasting
  by Lesage, James P & Magura, Michael
• 137-41 Bounding an Economic Monetary Aggregate under Nonhomothetic Preferences
  by Swofford, James L & Whitney, Gerald A
• 143-44 All Forecasters Are Equal
  by Batchelor, R A

• 407-17 Time Series Models for Count or Qualitative Observations
  by Harvey, Andrew C & Fernandes, C
• 418-19 Assessing the Accuracy of Time Series Model Forecasts of Count Observations: Comment
  by Wecker, William E
• 419-22 Uncertainty about Processes That Shift over Time: Modeling and Analysis: Comment
  by Winkler, Robert L
• 422 Time Series Models for Count or Qualitative Observations: Reply
  by Harvey, Andrew C & Fernandes, C
• 423-31 Policy Analysis of Medical Malpractice Reforms: What Can We Learn from Claims Data?
  by Hughes, James W & Snyder, Edward A
• 433-40 The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis
  by Kim, Chang-Jin & Nelson, Charles R
• 441-52 Assessing the Quality of Household Panel Data: The Case of the Panel Study of Income Dynamics
  by Duncan, Greg J & Hill, Daniel H
• 453-60 The Use of Diversity Analysis to Assess the Relative Influence of Factors Affecting the Income Distribution
  by Nayak, Tapan K & Gastwirth, Joseph L
• 461-69 The Seasonal Adjustment Procedures for the Consumer Price Indexes: Some Empirical Results
  by Jain, Raj K
• 471-74 A Note on the Stochastic Approach to Index Numbers
  by Selvanathan, E A
• 475-81 Poverty Measurement: An Index Related to a Theil Measure of Inequality
  by Blackburn, McKinley L
• 483-87 A Revenue-Function Approach to the Measurement of Output-Substitution Possibilities in Agriculture
  by Gordon, Daniel V
• 489-96 The Structure of Technology in a Multioutput Branch Banking Firm
  by Kim, Moshe & Ben-Zion, Uri
• 497-503 Relative Commodity Prices and Cointegration
  by von Hagen, Juergen

• 287-96 Testing the Life-Cycle Hypothesis with a Norwegian Household Panel
  by Mork, Knut Anton & Smith, V Kerry
• 297-305 The Message in Daily Exchange Rates: A Conditional-Variance Tale
  by Baillie, Richard T & Bollerslev, Tim
• 307-17 Modeling Heteroscedasticity in Daily Foreign-Exchange Rates
  by Hsieh, David A
• 319-26 The Way We Pay with Money
  by Boeschoten, W C & Fase, M M G
• 327-41 Parsimonious Parameterization of Vector Autoregressive Moving Average Models
  by Tsay, Ruey S
• 343-52 Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium
  by Bera, Anil K & Robinson, Peter M
• 353-62 A Benchmarking Approach to Forecast Combination
  by Trabelsi, Abdelwahed & Hillmer, Steven C
• 363-77 A Monte Carlo Study of Tests of Blockwise Weak Separability
  by Barnett, William A & Choi, Seungmook
• 379-86 Leading Indicators for the Service Sector
  by Layton, Allan P & Moore, Geoffrey H
• 382-94 A Class of Multiplicative Estimators of Laspeyres Price Indexes
  by Valliant, Richard & Miller, Stephen M
• 395-401 Reemployment Probability and Multiple Unemployment Spells: A Partial-Likelihood Approach
  by Trivedi, P K & Alexander, J N
• 403-06 Reverse Regression, Collinearity, and Employment Discrimination
  by Whiteside, M M & Narayanan, A

• 147-59 Tests for Unit Roots: A Monte Carlo Investigation
  by Schwert, G William
• 161-67 Why Random Walk Models of the Term Structure Are Hard to Reject
  by Berger, Allen N & Craine, Roger
• 169-78 Exchange-Rate Dynamics with Sticky Prices: The Deutsche Mark, 1974-1982
  by Giovannini, Alberto & Rotemberg, Julio J
• 179-89 A Multivariate Intervention Model for the Dutch Mint Circulation: Estimation and Monte Carlo Simulation
  by van der Knoop, Han S & Hooijmans, Frans C
• 191-98 Experimental Design in Tests of Linear Factor Models
  by Warga, Arthur
• 199-205 Efficiency of Sieve Sampling in Auditing
  by Wurst, John & Neter, John & Godfrey, James
• 207-17 The Risk of Disclosure for Microdata
  by Duncan, George & Lambert, Diane
• 219-25 Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach
  by Shrestha, Keshab
• 227-35 The Estimation and Interpretation of Urban Density Gradients
  by Lahiri, Kajal & Lankford, R Hamilton & Numrich, Richard P
• 237-43 Compositional Changes of the Labor Force and the Increase of the Unemployment Rate: An Estimate for the United States
  by Gracia-Diez, Mercedes
• 245-52 Job-Match Quality as an Error Component and the Wage-Tenure Profile: A Comparison and Test of Alternative Estimators
  by Garen, John E
• 253-58 Estimation of Technical Efficiency Using Flexible Functional Form and Panel Data
  by Kumbhakar, Subal C
• 259-65 Testing a Theory of Exact Aggregation
  by Nicol, Christopher J
• 267-73 A Specification Test for Choosing the "Right" Public-Good Price
  by Hayes, Kathy J
• 275-86 The Optimal Use of Provisional Data in Forecasting with Dynamic Model s
  by Bordignon, Silvano & Trivellato, Ugo

• 1-9 Errors of Measurement in Output Deflators
  by Lichtenberg, Frank R & Griliches, Zvi
• 11-19 Household Saving in the United States: Measurement and Behavior
  by Hendershott, Patric H & Peek, Joe
• 21-25 A Comparison of Alternative Estimators for Revised Monthly Import Statistics
  by Gbur, Edward
• 27-28 An Alternative Interpretation of Freedman's Nonresponse Case Study
  by Steinhorst, R Kirk & Byers, C Randall
• 29-30 An Alternative Interpretation of Freedman's Nonresponse Case Study: Comment
  by Hill, Bruce M
• 31-32 An Alternative Interpretation of Freedman's Nonresponse Case Study: Comment
  by Freedman, D A
• 33 An Alternative Interpretation of Freedman's Nonresponse Case Study: Reply
  by Steinhorst, R Kirk & Byers, C Randall
• 35-47 The Diffusion of Innovations: A Methodological Reappraisal
  by Trajtenberg, Manuel & Yitzhaki, Shlomo
• 49-59 The Implications of Using Messy Data to Estimate Production-Frontier-Based Technical Efficiency Measures
  by Seaver, Bill L & Triantis, Konstantinos P
• 61-65 A Proportional Random Utility Approach to Qualitative Response Models
  by Tse, Y K
• 67-74 Efficient Estimation of Nested Logit Models
  by Brownstone, David & Small, Kenneth A
• 75-83 The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates
  by Cochrane, John H
• 85-93 Estimation of Stable-Law Parameters: A Comparative Study
  by Akgiray, Vedat & Lamoureux, Christopher G
• 95-106 A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis
  by Hall, A D & McAleer, Michael
• 107-15 A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach
  by Gregory, Allan W
• 117-27 The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption
  by Osborn, Denise R & Smith, Jeremy P
• 129-35 Prediction Tests for Structural Stability of Multiple Time Series
  by Lutkepohl, Helmut
• 137-39 A Report from the Battlefront
  by Poirier, Dale J
• 141-46 Generating Market Elasticity Estimates Using Cross-Sectional First-Choice and Second-Choice Data
  by Bordley, Robert F

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