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Content
January 2007, Volume 25
July 2007, Volume 25
- 247-264 Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation
by Fougere, Denis & Le Bihan, Herve & Sevestre, Patrick
- 265-277 Estimating the Effects of Family Background on the Return to Schooling
by Deschenes, Olivier
- 278-287 Improved Errors-in-Variables Estimators for Grouped Data
by Devereux, Paul J.
- 288-298 Peer and Selection Effects on Youth Smoking in California
by Krauth, Brian V.
- 299-313 Using Worker Flows to Measure Firm Dynamics
by Benedetto, Gary & Haltiwanger, John & Lane, Julia & McKinney, Kevin
- 314-336 Calculating Comparable Statistics From Incomparable Surveys, With an Application to Poverty in India
by Tarozzi, Alessandro
- 337-346 Analytical Bias Reduction for Small Samples in the U.S. Consumer Price Index
by Bradley, Ralph
- 347-355 Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso
by Wang, Hansheng & Li, Guodong & Jiang, Guohua
- 356-376 A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression
by Yang, Z.L. & Tse, Y.K.
October 2007, Volume 25
- 377-397 Moment-Based Copula Tests for Financial Returns
by Chen, Yi-Ting
- 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
- 411-426 On the Role of Risk Premia in Volatility Forecasting
by Chernov, Mikhail
- 427-446 Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation
by Nielsen, Morten Orregaard
- 447-461 Testing for Neglected Nonlinearity in Long-Memory Models
by Baillie, Richard T. & Kapetanios, George
- 462-472 Estimation of Fractional Dependent Variables in Dynamic Panel Data Models With an Application to Firm Dividend Policy
by Loudermilk, Margaret S.
- 473-483 Inference in Panel Cointegration Models With Long Panels
by Larsson, Rolf & Lyhagen, Johan
- 484-500 Does Wealth Explain BlackWhite Differences in Early Employment Careers?
by Rendon, Silvio
- 503-503 Editors' Report 2006
by Andersen, Torben G. & Lewbel, Arthur & Ng, Serena
October 2006, Volume 24
- 379-394 Tests for Cointegration Breakdown Over a Short Time Period
by Andrews, Donald W.K. & Kim, Jae-Young
- 395-402 Stock Market Downswing and the Stability of European Monetary Union Money Demand
by Carstensen, Kai
- 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.
- 416-431 Schooling, Capital Constraints, and Entrepreneurial Performance: The Endogenous Triangle
by Parker, Simon C. & van Praag, C. Mirjam
- 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
- 444-454 Testing the Continuous Semimartingale Hypothesis for the SP 500
by Peters, Remco T. & de Vilder, Robin G.
- 455-469 Simulation Methods for Levy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models
by Todorov, Viktor & Tauchen, George
- 470-486 Volatility Forecasting With Range-Based EGARCH Models
by Brandt, Michael W. & Jones, Christopher S.
- 487-502 Modeling Purchases as Repeated Events
by Bijwaard, Govert E. & Franses, Philip Hans & Paap, Richard
- 505-505 Editor Report 2005
by Andersen, Torben G.
January 2006, Volume 24
- 1-11 On the Relationships Between Real Consumption, Income, and Wealth
by Palumbo, Michael & Rudd, Jeremy & Whelan, Karl
- 12-23 Testing Cross-Section Correlation in Panel Data Using Spacings
by Ng, Serena
- 24-42 Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry
by Swanson, Norman R. & van Dijk, Dick
- 43-56 Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
by Guo, Hui & Savickas, Robert
- 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.
- 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.
- 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.
- 91-103 Exports and Labor Demand: Searching for Functional Structure in Multi-Output Multi-Skill Technologies
by Koebel, Bertrand
- 104-124 Evaluating Models of Autoregressive Conditional Duration
by Meitz, Mika & Terasvirta, Timo
April 2006, Volume 24
- 127-161 Realized Variance and Market Microstructure Noise
by Hansen, Peter R. & Lunde, Asger
- 162-167 Comment
by Ait-Sahalia, Yacine & Mykland, Per A. & Zhang, Lan
- 167-173 Comment
by Bandi, Federico M. & Russell, Jeffrey R.
- 173-179 Comment
by Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per Houmann & Nielsen, Morten Orregaard
- 179-181 Comment
by Barndorff-Nielsen, Ole E. & Shephard, Neil
- 181-183 Comment
by Diebold, Francis X.
- 184-192 Comment
by Garcia, Rene & Meddahi, Nour
- 192-194 Comment
by Ghysels, Eric & Sinko, Arthur
- 195-202 Comment
by Oomen, Roel C.A.
- 202-208 Comment
by Phillips, Peter C.B. & Yu, Jun
- 208-218 Rejoinder
by Hansen, Peter R. & Lunde, Asger
- 219-237 Properties of Realized Variance Under Alternative Sampling Schemes
by Oomen, Roel C.A.
- 238-253 Testing and Valuing Dynamic Correlations for Asset Allocation
by Engle, Robert & Colacito, Riccardo
July 2006, Volume 24
- 255-265 The Identification of Fixed Costs From Consumer Behavior
by Donaldson, David & Pendakur, Krishna
- 266-277 Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output
by Ashley, Richard A. & Patterson, Douglas M.
- 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
- 291-300 Distributional Dominance With Trimmed Data
by Cowell, Frank A. & Victoria-Feser, Maria-Pia
- 301-312 New Evidence on Price Anomalies in Sequential Auctions: Used Cars in New Jersey
by Raviv, Yaron
- 313-328 Multivariate Stochastic Volatility via Wishart Processes
by Philipov, Alexander & Glickman, Mark E.
- 329-337 Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers
by Smith, J.Q. & Santos, Antonio A.F.
- 338-353 Tree-Structured Multiple Regimes in Interest Rates
by Audrino, Francesco
- 354-365 Estimating Potential Output, Core Inflation, and the NAIRU as Latent Variables
by Domenech, Rafael & Gomez, Victor
- 366-377 Standard Errors as Weights in Multilateral Price Indexes
by Hill, Robert J. & Timmer, Marcel P.
April 2005, Volume 23
- 133-152 The Sensitivity of Economic Statistics to Coding Errors in Personal Identifiers
by Abowd, John M. & Vilhuber, Lars
- 153-154 Comment
by Winkler, William E.
- 154-157 Comment
by van der Klaauw, Wilbert
- 158-160 Comment
by Hong, Han
- 160-162 Comments
by Cohen, William W. & Fienberg, Stephen E. & Ravikumar, Pradeep
- 162-165 Rejoinder
by Abowd, John M. & Vilhuber, Lars
- 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.
- 181-191 The Structural Break in the Equity Premium
by Kim, Chang-Jin & Morley, James C. & Nelson, Charles R.
- 192-199 Job Turnover and the Returns to Seniority
by Dostie, Benoit
- 200-210 Bias-Corrected Estimation in Dynamic Panel Data Models
by Bun, Maurice J.G. & Carree, Martin A.
- 211-225 Kernel Estimation of Average Derivatives and Differences
by Coppejans, Mark & Sieg, Holger
- 226-241 The Wealth-Consumption Ratio and the Consumption-Habit Ratio
by Li, Yuming
- 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
October 2005, Volume 23
- 365-380 A Test for Superior Predictive Ability
by Hansen, Peter Reinhard
- 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.
- 395-409 Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence
by Harris, David & Leybourne, Stephen & McCabe, Brendan
- 410-415 Do Panels Help Solve the Purchasing Power Parity Puzzle?
by Murray, Christian J. & Papell, David H.
- 416-431 Evaluation and Combination of Conditional Quantile Forecasts
by Giacomini, Raffaella & Komunjer, Ivana
- 432-442 Confidence Intervals for Half-Life Deviations From Purchasing Power Parity
by Rossi, Barbara
- 443-454 An Unobserved-Component Model With Switching Permanent and Transitory Innovations
by Kuan, Chung-Ming & Huang, Yu-Lieh & Tsay, Ruey S.
- 455-461 A Trading Approach to Testing for Predictability
by Anatolyev, Stanislav & Gerko, Alexander
- 462-472 The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment
by Herrera, Ana Maria & Pesavento, Elena
- 473-484 Purchase-Frequency Bias in Random-Coefficients Brand-Choice Models
by Bodapati, Anand V. & Gupta, Sachin
- 485-492 The Hedonic Regression Time-Dummy Method and the Monotonicity Axioms
by Melser, Daniel
- 495-495 Editor's Report 2004
by Andersen, Torben G.
July 2005, Volume 23
- 255-268 On the Econometrics of the Bass Diffusion Model
by Boswijk, H. Peter & Franses, Philip Hans
- 269-281 A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data
by Silver, Mick & Heravi, Saeed
- 282-294 Modeling Parametric Evolution in a Random Utility Framework
by Kim, Jin Gyo & Menzefricke, Ulrich & Feinberg, Fred M.
- 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
- 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.
- 314-320 Exchange Rates and Markov Switching Dynamics
by Cheung, Yin-Wong & Erlandsson, Ulf G.
- 321-335 Level Shifts and the Illusion of Long Memory in Economic Time Series
by Smith, Aaron
- 336-345 Recursive Predictability Tests for Real-Time Data
by Inoue, Atsushi & Rossi, Barbara
- 346-354 A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
by Bauwens, Luc & Laurent, Sebastien
- 355-362 Testing for the Significance of Violations of Afriat's Inequalities
by Fleissig, Adrian R. & Whitney, Gerald A.
January 2005, Volume 23
January 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
- 107-120 Deviance Information Criterion for Comparing Stochastic Volatility Models
by Berg, Andreas & Meyer, Renate & Yu, Jun
- 121-125 An Empirical Bayes Procedure for Improving Individual-Level Estimates and Predictions from Finite Mixtures of Multinomial Logit Models
by Kamakura, Wagner A & Wedel, Michel
July 2004, Volume 22
April 2004, Volume 22
October 2004, Volume 22
October 2003, Volume 21, Issue 4
- 449-482 Iterative and Recursive Estimation in Structural Nonadaptive Models
by Pastorello, Sergio & Patilea, Valentin & Renault, Eric
- 482-485 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
by Chen, Xiaohong
- 485-488 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
by Chernov, Mikhail
- 488-490 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
by Dai, Qiang
- 490-492 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
by Durham, Garland & Geweke, John
- 493-495 Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
by Johannes, Michael & Polson, Nicholas
- 495-498 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
- 503-509 Iterative and Recursive Estimation in Structural Nonadaptive Models: Rejoinder
by Pastorello, Sergio & Patilea, Valentin & Renault, Eric
- 510-531 Variance Shifts, Structural Breaks, and Stationarity Tests
by Busetti, Fabio & Taylor, A M Robert
- 532-546 Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations
by Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio
- 547-563 Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income
by Paap, Richard & van Dijk, Herman K
- 564-569 Business Cycle Duration Dependence Reconsidered
by Zuehlke, Thomas W
- 570-576 Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000)
by Liesenfeld, Roman & Richard, Jean-Francois
- 577-580 The Estimation of Dynamic Bivariate Mixture Models: Reply to Liesenfeld and Richard Comments
by Watanabe, Toshiaki
July 2003, Volume 21, Issue 3
- 339-353 Wealth Accumulation over the Life Cycle and Precautionary Savings
by Cagetti, Marco
- 354-367 The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model
by Linton, Oliver & Perron, Benoit
- 368-382 The Proportional Hazard Model for Purchase Timing: A Comparison of Alternative Specifications
by Seetharaman, P B & Chintagunta, Pradeep K
- 383-395 Martingale Property of Exchange Rates and Central Bank Interventions
by Yilmaz, Kamil
- 396-405 Recent Two-Stage Sample Selection Procedures with an Application to the Gender Wage Gap
by Christofides, Louis N, et al
- 406-419 A Stochastic Frontier Analysis of Financing Constraints on Investment: The Case of Financial Liberalization in Taiwan
by Wang, Hung-Jen
- 420-436 Seasonality Tests
by Busetti, Fabio & Harvey, Andrew
- 437-447 Pairwise-Difference Rank Estimation of the Transformation Model
by Abrevaya, Jason
April 2003, Volume 21, Issue 2
- 213-225 Regression Modeling and Meta-analysis for Decision Making: A Cost-Benefit Analysis of Incentives in Telephone Surveys
by Gelman, Andrew & Stevens, Matt & Chan, Valerie
- 226-236 The Effects of Public R&D Subsidies on Firms' Innovation Activities: The Case of Eastern Germany
by Almus, Matthias & Czarnitzki, Dirk
- 237-246 The Aroma of Tacoma: Time-Varying Average Derivatives and the Effect of a Superfund Site on House Prices
by McMillen, Daniel P & Thorsnes, Paul
- 247-257 Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa
by Yatchew, Adonis & Sun, Yiguo & Deri, Catherine
- 258-268 On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter
by Poirier, Dale J & Tobias, Justin L
- 269-283 Efficient Estimation of Conditional Asset-Pricing Models
by Hodgson, Douglas J & Vorkink, Keith P
- 284-294 Measuring and Decomposing Productivity Change: Stochastic Distance Function Estimation versus Data Envelopment Analysis
by Atkinson, Scott E & Cornwell, Christopher & Honerkamp, Olaf
- 295-318 Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models
by Groen, Jan J J & Kleibergen, Frank
- 319-335 Imposing and Testing Curvature Conditions on a Box-Cox Cost Function
by Koebel, Bertrand & Falk, Martin & Laisney, Francois
January 2003, Volume 21, Issue 1
- 1-11 Was There a Riverside Miracle? A Hierarchical Framework for Evaluating Programs with Grouped Data
by Dehejia, Rajeev H
- 12-18 Nonparametric Applications of Bayesian Inference
by Chamberlain, Gary & Imbens, Guido W
- 19-30 Estimating the Benefit Incidence of an Antipoverty Program by Propensity-Score Matching
by Jalan, Jyotsna & Ravallion, Martin
- 31-42 Testing the Normality Assumption in the Sample Selection Model with an Application to Travel Demand
by van der Klaauw, Bas & Koning, Ruud H
- 43-52 Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available
by Nevo, Aviv
- 53-64 Semiparametric Estimation of the Optimal Reserve Price in First-Price Auctions
by Li, Tong & Perrigne, Isabelle & Vuong, Quang
- 65-73 A Note on Rubin's Statistical Matching Using File Concatenation with Adjusted Weights and Multiple Imputations
by Moriarity, Chris & Scheuren, Fritz
- 74-79 Bayesian Modeling and Computations in Final-Offer Arbitration
by Swartz, Tim
- 80-87 Flexible Covariance Structures for Categorical Dependent Variables through Finite Mixtures of Generalized Extreme Value Models
by Swait, Joffre
- 88-92 Parameterized Expectations Algorithm and the Moving Bounds
by Maliar, Lilia & Maliar, Serguei
- 93-103 Bayesian Analysis of Endogenous Delay Threshold Models
by Koop, Gary & Potter, Simon M
- 104-121 Time-Varying Smooth Transition Autoregressive Models
by Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick
- 122-132 Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models
by Guay, Alain & Scaillet, Olivier
- 133-144 A New PC-Based Test for Varian's Weak Separability Conditions
by Fleissig, Adrian R & Whitney, Gerald A
- 145-155 Tests of Rank in Reduced Rank Regression Models
by Camba-Mendez, Gonzalo, et al
- 156-163 Robust Stationarity Tests in Seasonal Time Series Processes
by Taylor, A M Robert
- 164-173 Testing for Nonlinear Autoregression
by Lobato, Ignacio N
- 174-184 On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process
by Sen, Amit
- 185-195 Valid Bayesian Estimation of the Cointegrating Error Correction Model
by Strachan, Rodney W