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Content
January 2003, Volume 21, Issue 1
October 2002, Volume 20, Issue 4
- 442-447 Interview with Lars Peter Hansen
by Ghysels, Eric & Hall, Alastair
- 448-449 Interview with Christopher A. Sims
by Ghysels, Eric & Hall, Alastair
- 450-459 Sargan's Instrumental Variables Estimation and the Generalized Method of Moments
by Arellano, Manuel
- 460-469 Generalized Method of Moments and Macroeconomics
by Hansen, Bruce E & West, Kenneth D
- 470-481 Generalized Method of Moments: Applications in Finance
by Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu
- 482-492 Simulation-Based Method of Moments and Efficiency
by Carrasco, Marine & Florens, Jean-Pierre
- 493-506 Generalized Method of Moments and Empirical Likelihood
by Imbens, Guido W
- 507-517 Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference
by Brown, Bryan W & Newey, Whitney K
- 518-529 A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
by Stock, James H & Wright, Jonathan H & Yogo, Motohiro
- 530-544 Generalized Method of Moments Estimation When a Parameter Is on a Boundary
by Andrews, Donald W K
July 2002, Volume 20, Issue 3
- 297-316 Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes
by Durham, Garland B & Gallant, A Ronald
- 317-321 Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment
by Ait-Sahalia, Yacine
- 321-324 Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment
by Brandt, Michael W & Santa-Clara, Pedro
- 325-327 Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment
by Chib, Siddhartha & Shephard, Neil
- 327-329 Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment
by Eraker, Bjorn
- 330-331 Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment
by Glynn, Peter
- 331-332 Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment
by Tauchen, George
- 333-335 Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment
by Zhou, Hao
- 335-338 Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Reply
by Durham, Garland B & Gallant, A Ronald
- 339-350 Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models
by Engle, Robert
- 351-362 A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations
by Tse, Y K & Tsui, Albert K C
- 363-376 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results
by Andreou, Elena & Ghysels, Eric
- 377-389 Conditional Jump Dynamics in Stock Market Returns
by Chan, Wing H & Maheu, John M
- 390-411 Volatility, Momentum, and Time-Varying Skewness in Foreign Exchange Returns
by Johnson, Timothy C
- 412-422 Semiparametric Smooth Coefficient Models
by Li, Qi, et al
- 423-430 Reanalyzing Ultimatum Bargaining--Comparing Nondecreasing Curves without Shape Constraints
by Fong, Duncan K H, et al
- 431-440 Efficiency of Covariance Matrix Estimators for Maximum Likelihood Estimation
by Porter,Jack
April 2002, Volume 20, Issue 2
- 147-162 Macroeconomic Forecasting Using Diffusion Indexes
by Stock, James H & Watson, Mark W
- 163-182 Regime Switches in Interest Rates
by Ang, Andrew & Bekaert, Geert
- 183-197 Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates
by Smith, Daniel R
- 198-212 Estimation of Continuous-Time Processes via the Empirical Characteristic Function
by Jiang, George J & Knight, John L
- 213-226 Collective Decision-Making and Heterogeneity in Tastes
by Luo, Guo Ying
- 227-240 Costly Reversible Investment with Fixed Costs: An Empirical Study
by Asano, Hirokatsu
- 241-253 An Empirical Analysis of Earnings and Employment Risk
by Guiso, Luigi & Jappelli, Tullio & Pistaferri, Luigi
- 254-268 Bootstrap-Based Inference in Models with a Nearly Noninvertible Moving Average Component
by Gospodinov, Nikolay
- 269-281 Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series
by Taylor, A M Robert
- 282-289 Threshold Autoregressions for Strongly Autocorrelated Time Series
by Lanne, Markku & Saikkonen, Pentti
- 290-295 Estimating Lorenz Curves Using a Dirichlet Distribution
by Chotikapanich, Duangkamon & Griffiths, William E
January 2002, Volume 20, Issue 1
- 5-17 Tests for Unit Roots: A Monte Carlo Investigation
by Schwert, G William
- 18-24 Determining the Order of Differencing in Autoregressive Processes
by Dickey, David A & Pantula, Sastry G
- 25-44 Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
by Zivot, Eric & Andrews, Donald W K
- 45-59 Tests for Parameter Instability in Regressions with I(1) Processes
by Hansen, Bruce E
- 60-68 The Message in Daily Exchange Rates: A Conditional-Variance Tale
by Baillie, Richard T & Bollerslev, Tim
- 69-87 Bayesian Analysis of Stochastic Volatility Models
by Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E
- 88-97 Estimation and Inference in Two-Step Econometric Models
by Murphy, Kevin M & Topel, Robert H
- 98-127 Issues Involved with the Seasonal Adjustment of Economic Time Series
by Bell, William R & Hillmer, Steven C
- 128-133 Vector Autoregressions and Reality
by Runkle, David E
- 134-144 Comparing Predictive Accuracy
by Diebold, Francis X & Mariano, Roberto S
October 2001, Volume 19, Issue 4
- 385-394 Binary Choice with Binary Endogenous Regressors in Panel Data: Estimating the Effect of Fertility on Female Labor Participation
by Carrasco, Raquel
- 395-403 Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model
by Neely, Christopher J & Roy, Amlan & Whiteman, Charles H
- 404-415 Markov Regime Switching and Unit-Root Tests
by Nelson, Charles R & Piger, Jeremy & Zivot, Eric
- 416-427 Structural Estimates of the U.S. Sacrifice Ratio
by Cecchetti, Stephen G & Rich, Robert W
- 428-435 Markov Chain Monte Carlo Analysis of Correlated Count Data
by Chib, Siddhartha & Winkelmann, Rainer
- 436-448 Business Cycles and Compositional Variation in U.S. Unemployment
by Abbring, Jaap H & van den Berg, Gerard J & van Ours, Jan C
- 449-454 The Econometrics of Rational Addiction: The Case of Cigarettes
by Baltagi, Badi H & Griffin, James M
- 455-464 Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction
by Fiorentini, Gabriele & Planas, Christophe
- 465-474 Testing Density Forecasts, with Applications to Risk Management
by Berkowitz, Jeremy
- 475-481 Bias from Classical and Other Forms of Measurement Error
by Hyslop, Dean R & Imbens, Guido W
- 482-493 Estimation for Autoregressive Time Series with a Root Near 1
by Roy, Anindya & Fuller, Wayne A
July 2001, Volume 19, Issue 3
- 255-269 Testing Target-Zone Models Using Efficient Method of Moments
by Chung, Chae-Shick & Tauchen, George
- 269-271 Testing Target-Zone Models Using Efficient Method of Moments: Comment
by Hall, Alastair R
- 271-273 Testing Target-Zone Models Using Efficient Method of Moments: Comment
by Pedroni, Peter
- 273-276 Testing Target-Zone Models Using Efficient Method of Moments: Comment
by Baillie, Richard T & Han, Young-Wook
- 276-277 Testing Target-Zone Models Using Efficient Method of Moments: Reply
by Chung, Chae-Shick & Tauchen, George
- 278-291 To Aggregate, Pool, or Neither: Testing the Rational-Expectations Hypothesis Using Survey Data
by Bonham, Carl S & Cohen, Richard H
- 292-298 Bayesian Analysis of Engel Curves Estimation with Measurement Errors and an Instrumental Variable
by Hasegawa, Hikaru & Kozumi, Hideo
- 299-314 Structural Breaks, Incomplete Information, and Stock Prices
by Timmermann, Allan
- 315-323 A Formalization of Seasonal Encompassing with an Application to a German Macromodel
by Beyer, Andreas
- 324-330 Improving Federal-Funds Rate Forecasts in VAR Models Used for Policy Analysis
by Robertson, John C & Tallman, Ellis W
- 331-340 Rank Tests for Nonlinear Cointegration
by Breitung, Jorg
- 341-357 Spatially Disaggregated Real Estate Indices
by Iversen, Edwin S, Jr
- 358-364 Interpreting Instrumental Variables Estimates of the Returns to Schooling
by Kling, Jeffrey R
- 365-373 The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series
by Gomez, Victor
- 374-379 On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation
by Burridge, Peter & Taylor, A M Robert
- 380-382 On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables
by Racine, Jeffrey
April 2001, Volume 19, Issue 2
- 129-141 Estimation with Response Error and Nonresponse: Food-Stamp Participation in the SIPP
by Bollinger, Christopher R & David, Martin H
- 142-152 Testing for Choice Dynamics in Panel Data
by Erdem, Tulin & Sun, Baohong
- 153-165 Intertemporal Variation in Financial Constraints on Investment: A Time-Varying Parameter Approach Using Panel Data
by Tahmiscioglu, A Kamil
- 166-176 Cointegration and Threshold Adjustment
by Enders, Walter & Siklos, Pierre L
- 177-191 MCMC Analysis of Diffusion Models with Application to Finance
by Eraker, Bjorn
- 192-207 Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration
by Taylor, A M Robert & Smith, Richard J
- 208-216 Tail-Index Estimates in Small Samples
by Huisman, Ronald, et al
- 217-225 Prediction Intervals for ARIMA Models
by Snyder, Ralph D & Ord, J Keith & Koehler, Anne B
- 226-232 Specification Analysis in Equations with Stochastic Regressors
by Magdalinos, Michael & Kandilorou, Helen
- 233-244 Tests for Asymmetry in Possibly Nonstationary Time Series Data
by Shin, Dong Wan & Lee, Oesook
- 245-253 Tests Against Inequality Constraints When Some Nuisance Parameters Are Present Only under the Alternative: Test of ARCH in ARCH-M Models
by Beg, A B M Rabiul A & Silvapulle, Mervyn J & Silvapulle, Paramsothy
January 2001, Volume 19, Issue 1
- 2-16 Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice
by Angrist, Joshua D
- 16-17 Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects
by Hahn, Jinyong
- 17-20 Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice: Comment
by Imbens, Guido W
- 20-23 Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice: Comment
by Moffitt, Robert A
- 23-25 Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice: Comment
by Mullahy, John
- 25-27 Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice: Comment
by Todd, Petra
- 27-28 Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice: Reply
by Angrist, Joshua D
- 29-33 Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters
by West, Kenneth D
- 34-43 Testing for Forecast Consensus
by Gregory, Allan W & Smith, Gregor W & Yetman, James
- 44-54 On the Normal Inverse Gaussian Stochastic Volatility Model
by Andersson, Jonas
- 55-62 Influence Diagnostics and Estimation Algorithms for Powell's SCLS
by Santos Silva, J M C
- 63-72 Bootstrap Testing Linear Restrictions on Cointegrating Vectors
by Gredenhoff, Mikael & Jacobson, Tor
- 73-84 A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies
by Rockinger, Michael & Urga, Giovanni
- 85-94 Explaining Long- and Short-Run Interactions in Time Series Data
by Picci, Lucio
- 95-102 Forecasting an Accumulated Series Based on Partial Accumulation: A Bayesian Method for Short Series with Seasonal Patterns
by de Alba, Enrique & Mendoza, Manuel
- 103-116 Volatility of Stock-Market Indexes--An Analysis Based on SEMIFAR Models
by Beran, Jan & Ocker, Dirk
- 117-128 Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models
by Kim, Jae H
October 2000, Volume 18, Issue 4
- 387-397 Testing for Full Insurance Using Exogenous Information
by Ham, John C & Jacobs, Kris
- 398-409 Estimating Coke's and Pepsi's Price and Advertising Strategies
by Golan, Amos & Karp, Larry S & Perloff, Jeffrey M
- 410-427 Long Memory in Stock-Market Trading Volume
by Lobato, Ignacio N & Velasco, Carlos
- 428-435 Forecasting the Penetration of a New Product--A Bayesian Approach
by Pammer, Scott E & Fong, Duncan K H & Arnold, Steven F
- 436-450 Modeling the ECU against the U.S. Dollar: A Structural Monetary Interpretation
by La Cour, Lisbeth & MacDonald, Ronald
- 451-464 Testing for the Cointegrating Rank of a VAR Process with Structural Shifts
by Saikkonen, Pentti & Lutkepohl, Helmut
- 465-478 Modeling and Short-term Forecasting of New South Wales Electricity System Load
by Smith, Michael
- 479-488 Inequality Orderings, Normalized Stochastic Dominance, and Statistical Inference
by Zheng, Buhong, et al
- 489-496 Stationary Components in Stock Prices: An Exact Pointwise Most Powerful Invariant Test
by Shively, Philip A
- 497-502 "Rule-of-Thumb" Consumption, Intertemporal Substitution, and Risk Aversion
by Weber, Christian E
- 503-511 Modeling Selectivity in Count-Data Models
by van Ophem, Hans
July 2000, Volume 18, Issue 3
- 265-273 Unit-Root Tests Are Useful for Selecting Forecasting Models
by Diebold, Francis X & Kilian, Lutz
- 274-283 Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates
by Hoogstrate, Andre J & Palm, Franz C & Pfann, Gerard A
- 284-299 Modeling the Sources of Output Growth in a Panel of Countries
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
- 300-314 Time Series and Cross-Section Information in Affine Term-Structure Models
by de Jong, Frank
- 315-322 Changepoint Tests Designed for the Analysis of Hiring Data Arising in Employment Discrimination Cases
by Freidlin, Boris & Gastwirth, Joseph L
- 323-337 Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States
by Bierens, Herman J
- 338-357 Bayesian Dynamic Factor Models and Portfolio Allocation
by Aguilar, Omar & West, Mike
- 358-367 Statistical Inference for Random-Variance Option Pricing
by Pastorello, Sergio & Renault, Eric & Touzi, Nizar
- 368-373 Confidence Intervals for Univariate Impulse Responses with a Near Unit Root
by Wright, Jonathan H
- 374-386 A Bayesian Time Series Model of Multiple Structural Changes in Level, Trend, and Variance
by Wang, Jiahui & Zivot, Eric
April 2000, Volume 18, Issue 2
- 140-145 Market Microstructure Research Databases: History and Projections
by Wood, Robert A
- 146-153 Some Reflections on Analysis of High-Frequency Data
by Andersen, Torben G
- 154-163 Some Econometric Recipes for High-Frequency Data Cooking
by Ghysels, Eric
- 164-173 Bayesian Portfolio Selection: An Empirical Analysis of the S&P 500 Index 1970-1996
by Polson, Nicholas G & Tew, Bernard V
- 174-186 Semiparametric ARCH Models: An Estimating Function Approach
by Li, David X & Turtle, H J
- 187-198 Full Bayesian Inference for GARCH and EGARCH Models
by Vrontos, I D & Dellaportas, P & Politis, D N
- 199-210 Bayesian Analysis of Dynamic Bivariate Mixture Models: Can They Explain the Behavior of Returns and Trading Volume?
by Watanabe, Toshiaki
- 211-222 Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests
by Wright, Jonathan H
- 223-227 Inference for Generalized Gini Indices Using the Iterated-Bootstrap Method
by Xu, Kuan
- 228-241 The Demand for Lotto: The Role of Conscious Selection
by Farrell, Lisa, et al
- 242-253 Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk
by Christoffersen, Peter F & Giorgianni, Lorenzo
- 254-262 Long-Range Dependence in Daily Stock Volatilities
by Ray, Bonnie K & Tsay, Ruey S
January 2000, Volume 18, Issue 1
- 1-9 Alternative Variance-Ratio Tests Using Ranks and Signs
by Wright, Jonathan H
- 10-17 Exchange-Rate Volatility and Foreign Trade: Evidence from Thirteen LDC's
by Arize, Augustine C & Osang, Thomas & Slottje, Daniel J
- 18-30 Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem
by Wolf, Michael
- 31-39 A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior
by Lucas, Andre
- 40-50 Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence
by Kilian, Lutz & Demiroglu, Ufuk
- 51-57 Efficient Computation of Hierarchical Trends
by Francke, M K & de Vos, A F
- 58-76 Aggregate Consumption and the Predictability of Asset Returns
by Jacobs, Kris
- 77-90 Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations
by Poskitt, Don S
- 91-99 Estimating Restricted Cointegrating Vectors
by Elliott, Graham
- 100-112 Identifying Bull and Bear Markets in Stock Returns
by Maheu, John M & McCurdy, Thomas H
- 113-126 The Contribution of Establishment Births and Deaths to Employment Growth
by Spletzer, James R
- 127-136 Measuring Regional Cost of Living
by Koo, Jahyeong & Phillips, Keith R & Sigalla, Fiona D
October 1999, Volume 17, Issue 4
- 397-408 Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes
by Morgan, I G & Trevor, R G
- 409-418 Testing Symmetry and Proportionality in PPP: A Panel-Data Approach
by Li, Kai
- 419-429 Nonlinear Predictability of Stock Returns Using Financial and Economic Variables
by Qi, Min
- 430-443 Age, Trend, and Cohort Effects in a Macro Model of Canadian Expenditure Patterns
by Denton, Frank T & Mountain, Dean C & Spencer, Byron G
- 444-455 CoSmo: A Constrained Scatterplot Smoother for Estimating Convex, Monotonic Transformations
by Dole, David
- 456-465 Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths
by Luginbuhl, Rob & de Vos, Aart
- 466-472 Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate
by Dueker, Michael
- 473-478 Estimating and Interpreting Models with Endogenous Treatment Effects
by Vella, Francis & Verbeek, Marno
- 479-486 Allowing for Zeros in Dichotomous-Choice Contingent-Valuation Models
by Werner, Megan
- 487-490 Imposing Local Curvature Conditions in Flexible Demand Systems
by Moschini, Giancarlo
- 491-496 Bayesian Unit-Root Testing in Stochastic Volatility Models
by So, Mike K P & Li, W K
- 497-504 Forecasting with Stable Seasonal Pattern Models with an Application to Hawaiian Tourism Data
by Chen, Rong & Fomby, Thomas B
July 1999, Volume 17, Issue 3
- 271-284 A Generalized Additive Model for Discrete-Choice Data
by Abe, Makoto
- 285-297 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
- 313-323 Predicting U.S. Business-Cycle Regimes
by Birchenhall, Chris R, et al
- 324-334 Time Series Evidence of Unemployment Flows: The Sample Period Matters
by Merz, Monika
- 335-348 Structural Stability Testing in Models Estimated by Generalized Method of Moments
by Hall, Alastair R & Sen, Amit
- 349-358 Semiparametric Approaches to Stochastic Panel Frontiers with Applications in the Banking Industry
by Adams, Robert M & Berger, Allen N & Sickles, Robin C
- 359-363 Estimation of a Doubly Heteroscedastic Stochastic Frontier Cost Function
by Hadri, Kaddour
- 364-372 Bayesian Arbitrage Threshold Analysis
by Forbes, Catherine S & Kalb, Guyonne R J & Kofman, Paul
- 373-381 Inferring the Distribution of Households' Duration of Residence from Data on Current Residence Time
by Anily, Shoshana & Hornik, Jacob & Israeli, Miron
- 382-395 Random-Time Aggregation in Partial Adjustment Models
by Jorda, Oscar
April 1999, Volume 17, Issue 2
- 137-140 Special Section on Consumer Price Research: Introduction
by Jorgenson, Dale W & Watson, Mark W
- 141-151 An Overview of Experimental U.S. Consumer Price Indexes
by Moulton, Brent R & Stewart, Kenneth J
- 152-160 Using Scanner Data to Construct CPI Basic Component Indexes
by Reinsdorf, Marshall B
- 161-169 The Effect of Errors in the CPI on Social Security Finances
by Duggan, James E & Gillingham, Robert
- 170-181 Indexing Government Programs for Changes in the Cost of Living
by Jorgenson, Dale W & Slesnick, Daniel T
- 182-187 Beyond the CPI: An Augmented Cost-of-Living Index
by Nordhaus, William D
- 188-194 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
- 205-216 A Nonparametric Analysis of Regional Unemployment Dynamics in Britain
by Bianchi, Marco & Zoega, Gylfi
- 217-235 Testing for Smooth Transition Nonlinearity in the Presence of Outliers
by Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre
- 236-247 Lagged Regression Residuals and Serial-Correlation Tests
by De Gooijer, Jan G & MacNeill, Ian B
- 248-252 Preference Heterogeneity and the Rank of Demand Systems
by Lyssiotou, Panayiota & Pashardes, Panos & Stengos, Thanasis
- 253-263 An Asymmetry Generator for Error-Correction Mechanisms, with Application to Bank Mortgage-Rate Dynamics
by Frost, Denise & Bowden, Roger
- 264-270 Modified Stationarity Tests with Data-Dependent Model-Selection Rules
by Leybourne, S J & McCabe, B P M
January 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
- 109-116 Three Equivalent Methods for Filtering Finite Nonstationary Time Series
by Gomez, Victor
- 117-128 Multichoice Logit: Modeling Incomplete Preference Rankings of Classical Concerts
by van Ophem, Hans & Stam, Piet & Van Praag, Bernard M S
- 129-136 Some Consequences of Temporal Aggregation in Empirical Analysis
by Marcellino, Massimiliano
October 1998, Volume 16, Issue 4