# American Statistical Association

# Journal of Business & Economic Statistics

This journal is no longer published by American Statistical Association. For a followup journal, see Journal of Business & Economic Statistics, published by Taylor & Francis Journals.
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### 1994, Volume 12, Issue 4

**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

**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

### 1991, Volume 9, Issue 3

**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

### 1991, Volume 9, Issue 2

**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

### 1991, Volume 9, Issue 1

**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