# 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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### January 1992, Volume 10, Issue 1

**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**109-115 Computation of Standard Errors for Geary-Khamis Parities and International Prices: A Stochastic Approach***by*Rao, D S Prasada & Selvanathan, E A

### October 1991, Volume 9, Issue 4

**345-359 Semiparametric ARCH Models***by*Engle, Robert F & Gonzalez-Rivera, Gloria**361-387 The Quantitative Significance of the Lucas Critique***by*Miller, Preston J & Roberds, William T**388-389 The Quantitative Significance of the Lucas Critique: Comment***by*Hamilton, James D**389-389 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**409-422 Variance Estimation for Price Indexes from a Two-Stage Sample with Rotating Panels***by*Valliant, Richard**423-429 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**431-439 Measurement Errors and Tests for Rationality***by*Jeong, Jinook & Maddala, G S**441-453 Estimating the Speed of Adjustment in Partial Adjustment Models***by*Hall, Alastair & Rossana, Robert J**455-461 Nonlinear Monetary Dynamics***by*DeCoster, Gregory P & Mitchell, Douglas W**463-467 A Lower Bound for the Power of Nonparametric Tests***by*Aizcorbe, Ana M**469-474 Estimation of Fuel Coefficients of Cement Production: A Fixed-Effects Approach to Nonlinear Regression***by*Das, Sanghamitra

### July 1991, Volume 9, Issue 3

**241-252 Efficacy of Statistical Outlier Analysis for Monitoring Quality of Care***by*Gillis, Kurt D & Hixson, Jesse S**253-265 Intertemporal Properties of Real Output: A Bayesian Analysis***by*Koop, Gary**267-277 Prediction Techniques for Box-Cox Regression Models***by*Collins, Sean**279-286 A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms***by*Kumbhakar, Subal C & Ghosh, Soumendra & McGuckin, J Thomas**287-295 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**305-316 Analysis and Development of Leading Indicators Using a Bayesian Turning-Points Approach***by*LeSage, James P**317-323 Over-Identification Tests in Earnings Functions with Fixed Effects***by*Angrist, Joshua D & Newey, Whitney K**325-328 Reinterpreting a Temporally Aggregated Consumption CAP Model***by*Ermini, Luigi**329-335 Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model***by*Silvapulle, Paramsothy & King, Maxwell L**337-340 Testing the Rational-Expectations Hypothesis: Further Evidence***by*Bohara, Alok K**341-342 A Note on Reverse Regression, Collinearity, and Employment Discrimination***by*Iwata, Shigeru

### April 1991, Volume 9, Issue 2

**125-148 A Bayesian View of Nominal Money and Real Output through a New Classical Macroeconomic Window***by*Poirier, Dale J**149-150 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Comment***by*Hill, Bruce M**150-152 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Comment***by*Hong, Chansik**152-159 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**159-161 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Is My Window Broken? Reply***by*Poirier, Dale J**163-175 Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys***by*Pfeffermann, Danny**176-177 Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys: Comment***by*Bell, William R**177-177 Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys: Reply***by*Pfeffermann, Danny**179-187 Some Monte Carlo Evidence on the Relative Efficiency of Parametric and Semiparametric EGLS Estimators***by*Rilstone, Paul**189-196 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**207-213 The Sensitivity of Productivity Growth Measures to Alternative Structural and Behavioral Assumptions: An Application to Electric Utilities, 1951-1984***by*Callan, Scott J**215-222 Tests for Detecting Overdispersion in the Positive Poisson Regression Model***by*Gurmu, Shiferaw**223-233 A Data-Analytic Look at Skewness and Elongation in Common-Stock-Return Distributions***by*Badrinath, S G & Chatterjee, Sangit**235-239 Calculating Jackknife Variance Estimators for Parameters of the Gini Method***by*Yitzhaki, Shlomo

### January 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**103-110 Hierarchical Models for Cross-Classified Overdispersed Multinomial Data***by*Wilson, Jeffrey R & Koehler, Kenneth J**111-117 Testing for Preference Change in Consumer Demand: An Indirectly Separable, Semiparametric Model***by*Moschini, Giancarlo**119-123 A Note on Capacity Utilization and Measurement of Scale Economies***by*Oum, Tae Hoon & Tretheway, Michael W & Zhang, Yimin

### October 1990, Volume 8, Issue 4

**373-383 Testing the Validity of Aggregates***by*Aizcorbe, Ana M**385-394 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**405-415 Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models***by*Nijman, Theo E & Palm, Franz C**417-426 Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives***by*Hall, Alastair**427-434 The Demand for Money in Argentina 1978-1987: Before and after the Austral Program***by*Melnick, Rafi**435-441 Small-Area Estimation of Economic Statistics***by*Isaki, Cary T**443-451 Specification Analysis in Dynamic Models***by*Fiebig, Denzil G & Maasoumi, Esfandiar**453-457 Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting***by*Otter, Pieter W**459-464 Embodied Technological Change and Tests of the Internal-Adjustment-Cost Hypothesis***by*McHugh, Richard & Lane, Julia**465-473 Indexing the Federal Tax System: A Cost-of-Living Approach***by*Gillingham, Robert & Greenlees, John S**475-480 Forecast Pretesting and Correction***by*Ilmakunnas, Pekka

### July 1990, Volume 8, Issue 3

**265-279 Permanent Income, Current Income, and Consumption***by*Campbell, John Y & Mankiw, N Gregory**281-291 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**305-315 Exchange Rates and Import Prices in the United States: A Varying-Parameter Estimation of Exchange-Rate Pass-Through***by*Kim, Yoonbai**317-325 Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds***by*Kao, Chihwa & Wu, Chunchi**327-335 Combining Related and Sparse Data in Linear Regression Models***by*Vanhonacker, Wilfried R & Lehmann, Donald R & Sultan, Fareena**337-346 Estimating the Size of a Subdomain: An Application in Auditing***by*Stokes, Lynne**347-353 Symmetry Constraints and Variable Returns to Scale in Logit Models***by*Considine, Timothy J**355-364 The Dynamic Relationship between the Dollar and Components of U.S. Trade***by*Koch, Paul D & Rosensweig, Jeffrey A**365-371 Demand Systems Estimation with Microdata: A Censored Regression Approach***by*Heien, Dale & Wessells, Cathy Roheim

### April 1990, Volume 8, Issue 2

**145-152 Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National Product***by*Ghysels, Eric**153-162 Testing for a Unit Root in a Time Series with a Changing Mean***by*Perron, Pierre**163-170 Effect of Price on the Demand for Durables: Modeling, Estimation, and Findings***by*Jain, Dipak C & Rao, Ram C**171-178 Cross-Validation, the Bayes Theorem, and Small-Sample Bias***by*Allenby, Greg M**179-189 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**205-208 Macroeconomic Forecasting Using Pooled International Data***by*Mittnik, Stefan**209-216 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**217-223 The Distribution of Stock Returns: New Evidence against the Stable Model***by*Lau, Amy Hing-Ling & Lau, Hon-Shiang & Wingender, John R**225-234 Persistence in Variance, Structural Change, and the GARCH Model***by*Lamoureux, Christopher G & Lastrapes, William D**235-241 Influential Observations in Time Series***by*Pena, Daniel**243-250 Repeated Time Series Analysis of ARIMA-Noise Models***by*Wong, Wing-keung & Miller, Robert B**251-263 Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation***by*Rayner, Robert K

### January 1990, Volume 8, Issue 1

**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**115-125 Equilibrium Modeling of Asset Prices: Rationality versus Rules of Thumb***by*Ingram, Beth Fisher**127-135 Using Bayesian Techniques for Data Pooling in Regional Payroll Forecasting***by*Lesage, James P & Magura, Michael**137-141 Bounding an Economic Monetary Aggregate under Nonhomothetic Preferences***by*Swofford, James L & Whitney, Gerald A**143-144 All Forecasters Are Equal***by*Batchelor, R A

### October 1989, Volume 7, Issue 4

**407-417 Time Series Models for Count or Qualitative Observations***by*Harvey, Andrew C & Fernandes, C**418-419 Assessing the Accuracy of Time Series Model Forecasts of Count Observations: Comment***by*Wecker, William E**419-422 Uncertainty about Processes That Shift over Time: Modeling and Analysis: Comment***by*Winkler, Robert L**422-422 Time Series Models for Count or Qualitative Observations: Reply***by*Harvey, Andrew C & Fernandes, C**423-431 Policy Analysis of Medical Malpractice Reforms: What Can We Learn from Claims Data?***by*Hughes, James W & Snyder, Edward A**433-440 The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis***by*Kim, Chang-Jin & Nelson, Charles R**441-452 Assessing the Quality of Household Panel Data: The Case of the Panel Study of Income Dynamics***by*Duncan, Greg J & Hill, Daniel H**453-460 The Use of Diversity Analysis to Assess the Relative Influence of Factors Affecting the Income Distribution***by*Nayak, Tapan K & Gastwirth, Joseph L**461-469 The Seasonal Adjustment Procedures for the Consumer Price Indexes: Some Empirical Results***by*Jain, Raj K**471-474 A Note on the Stochastic Approach to Index Numbers***by*Selvanathan, E A**475-481 Poverty Measurement: An Index Related to a Theil Measure of Inequality***by*Blackburn, McKinley L**483-487 A Revenue-Function Approach to the Measurement of Output-Substitution Possibilities in Agriculture***by*Gordon, Daniel V**489-496 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

### July 1989, Volume 7, Issue 3

**287-296 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**307-317 Modeling Heteroscedasticity in Daily Foreign-Exchange Rates***by*Hsieh, David A**319-326 The Way We Pay with Money***by*Boeschoten, W C & Fase, M M G**327-341 Parsimonious Parameterization of Vector Autoregressive Moving Average Models***by*Tsay, Ruey S**343-352 Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium***by*Bera, Anil K & Robinson, Peter M**353-362 A Benchmarking Approach to Forecast Combination***by*Trabelsi, Abdelwahed & Hillmer, Steven C**363-377 A Monte Carlo Study of Tests of Blockwise Weak Separability***by*Barnett, William A & Choi, Seungmook**379-386 Leading Indicators for the Service Sector***by*Layton, Allan P & Moore, Geoffrey H**382-394 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**403-406 Reverse Regression, Collinearity, and Employment Discrimination***by*Whiteside, M M & Narayanan, A

### April 1989, Volume 7, Issue 2

**147-159 Tests for Unit Roots: A Monte Carlo Investigation***by*Schwert, G William**161-167 Why Random Walk Models of the Term Structure Are Hard to Reject***by*Berger, Allen N & Craine, Roger**169-178 Exchange-Rate Dynamics with Sticky Prices: The Deutsche Mark, 1974-1982***by*Giovannini, Alberto & Rotemberg, Julio J**179-189 A Multivariate Intervention Model for the Dutch Mint Circulation: Estimation and Monte Carlo Simulation***by*van der Knoop, Han S & Hooijmans, Frans C**191-198 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**207-217 The Risk of Disclosure for Microdata***by*Duncan, George & Lambert, Diane**219-225 Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach***by*Shrestha, Keshab**227-235 The Estimation and Interpretation of Urban Density Gradients***by*Lahiri, Kajal & Lankford, R Hamilton & Numrich, Richard P**237-243 Compositional Changes of the Labor Force and the Increase of the Unemployment Rate: An Estimate for the United States***by*Gracia-Diez, Mercedes**245-252 Job-Match Quality as an Error Component and the Wage-Tenure Profile: A Comparison and Test of Alternative Estimators***by*Garen, John E**253-258 Estimation of Technical Efficiency Using Flexible Functional Form and Panel Data***by*Kumbhakar, Subal C**259-265 Testing a Theory of Exact Aggregation***by*Nicol, Christopher J**267-273 A Specification Test for Choosing the "Right" Public-Good Price***by*Hayes, Kathy J**275-286 The Optimal Use of Provisional Data in Forecasting with Dynamic Model s***by*Bordignon, Silvano & Trivellato, Ugo

### January 1989, Volume 7, Issue 1

**1-33 An Alternative Interpretation of Freedman's Nonresponse Case Study: Reply***by*Steinhorst, R Kirk & Byers, C Randall**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**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**107-115 A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach***by*Gregory, Allan W**117-127 The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption***by*Osborn, Denise R & Smith, Jeremy P**129-135 Prediction Tests for Structural Stability of Multiple Time Series***by*Lutkepohl, Helmut**137-139 A Report from the Battlefront***by*Poirier, Dale J**141-146 Generating Market Elasticity Estimates Using Cross-Sectional First-Choice and Second-Choice Data***by*Bordley, Robert F**1-9 Errors of Measurement in Output Deflators***by*Lichtenberg, Frank R & Griliches, Zvi

### October 1988, Volume 6, Issue 4

**401-407 A Reexamination of Friedman's Consumption Puzzle***by*Stock, James H**408-409 A Reexamination of Friedman's Consumption Puzzle: Comment***by*Watson, Mark W**410-412 A Reexamination of Friedman's Consumption Puzzle: Comment***by*Dickey, D A**413-414 A Reexamination of Friedman's Consumption Puzzle: Reply***by*Stock, James H**415-427 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation***by*Janson, Marius A**428-428 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment***by*Hogg, Robert V**429-432 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment***by*Cook, R Dennis**432-441 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment***by*Easton, George S**442-447 Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation]***by*Belsley, David A & Welsch, Roy E**447-449 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment***by*Koenker, Roger**450-451 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Reply***by*Janson, Marius A**453-464 An Application of Operational-Subjective Statistical Methods to Rational Expectations***by*Blattenberger, Gail & Lad, Frank**465-466 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment***by*Geweke, John**466-469 The Design and Summary of Public Subjective-Predictive Analyses: Comment [An Application of Operational-Subjective Statistical Methods to Rational Expectations]***by*Garber, Steven & Poirier, Dale J**470-472 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment***by*Diebold, Francis X**473-474 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment***by*Swamy, P A V B & Barth, J R**475-477 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Reply***by*Blattenberger, Gail & Lad, Frank**479-486 The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983***by*Geweke, John**487-500 Disclosure Risk and Disclosure Avoidance for Microdata***by*Paass, Gerhard**501-504 The Prediction Sum of Squares as a General Measure for Regression Diagnostics***by*Quan, Nguyen T**505-509 An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model***by*McDonald, Bill & Lee, Cheng-Few**511-515 Pitfalls in the Estimation of a Differenced Model***by*Maeshiro, Asatoshi & Vali, Shapoor