Contact information of American Statistical Association
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlbes. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main .
Content
October 1998, Volume 16, Issue 4
- 388-399 Asymptotic Inference on Cointegrating Rank in Partial Systems
by Harbo, Ingrid, et al
- 400-411 A Structured VAR for Denmark under Changing Monetary Regimes
by Juselius, Katarina
- 412-422 The Relationship between Inflation and the Budget Deficit in Turkey
by Metin, Kivilcim
- 423-432 The Dynamics of Chronic Inflation in Brazil, 1968-1985
by Durevall, Dick
- 433-449 Modeling Inflation in Australia
by de Brouwer, Gordon & Ericsson, Neil R
- 450-458 Cointegration and Long-Horizon Forecasting
by Christoffersen, Peter F & Diebold, Francis X
- 459-468 Outlier Detection in Cointegration Analysis
by Franses, Philip Hans & Lucas, Andre
- 469-478 Prior Density-Ratio Class Robustness in Econometrics
by Geweke, John & Petrella, Lea
- 479-488 Why Do Investment Euler Equations Fail?
by Whited, Toni M
- 489-497 Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example
by Guerrero, Victor M & Pena, Daniel & Poncela, Pilar
- 498-507 The Risk Premium of Volatility Implicit in Currency Options
by Guo, Dajiang
July 1998, Volume 16, Issue 3
- 261-268 Real and Spurious Long-Memory Properties of Stock-Market Data
by Lobato, Ignacio N & Savin, N E
- 268-269 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment
by Granger, Clive W J
- 269-271 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment
by Geweke, John
- 272-272 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment
by Ho, Hwai-Chung Jeff & Lin, Chien-fu
- 273-276 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment
by Baillie, Richard T
- 276-279 Real and Spurious Long-Memory Properties of Stock-Market Data: Comment
by Robinson, P M
- 280-283 Real and Spurious Long-Memory Properties of Stock-Market Data: Reply
by Lobato, Ignacio N & Savin, N E
- 284-291 A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models
by Friedman, Moshe & Harris, Lawrence
- 292-303 The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases
by Pena, Daniel & Ruiz-Castillo, Javier
- 304-311 Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
by Enders, Walter & Granger, Clive W J
- 312-321 Spatio-Temporal Modeling of Residential Sales Data
by Gelfand, Alan E, et al
- 322-330 Inference Tests for Gini-Based Tax Progressivity Indexes
by Bishop, John A & Formby, John P & Zheng, Buhong
- 331-338 A Simple Method for Imposing Local Curvature in Some Flexible Consumer-Demand Systems
by Ryan, David L & Wales, Terence J
- 339-348 Estimation of Autocorrelations of Survey Errors with Application to Trend Estimation in Small Areas
by Pfeffermann, Danny & Feder, Moshe & Signorelli, David
- 349-356 A Locally Optimal Seaosnal Unit-Root Test
by Caner, Mehmet
- 357-361 An EM Algorithm for Conditionally Heteroscedastic Factor Models
by Demos, Antonis & Sentana, Enrique
- 362-368 Construction of Confidence Intervals for the Mean of a Population Containing Many Zero Values
by Kvanli, Alan H & Shen, Yaung Kaung & Deng, Lih Yuan
April 1998, Volume 16, Issue 2
- 127-152 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program
by Findley, David F, et al
- 153-155 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
by Cleveland, William P
- 155-160 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
by Maravall, Agustin
- 161-163 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
by Morry, Marietta & Chhab, Norma
- 164-165 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
by Wallis, Kenneth F
- 165-167 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
by Ghysels, Eric
- 167-168 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
by Hylleberg, Svend
- 169-177 New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Reply
by Findley, David F, et al
- 178-186 Bayesian Analysis of the Prototypal Search Model
by Kiefer, Nicholas M & Steel, Mark F J
- 187-197 On the Dynamics of Demand for Leisure and the Production of Health
by Sickles, Robin C & Yazbeck, Abdo
- 198-205 A New Measure of Fit for Equations with Dichotomous Dependent Variables
by Estrella, Arturo
- 206-215 Structural Instability and the Production-Smoothing Model of Inventories
by Rossana, Robert J
- 216-226 Anatomy of a Market Failure: NYSE Trading Suspensions (1974-1988)
by Bhattacharya, Utpal & Spiegel, Matthew
- 227-236 Nonlinearities and Nonstationarities in Stock Returns
by de Lima, Pedro J F
- 237-243 Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity
by Drost, Feike C & Nijman, Theo E & Werker, Bas J M
- 244-253 A Stochastic Volatility Model with Markov Switching
by So, Mike K P & Lam, K & Li, W K
- 254-259 Tests for Forecast Encompassing
by Harvey, David I & Leybourne, Stephen J & Newbold, Paul
January 1998, Volume 16, Issue 1
- 2-12 An Empirical Investigation of the "Dynamic McFadden" Model of Purchase Timing and Brand Choice: Implications for Market Structure
by Chintagunta, Pradeep K & Prasad, Alok R
- 13-26 Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
by Backus, David & Foresi, Silverio & Zin, Stanley
- 27-41 Analysis of Patent Data--A Mixed-Poisson-Regression-Model Approach
by Wang, Peiming & Cockburn, Iain M & Puterman, Martin L
- 42-51 Stabilized Sieve Sampling: A Point-Estimator Analysis
by Horgan, Jane M
- 52-61 Are Our Data Relevant to the Theory? The Case of Aggregate Consumption Expenditures, and Empirical Consumption and Savings
by Slesnick, Daniel T
- 62-72 Generalizing the Bayesian Vector Autoregression Approach for Regional Interindustry Employment Forecasting
by Partridge, Mark D & Rickman, Dan S
- 73-80 Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters
by Vogelsang, Timothy J
- 81-91 Modeling Price and Quantity Relations for Danish Manufacturing Exports
by Kongsted, Hans Christian
- 92-100 Multiple Regimes in U.S. Output Fluctuations
by Cooper, Suzanne J
- 101-109 Dynamic Bivariate Mixture Models: Modeling the Behavior of Prices and Trading Volume
by Liesenfeld, Roman
- 110-117 Out-of-Sample Forecast Performance as a Test for Nonlinearity in Time Series
by Jaditz, Ted & Sayers, Chera L
- 118-124 On the Choice of Functional Forms: Summary of a Monte Carlo Experiment
by Gagne, Robert & Ouellette, Pierre
October 1997, Volume 15, Issue 4
- 391-401 Do Fast-Food Chains Price Discriminate on the Race and Income Characteristics of an Area?
by Graddy, Kathryn
- 402-409 On Measuring Segregation in Samples with Small Units
by Carrington, William J & Troske, Kenneth R
- 410-418 Seasonal Adjustment and Other Data Transformations
by Ghysels, Eric
- 419-431 Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators
by Ziliak, James P
- 432-444 Measuring and Comparing Business-Cycle Features
by Hess, Gregory D & Iwata, Shigeru
- 445-451 A Measure of Production Performance
by Kokic, Philip, et al
- 452-463 Retrospective Reporting of Household Wealth: Evidence from the 1983-1989 Survey of Consumer Finances
by Kennickell, Arthur B & Starr-McCluer, Martha
- 464-469 The Implications of Demographic-Specific Inflation Rates for Trends in Real Educational Wage Differentials
by Idson, Todd & Miller, Cynthia
- 470-481 On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment
by Ooms, Marius & Franses, Philip Hans
- 482-492 Dynamic Asymptotically Ideal Models and Finite Approximation
by Fleissig, Adrian R & Swofford, James L
July 1997, Volume 15, Issue 3
- 293-299 Improving the Accessibility of the NBER's Historical Data
by Feenberg, Daniel & Miron, Jeffrey A
- 300-309 Reconciling the Old and New Census Bureau Education Questions: Recommendations for Researchers
by Jaeger, David A
- 310-327 Modeling Heterogeneity and State Dependence in Consumer Choice Behavior
by Keane, Michael P
- 328-334 A Bayesian Analysis of Autoregressive Time Series Panel Data
by Nandram, Balgobin & Petruccelli, Joseph D
- 335-344 Analyzing Ultimatum Bargaining: A Bayesian Approach to the Comparison of Two Potency Curves under Shape Constraints
by Fong, Duncan K H & Bolton, Gary E
- 345-353 When Do Long-Run Identifying Restrictions Give Reliable Results?
by Faust, Jon & Leeper, Eric M
- 354-368 The Modeling and Seasonal Adjustment of Weekly Observations
by Harvey, Andrew & Koopman, Siem Jan & Riani, Marco
- 369-378 Consistent Significance Testing for Nonparametric Regression
by Racine, Jeff
- 379-386 Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency
by Conrad, Jennifer & Gultekin, Mustafa N & Kaul, Gautam
- 387-389 Splicing Index Numbers
by Hill, Robert J & Fox, Kevin J
April 1997, Volume 15, Issue 2
- 115-129 Unemployment Insurance Eligibility and the School-to-Work Transition in Canada and the United States
by Ferrall, Christopher
- 130-152 Measuring the Influence of Unemployment Insurance on Unemployment Experiences
by Gritz, R Mark & MaCurdy, Thomas
- 153-164 Savings and Labor-Market Transitions
by Blundell, Richard & Magnac, Thierry & Meghir, Costas
- 165-179 Exact Structural Inference in Optimal Job-Search Models
by Lancaster, Tony
- 180-194 Precautionary Saving, Credit Constraints, and Irreversible Investment: Theory and Evidence from Semiarid India
by Fafchamps, Marcel & Pender, John
- 195-208 On the Optimal Lifetime of Nuclear Power Plants
by Rothwell, Geoffrey & Rust, John
- 209-220 Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices
by Elyakime, Bernard, et al
- 221-236 Equilibrium Wage and Dismissal Processes
by Flinn, Christopher J
- 237-253 A Microeconometric Comparison of Household Behavior between Countries
by Miller, Robert A & Sieg, Holger
- 254-268 Uncertain Health and Survival: Effects on End-of-Life Consumption
by Lillard, Lee A & Weiss, Yoram
- 269-281 Job Search and Commuting Time
by van den Berg, Gerard J & Gorter, Cees
- 282-292 Dynamic Savings Decisions in Agricultural Environments with Incomplete Markets
by Behrman, Jere R & Foster, Andrew & Rosenzweig, Mark R
January 1997, Volume 15, Issue 1
- 1-14 Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100
by Abhyankar, A & Copeland, L S & Wong, W
- 15-25 Impulse Response Function for Conditional Volatility in GARCH Models
by Lin, Wen-Ling
- 26-34 Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility
by Dueker, Michael J
- 35-42 Common Predictable Components in Regional Stock Markets
by Cheung, Yin-Wong & He, Jia & Ng, Lilian K
- 43-50 ARCH and Bilinearity as Competing Models for Nonlinear Dependence
by Bera, Anil K & Higgins, Matthew L
- 51-59 Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates
by Fong, Wai Mun & Koh, Seng Kee & Ouliaris, Sam
- 60-67 Approximate Asymptotic P Values for Structural-Change Tests
by Hansen, Bruce E
- 68-73 Further Investigation of the Uncertain Unit Root in GNP
by Cheung, Yin-Wong & Chinn, Menzie D
- 74-81 Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique
by McCulloch, J Huston
- 82-89 GMM Estimation of Count-Panel-Data Models with Fixed Effects and Predetermined Instruments
by Montalvo, Jose G
- 90-100 Estimation of Short-Run and Long-Run Elasticities of Energy Demand from Panel Data Using Shrinkage Estimators
by Maddala, G S, et al
- 101-108 Empirical Bayes Small-Area Estimation Using Logistic Regression Models and Summary Statistics
by Farrell, Patrick J & MacGibbon, Brenda & Tomberlin, Thomas J
October 1996, Volume 14, Issue 4
- 399-411 Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate
by Den Haan, Wouter J
- 412-420 Bayesian Estimation of Stochastic Discount Factors
by Gordon, Stephen & Samson, Lucie & Carmichael, Benoit
- 421-428 Predicting Turning Points through the Integration of Multiple Models
by Li, David T & Dorfman, Jeffrey H
- 429-434 Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns
by Harvey, Andrew C & Shephard, Neil
- 435-446 Can Economic Time Series Be Differenced to Stationarity?
by Leybourne, S J & McCabe, B P M & Tremayne, A R
- 447-459 An Exponential-Family Multidimensional Scaling Mixture Methodology
by Wedel, Michel & DeSarbo, Wayne S
- 460-468 Semiparametric Estimation of Stochastic Production Frontier Models
by Fan, Yanqin & Li, Qi & Weersink, Alfons
- 469-477 Excess Zeros in Count Models for Recreational Trips
by Gurmu, Shiferaw & Trivedi, Pravin K
- 478-486 On Using Linear Regressions in Welfare Economics
by Yitzhaki, Shlomo
- 487-496 Semiparametric (Distribution-Free) Testing of the Expectations Hypothesis in a Parimutuel Gambling Market
by Goodwin, Barry K
July 1996, Volume 14, Issue 3
- 262-280 Finite-Sample Properties of Some Alternative GMM Estimators
by Hansen, Lars Peter & Heaton, John & Yaron, Amir
- 281-293 A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model
by West, Kenneth D & Wilcox, David W
- 294-308 Small-Sample Properties of GMM-Based Wald Tests
by Burnside, Craig & Eichenbaum, Martin S
- 309-327 Small-Sample Properties of GMM for Business-Cycle Analysis
by Chistiano, Lawrence J & den Haan, Wouter J
- 328-352 GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
by Andersen, Torben G & Sorensen, Bent E
- 353-366 Small-Sample Bias in GMM Estimation of Covariance Structures
by Altonji, Joseph G & Segal, Lewis M
- 367-373 Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure
by Clark, Todd E
- 374-386 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
by Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L
- 387-388 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment
by Bell, William R
- 388-389 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment
by Hylleberg, Svend
- 389-393 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment
by Findley, David F
- 394-396 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment
by Watson, Mark W
- 396-397 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply
by Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L
April 1996, Volume 14, Issue 2
- 139-151 Periodic Autoregressive Conditional Heteroscedasticity
by Bollerslev, Tim & Ghysels, Eric
- 153-160 Testing Identifiability of Cointegrating Vectors
by Boswijk, H Peter
- 161-168 The Level and Power of the Bootstrap t Test in the AR(1) Model with Trend
by Nankervis, John C & Savin, N E
- 169-177 Blanchard's Model of Consumption: An Empirical Study
by Haug, Alfred A
- 179-187 The Persistence of Shocks to Macroeconomic Time Series: Some Evidence from Economic Theory
by Cushing, Matthew J & McGarvey, Mary G
- 189-198 Why Are Some Industries More Cyclical Than Others?
by Petersen, Bruce & Strongin, Steven
- 199-202 The APT Model as Reduced-Rank Regression
by Bekker, Paul & Dobbelstein, Pascal & Wansbeek, Tom
- 203-208 Measuring Substitution in Monetary-Asset Demand Systems
by Davis, George C & Gauger, Jean
- 209-220 R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization
by Cameron, A Colin & Windmeijer, Frank A G
- 221-229 Inferring the Order of the Choice Process Using Consumer Purchase Histories
by Morgan, Michael S & Trivedi, Minakshi
- 231-241 Nonresponse Bias and Business Turnover Rates: The Case of the Characteristics of Business Owners Survey
by Holmes, Thomas J & Schmitz, James A, Jr
- 243-250 Prediction of the U.S. Employment Links: An Application of an Empirical Bayes Procedure
by Wang, Wenyu
- 251-255 Two Simple Algorithms for Generating a Subset of Data Consistent with WARP and Other Binary Relations
by Gross, John & Kaiser, Dan
- 257-257 Correction [Posterior Properties of Long-Run Impulse Responses]
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
January 1996, Volume 14, Issue 1
- 1-9 A Bayesian Approach to Calibration
by DeJong, David N & Ingram, Beth Fisher & Whiteman, Charles H
- 11-30 Evidence on Structural Instability in Macroeconomic Time Series Relations
by Stock, James H & Watson, Mark W
- 31-43 A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps
by Ho, Mun S & Perraudin, William R M & Sorensen, Bent E
- 45-52 High-Frequency Data and Volatility in Foreign-Exchange Rates
by Zhou, Bin
- 53-68 Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors
by Hansen, Lars Peter & Singleton, Kenneth J
- 69-79 Specification of Echelon-Form VARMA Models
by Lutkepohl, Helmut & Poskitt, D S
- 81-90 Permanent Income, Current Income, and Consumption: Evidence from Two Panel Data Sets
by Lusardi, Annamaria
- 91-101 Public Infrastructure, Private Input Demand, and Economic Performance in New England Manufacturing
by Morrison, Catherine J & Schwartz, Amy Ellen
- 103-111 Economic Trends and Being Trendy: The Influence of Consumer Confidence on Retail Fashion Sales
by Allenby, Greg M & Jen, Lichung & Leone, Robert P
- 113-126 Interactive Graphical Methods in the Analysis of Customer Panel Data
by Koschat, Martin A & Swayne, Deborah F
- 126-128 Interactive Graphical Methods in the Analysis of Customer Panel Data: Comment
by Allenby, Greg M
- 128-129 Interactive Graphical Methods in the Analysis of Customer Panel Data: Comment
by Buja, Andreas
- 130-132 Interactive Graphical Methods in the Analysis of Customer Panel Data: Reply
by Koschat, Martin A & Swayne, Deborah F
- 133-133 A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements: Errata
by LeSage, James P
- 135-138 Shifts in the Interest-Rate Response to Money Announcements: What Can We Say about When They Occur?
by Roley, V Vance & Wheatley, Simon M
October 1995, Volume 13, Issue 4
- 361-364 Dan Nelson Remembered
by Bollerslev, Tim & Rossi, Peter E
- 365-378 Overnight and Daytime Stock-Return Dynamics on the London Stock Exchange: The Impact of the "Big Bang" and the 1987 Stock-Market Crash
by Masulis, Ronald W & Ng, Victor K
- 379-396 Can Speculative Trading Explain the Volume-Volatility Relation?
by Foster, F Douglas & Viswanathan, S
- 397-408 The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets
by Bekaert, Geert
- 409-417 Sustainability of the Deficit Process with Structural Shifts
by Quintos, Carmela E
- 419-433 Revealed Preference of the Federal Reserve: Using Inverse-Control Theory to Interpret the Policy Equation of a Vector Autoregression
by Salemi, Michael K
- 435-440 Uncertainty about the Persistence of Economic Shocks
by Miller, John P & Newbold, Paul
- 441-451 Temporal Aggregation and Economic Time Series
by Rossana, Robert J & Seater, John J
- 453-458 Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money
by Serletis, Apostolos
- 459-465 A Dynamic Analysis of Interfuel Substitution in U.S. Industrial Energy Demand
by Jones, Clifton T
- 467-474 Duration Dependence and Dispersion in Count-Data Models
by Winkelmann, Rainer
- 475-488 Some Specification Tests for Probit Models Estimated on Panel Data
by Lechner, Michael
July 1995, Volume 13, Issue 3
- 237-252 Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability
by Canova, Fabio & Hansen, Bruce E
- 253-263 Comparing Predictive Accuracy
by Diebold, Francis X & Mariano, Roberto S
- 265-275 A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks
by Swanson, Norman R & White, Halbert
- 277-280 Lag Order and Critical Values of the Augmented Dickey-Fuller Test
by Cheung, Yin-Wong & Lai, Kon S
- 281-289 Reassessing Brand Loyalty, Price Sensitivity, and Merchandising Effects on Consumer Brand Choice
by Allenby, Greg M & Lenk, Peter J
- 291-303 Modeling the Distribution of Price Sensitivity and Implications for Optimal Retail Pricing
by Kim, Byung-Do & Blattberg, Robert C & Rossi, Peter E
- 305-314 Measurement Error and Earnings Dynamics: Some Estimates from the PSID Validation Study
by Pischke, Jorn-Steffen
- 315-326 A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis
by Hsiao, Cheng & Mountain, Dean C & Illman, Kathleen Ho
- 327-335 Censored Regression Estimation under Unobserved Heterogeneity: A Stochastic Parameter Approach
by Ioannatos, Petros E
- 337-346 Research on Establishment-Survey Questionnaire Design
by Phipps, Polly A & Butani, Shail J & Chun, Young I
- 347-356 Variance Estimation in the Swedish Consumer Price Index
by Dalen, Jurgen & Ohlsson, Esbjorn
- 357-359 Sample-Audit Tax Assessment for Businesses: What's Fair?
by Press, S James
April 1995, Volume 13, Issue 2
- 133-136 Introduction to the JBES Symposium on Program and Policy Evaluation
by Angrist, Joshua D
- 137-149 The Benefit of Additional High-School Math and Science Classes for Young Men and Women
by Levine, Phillip B & Zimmerman, David J
- 151-161 Natural and Quasi-experiments in Economics
by Meyer, Bruce D
- 163-173 The Labor-Market Effects of Introducing National Health Insurance: Evidence from Canada
by Gruber, Jonathan & Hanratty, Maria
- 175-182 The Employment Effect in Retail Trade of California's 1988 Minimum Wage Increase
by Kim, Taeil & Taylor, Lowell J
- 183-188 The General-Liability Reform Experiments and the Distribution of Insurance-Market Outcomes
by Viscusi, W Kip & Born, Patricia
- 189-198 The Impact of Unemployment Insurance Benefit Levels on Recipiency
by McCall, Brian P
- 199-206 Minimum Wage Effects on Employment and School Enrollment
by Neumark, David & Wascher, William
- 207-215 Evaluating the Cost of Conscription in The Netherlands
by Imbens, Guido & van der Klaauw, Wilbert
- 217-224 Democratization or Diversion? The Effect of Community Colleges on Educational Attainment
by Rouse, Cecilia Elena
- 225-235 Split-Sample Instrumental Variables Estimates of the Return to Schooling
by Angrist, Joshua D & Krueger, Alan B
January 1995, Volume 13, Issue 1
- 1-10 Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation
by Lumsdaine, Robin L
- 11-25 A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada
by Karolyi, G Andrew
- 27-35 Estimation of Common Long-Memory Components in Cointegrated Systems
by Gonzalo, Jesus & Granger, Clive W J
- 37-45 Long Memory in Inflation Rates: International Evidence
by Hassler, Uwe & Wolters, Jurgen
- 47-51 Nonstationarity of Regressors and Tests on Real-Interest-Rate Behavior
by Mishkin, Frederic S
- 53-66 Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features
by Dorsey, Robert E & Mayer, Walter J
- 67-83 Money, Output, and Prices: Evidence from a New Monetary Aggregate
by Rotemberg, Julio J & Driscoll, John C & Poterba, James M
- 85-94 Randomization Tests in Econometrics
by Kennedy, Peter E
- 95-103 Measuring Welfare Changes When Quantity Is Constrained
by Breslaw, Jon A & Smith, J Barry
- 105-111 Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity
by Caudill, Steven B & Ford, Jon M & Gropper, Daniel M