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
January 1995, Volume 13, Issue 1
October 1994, Volume 12, Issue 4
- 371-389 Bayesian Analysis of Stochastic Volatility Models
by Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E
- 389-392 Bayesian Analysis of Stochastic Volatility Models: Comment
by Andersen, Torben G
- 393-395 Bayesian Analysis of Stochastic Volatility Models: Comment
by Danielsson, Jon
- 395-396 Bayesian Analysis of Stochastic Volatility Models: Comment
by Engle, Robert F
- 397-399 Bayesian Analysis of Stochastic Volatility Models: Comment
by Geweke, John
- 399-401 Bayesian Analysis of Stochastic Volatility Models: Comment
by Ghysels, Eric & Jasiak, Joanna
- 402-403 Bayesian Analysis of Stochastic Volatility Models: Comment
by Harvey, Andrew C & Ruiz, Esther
- 403-406 Bayesian Analysis of Stochastic Volatility Models: Comment
by Nelson, Daniel B
- 406-410 Bayesian Analysis of Stochastic Volatility Models: Comment
by Shephard, Neil & Kim, Sangjoon
- 410-412 Bayesian Analysis of Stochastic Volatility Models: Comment
by Uhlig, Harald
- 413-417 Bayesian Analysis of Stochastic Volatility Models: Comments: Reply
by Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E
- 419-430 Residential Demand for Electricity under Inverted Block Rates: Evidence from a Controlled Experiment
by Herriges, Joseph A & King, Kathleen Kuester
- 431-436 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
- 437-448 A Combined Bound for Errors in Auditing Based on Hoeffding's Inequality and the Bootstrap
by Clayton, Howard R
- 449-459 A Comparison of Unit-Root Test Criteria
by Pantula, Sastry G & Gonzalez-Farias, Graciela & Fuller, Wayne A
- 461-470 Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection
by Hall, Alastair R
- 471-478 The Effects of Additive Outliers on Tests for Unit Roots and Cointegration
by Franses, Philip Hans & Haldrup, Niels
- 479-487 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
- 489-492 Posterior Properties of Long-Run Impulse Responses
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
July 1994, Volume 12, Issue 3
- 269-277 Inventories and the Three Phases of the Business Cycle
by Sichel, Daniel E
- 279-288 Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth
by Durland, J Michael & McCurdy, Thomas H
- 289-298 On the Periodic Structure of the Business Cycle
by Ghysels, Eric
- 299-308 Business-Cycle Phases and Their Transitional Dynamics
by Filardo, Andrew J
- 309-316 A Markov Model of Switching-Regime ARCH
by Cai, Jun
- 317-328 A Random-Coefficients Logit Brand-Choice Model Applied to Panel Data
by Jain, Dipak C & Vilcassim, Naufel J & Chintagunta, Pradeep K
- 329-337 Menu Pricing: An Experimental Approach
by Kiefer, Nicholas M & Kelly, Thomas J & Burdett, Kenneth
- 339-346 Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
- 347-360 Testing for Cointegration in Linear Quadratic Models
by Gregory, Allan W
- 361-368 Estimating Potential Output as a Latent Variable
by Kuttner, Kenneth N
April 1994, Volume 12, Issue 2
- 141-147 The Statistical Properties of the Equity Estimator
by Hill, R Carter & Cartwright, P A
- 149-153 The Statistical Properties of the Equity Estimator: A Reply
by Krishnamurthi, Lakshman & Rangaswamy, Arvind
- 155-155 The Statistical Properties of the Equity Estimator: Reply to Rejoinder
by Krishnamurthi, Lakshman & Rangaswamy, Arvind
- 155-155 The Statistical Properties of the Equity Estimator: A Rejoinder
by Hill, R Carter & Cartwright, P A
- 157-166 A Consistent Test for a Unit Root
by Leybourne, S J & McCabe, B P M
- 167-176 Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests
by MacKinnon, James G
- 177-186 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
- 205-219 Precautionary Saving: An Explanation for Excess Sensitivity of Consumption
by Normandin, Michel
- 221-231 Estimating End-Use Demand: A Bayesian Approach
by Bauwens, Luc & Fiebig, Denzil G & Steel, Mark F J
- 233-241 Patterns in Residential Gas and Electricity Consumption: An Econometric Analysis
by Lee, Ray-Shine & Singh, Nirvikar
- 243-251 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
- 253-260 Endogenous Trading Volume and Momentum in Stock-Return Volatility
by Lamoureux, Christopher G & Lastrapes, William D
- 261-265 Imposing Linear Homogeneity on Box-Tidwell Flexible Functional Forms
by Shin, Richard T & Ying, John S
January 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
- 109-122 Semiparametric Tests for Double Unit Roots
by Haldrup, Niels
- 123-127 Truncation Bias and the Ordinal Evaluation of Income Inequality
by Bishop, John A & Chiou, Jong-Rong & Formby, John P
- 129-133 Forecasting Performance of Structural Time Series Models
by Andrews, Rick L
- 135-136 Nonlinear Monetary Dynamics: Comment
by Ramsey, James B & Rothman, Philip
- 136-137 Reply [Nonlinear Monetary Dynamics]
by DeCoster, Gregory P & Mitchell, Douglas W
- 139-139 Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances]
by Lee, John H H & King, Maxwell L
October 1993, Volume 11, Issue 4
- 369-380 Testing for Common Features
by Engle, Robert F & Kozicki, Sharon
- 380-383 Testing for Common Features: Comment
by Ericsson, Neil R
- 384-385 Testing for Common Features: Comment
by Granger, Clive W J
- 385-386 Testing for Common Features: Comment
by Hansen, Bruce E
- 386-390 Testing for Common Features: Comment
by Quah, Danny
- 390-392 Testing for Common Features: Comment
by Tsay, Ruey S
- 393-395 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
- 407-416 Two-Phase Sampling of Tax Records for Business Surveys
by Armstrong, John & Block, Clayton & Srinath, K P
- 417-424 Improving the Efficiency of Data Collection: A Generic Respondent Follow-Up Strategy for Economic Surveys
by Berthelot, Jean-Marie & Latouche, Michel
- 428-431 Remarks on My Term at JBES
by Tauchen, George
- 435-481 An Author and Subject Index to the Journal of Business & Economic Statistics, Volumes 1-10 (1983-1992.)
by Trumbo, Bruce E & Reaves, Dixie Watts
July 1993, Volume 11, Issue 3
- 251-264 Auditing the Producer Price Index: Micro Evidence from Prescription Pharamceutical Preparations
by Berndt, Ernst R & Griliches, Zvi & Rosett, Joshua G
- 265-277 World Temperature-Trend Uncertainties and Their Implications for Economic Policy
by Seater, John J
- 279-288 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
- 301-309 Translating Prior Information across Specifications to Improve Predictive Accuracy
by Pace, R Kelley & Gilley, Otis W
- 311-317 Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors
by DeJong, David N & Whiteman, Charles H
- 319-323 Detecting Outliers in Deterministic Nonparametric Frontier Models with Multiple Outputs
by Wilson, Paul W
- 325-330 Solving Nonlinear Dynamic Models on Parallel Computers
by Coleman, Wilbur John, II
- 331-339 Business-Cycle Analysis with a Markov-Switching Model
by Goodwin, Thomas H
- 341-349 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
- 351-360 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
- 361-365 Premia in Forward Foreign Exchange as Unobserved Components: A Note
by Nijman, Theo E & Palm, Franz C & Wolff, Christian C P
April 1993, Volume 11, Issue 2
- 121-135 Calculating Interval Forecasts
by Chatfield, Chris
- 136-137 Calculating Interval Forecasts: Comment
by Ansley, Craig F
- 138-139 Calculating Interval Forecasts: Comment
by Ord, Keith
- 140-142 Calculating Interval Forecasts: Comment: Adaptive Forecasting
by Tsay, Ruey S
- 143-144 Calculating Interval Forecasts: Reply
by Chatfield, Chris
- 145-155 The Input-Output Approach to Instrument Selection
by Shea, John
- 157-165 Quality Management: Development of a Framework for a Statistical Agency
by Colledge, Michael & March, Mary
- 167-176 Common Volatility in International Equity Markets
by Engle, Robert F & Susmel, Raul
- 177-185 Theoretical Relations between Risk Premiums and Conditional Variances
by Backus, David K & Gregory, Allan W
- 187-197 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
- 209-214 Estimating Aggregate Automotive Income Elasticities from the Population Income-Share Elasticity
by Bordley, Robert F & McDonald, James B
- 215-224 Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle?
by Neftci, Salih N
- 225-233 Testing for Noninvertible Models with Applications
by Tsay, Ruey S
- 235-250 ARIMA Processes with ARIMA Parameters
by Grillenzoni, Carlo
January 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
- 103-112 A Fractional Cointegration Analysis of Purchasing Power Parity
by Cheung, Yin-Wong & Lai, Kon S
- 113-119 Cyclical Patterns in the Variance of Economic Activity
by French, Mark W & Sichel, Daniel E
October 1992, Volume 10, Issue 4
- 377-389 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
- 401-407 A Markov-Chain Model for Multivariate Magazine-Exposure Distributions
by Danaher, Peter J
- 409-417 Estimating the Effects of Consumer Incentive Programs on Domestic Automobile Sales
by Thompson, Patrick A & Noordewier, Thomas
- 419-426 A Dynamic Model of Investment in the U.S. Beef-Cattle Industry
by Foster, Kenneth A & Burt, Oscar R
- 427-435 Using Meta-Analysis Results in Bayesian Updating: The Empty-Cell Problem
by Vanhonacker, Wilfried R & Price, Lydia J
- 437-444 Estimation under Profit-Driven Loss Functions
by Blattberg, Robert C & George, Edward I
- 445-452 A Mixture-Model Approach to Combining Forecasts
by LeSage, James P & Magura, Michael
- 453-459 Measuring Economies of Diversification: A Frontier Approach
by Grosskopf, Shawna & Hayes, Kathy & Yaisawarng, Suthathip
- 467-470 Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions
by Perron, Pierre & Vogelsang, Timothy J
- 470-471 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
- 471-472 Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting: Reply
by Otter, Pieter W
- 473-474 A Return to the Battlefront
by Poirier, Dale J
- 561-565 A Simple Nonparametric Test of Predictive Performance
by Pesaran, M Hashem & Timmermann, Allan
July 1992, Volume 10, Issue 3
- 237-250 Searching for a Break in GNP
by Christiano, Lawrence J
- 251-270 Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
by Zivot, Eric & Andrews, Donald W K
- 271-287 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
- 289-299 A Direct Test for Changing Trend
by Chu, Chia-Shang James & White, Halbert
- 301-320 Nonstationarity and Level Shifts with an Application to Purchasing Power Parity
by Perron, Pierre & Vogelsang, Timothy J
- 321-335 Tests for Parameter Instability in Regressions with I(1) Processes
by Hansen, Bruce E
- 337-345 The Privacy Bootstrap
by Bowden, Roger J & Sim, Ah Boon
- 347-366 Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors
by Shea, Gary S
- 367-374 On Determining the Dimension of Real-Time Stock-Price Data
by Mayfield, E Scott & Mizrach, Bruce
April 1992, Volume 10, Issue 2
- 117-131 Projecting from Advance Data Using Propensity Modeling: An Application to Income and Tax Statistics
by Czajka, John L, et al
- 133-142 Interaction between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach
by Bera, Anil K & Higgins, Matthew L & Lee, Sangkyu
- 143-151 Money-Demand Variability: A Demand-Systems Approach
by Fisher, Douglas
- 153-167 Forecasting State-to-State Migration Rates
by Frees, Edward W
- 169-177 Inferring Changes in Expectation Behavior over Time: An Application of Nonlinear Time-Varying-Parameters Estimation
by Fuhrer, Jeffrey C
- 179-192 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
- 201-211 A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements
by LeSage, James P
- 213-219 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
- 221-228 Chow-Type Tests under Heteroscedasticity
by Koschat, Martin A & Weerahandi, Samaradasa
- 229-235 Inequality Constraints in the Univariate GARCH Model
by Nelson, Daniel B & Cao, Charles Q
January 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
- 109-115 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
Printed from https://ideas.repec.org/s/bes/jnlbes5.html
