# 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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### October 1988, Volume 6, Issue 4

### July 1988, Volume 6, Issue 3

**287-296 Missing-Data Adjustments in Large Surveys***by*Little, Roderick J A**296-297 Missing-Data Adjustments in Large Surveys: Comment***by*Sande, I G**298-299 Missing-Data Adjustments in Large Surveys: Comment***by*Scheuren, Fritz**300-301 Missing-Data Adjustments in Large Surveys: Reply***by*Little, Roderick J A**303-312 Normalized Quadratic Systems of Consumer Demand Functions***by*Diewert, W E & Wales, T J**313-325 Two-Stage Budgeting and Exact Aggregation***by*Jorgenson, Dale W & Slesnick, Daniel T & Stoker, Thomas M**326-334 Multivariate Measures of Well-Being and an Analysis of Inequality in the Michigan Data***by*Maasoumi, Esfandiar & Nickelsburg, Gerald**335-337 Truncation Bias and the Measurement of Income Inequality***by*Fichtenbaum, Rudy & Shahidi, Hushang**339-349 Productivity Analysis of U.S. Manufacturing Using a Stochastic-Coefficients Production Function***by*Narasimham, Gorti V L & Swamy, P A V B & Reed, R C**351-358 The Empirical Relationship between Money, Prices, and Income Revisite d***by*Serletis, Apostolos**359-371 Housing Depreciation and Aging Bias in the Consumer Price Index***by*Randolph, William C**373-379 Combination of Economic Forecasts: An Odds-Matrix Approach***by*Gupta, Sunil & Wilton, Peter C**381-384 Multiperiod Forecasts of Interest Rates***by*Dua, Pami**385-390 Classification-Error Models and Labor-Market Dynamics***by*Meyer, Bruce D**391-398 A Heterogeneous Conditional Logit Model of Choice***by*Steckel, Joel H & Vanhonacker, Wilfried R

### April 1988, Volume 6, Issue 2

**145-159 Generalizing the NBD Model for Customer Purchases: What Are the Implications and Is It Worth the Effort?***by*Morrison, Donald G & Schmittlein, David C**161-162 Generalizing the NBD Model for Customer Purchases: What Are the Implications and Is It Worth the Effort? Comment***by*Sabavala, Darius J**163-164 On Negative Binomial Distribution: Comment***by*Montgomery, David B**165-166 Generalizing the NBD Model for Customer Purchases: What Are the Implications and Is It Worth the Effort? Reply***by*Morrison, Donald G & Schmittlein, David C**167-187 An Examination of the Commerce Department Leading-Indicator Approach***by*Koch, Paul D & Rasche, Robert H**189-196 Estimation of Laspeyres Price Indexes Using the Prediction Approach for Finite Population Sampling***by*Valliant, Richard**197-206 Disaggregation and Forecasting: A Bayesian Analysis***by*da Alba, Enrique**207-219 Modeling Nonignorable Nonresponse in Categorical Panel Data with an Example in Estimating Gross Labor-Force Flows***by*Stasny, Elizabeth A**221-229 Out of Work, Out of Mind: Response Errors in Retrospective Reports of Unemployment***by*Mathiowetz, Nancy A & Duncan, Greg J**231-240 Estimating the Structure of Agricultural Investment: A Stochastic-Coefficients Approach***by*Conway, Roger K & Hrubovcak, James & LeBlanc, Michael**241-246 Comparison of Nonparametric Tests of Weak Separability for Annual and Quarterly Data on Consumption, Leisure, and Money***by*Swofford, James L & Whitney, Gerald A**247-260 Making Statistics More Effective in Schools of Business***by*Easton, George & Roberts, Harry V & Tiao, George C**261-272 The Role of Statistics in Accounting, Marketing, Finance, and Production***by*Hamada, Robert, et al**273-282 A Survey of the Teaching of Statistics in M.B.A. Programs***by*Rose, Elizabeth L & Machak, Joseph A & Spivey, W Allen

### January 1988, Volume 6, Issue 1

**1-15 Stable Factors in Security Returns: Identification Using Cross-Validation***by*Conway, Delores A & Reinganum, Marc R**16-20 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment***by*Jobson, J D**20-21 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment***by*Stambaugh, Robert F**24-28 Stable Factors in Security Returns: Identification Using Cross-Validation: Reply***by*Conway, Delores A & Reinganum, Marc R**29-42 Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model: Iterated Nonlinear Seemingly Unrelated Regression Estimates***by*McElroy, Marjorie B & Burmeister, Edwin**43-49 Risk Measurement for Event-Dependent Security Returns***by*Lockwood, Larry J & Kadiyala, K Rao**51-57 The Stable-Law Model of Stock Returns***by*Akgiray, Vedat & Booth, G Geoffrey**59-67 Translog Flexible Functional Forms and Substitutability of Monetary Assets***by*Serletis, Apostolos**69-77 The Interactive and Causal Relationships Involving Precious Metal***by*Chan, M W Luke & Mountain, Dean C**79-86 Estimating the Cost of a Warranty***by*Frees, Edward W**87-95 Time-Series Modeling for Statistical Process Control***by*Alwan, Layth C & Roberts, Harry V**97-104 A Latent-Variable Model of Quality Determination***by*Gertler, Paul J**105-111 Serial Correlation and the Combination of Forecasts***by*Diebold, Francis X**113-119 Variance Estimators of the Gini Coefficient--Probability Sampling***by*Sandstrom, Arne & Wretman, Jan H & Walden, Bertil**121-134 An Engineering/Econometric Analysis of Seasonal Energy Demand and Conservation in the Pacific Northwest***by*Dubin, Jeffrey A & Henson, Steven E**135-138 Short Communications: Comment on "A Neglected Method of Separating Demand and Supply in Time Series Regression," by Stephen E. Haynes and Joe A. Stone***by*Young, Kan H**138-140 Short Communications: Reply [Impact of the Terms of Trade on the U.S. Trade Balance: A Reexamination]***by*Haynes, Stephen E & Stone, Joe A**1-23 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment***by*Brown, Stephen J**1-16 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment***by*Chen, Nai-fu

### October 1987, Volume 5, Issue 4

**437-442 Vector Autoregressions and Reality***by*Runkle, David E**443-449 Vector Autoregressions and Reality: Comment***by*Sims, Christopher A**449-451 Vector Autoregressions and Reality: Comment***by*Blanchard, Olivier Jean**451-453 Vector Autoregressions and Reality: Comment***by*Watson, Mark W**454-454 Vector Autoregressions and Reality: Reply***by*Runkle, David E**455-461 Determining the Ordering of Differencing in Autoregressive Processes***by*Dickey, David A & Pantula, Sastry G**463-473 Symmetric Test for Second Differencing in Univariate Time Series***by*Sen, D L & Dickey, David A**475-482 Regression Estimation of Crop Acreages with Transformed Landsat Data as Auxiliary Variables***by*Hung, Hsien-Ming & Fuller, Wayne A**483-498 The Sensitivity of the True Cost of Living to Price-Induced and Income-Induced Changes in Aggregate Consumers' Tastes***by*Baseman, R L & Slottje, D J**499-506 Ordinary Least Squares and Sample-Selection Models of Health-Care Demand***by*Hay, Joel W & Leu, Robert & Rohrer, Paul**507-519 A Time-Series Study of the Formation and Predictive Performance of EEC Production Survey Expectations***by*Hanssens, Dominique M & Vanden Abeele, Pierre M**521-528 Gasoline Cost and Hedonic Price Indexes of U.S. Used Cars for 1970-1983***by*Ohta, Makoto**529-537 Measurement-Error Diagnostics and the Sex Discrimination Problem***by*Schafer, Daniel W**539-548 Rational Economic Data Revisions***by*de Jong, Piet

### July 1987, Volume 5, Issue 3

**315-327 Estimating the Continuous-Time Consumption-Based Asset-Pricing Model***by*Grossman, S J & Melino, Angelo & Shiller, Robert J**329-335 A New Model for Learning Curves, DARM***by*McDonald, John**336-337 A New Model for Learning Curves, DARM: Comment***by*Womer, Norman Keith & Patterson, J Wayne**338-338 A New Model for Learning Curves, DARM: Reply***by*McDonald, John**339-350 The Measurement of Inflation: A Stochastic Approach***by*Clements, Kenneth W & Izan, H Y**351-356 The Informational Efficiency of Weekly Money Announcements: An Econometric Critique***by*Belongia, Michael T & Sheehan, Richard G**357-367 Bayesian Estimation and Prediction for the Beta-Binomial Model***by*Lee, Jack C & Sabavala, Darius J**369-381 The Detection of Influential Observations for Allocation, Separation, and the Determination of Probabilities in a Bayesian Framework***by*Johnson, Wesley**383-387 A Note on Overdifferencing and the Equivalence of Seasonal Time Series Models with Monthly Means and Models with (0, 1, 1)12 Seasonal Parts when Theta=1***by*Bell, William**389-395 Composite Forecasting: An Integrated Approach and Optimality Reconsidered***by*Phillips, Robert F**397-406 Forecasting Wheat Exports: Do Exchange Rates Matter?***by*Bessler, David A & Babula, Ronald A**407-415 Unobservable Transactions Price and the Measurement of a Supply and Demand Model for the American Steel Industry***by*Rogers, Robert P**417-424 The Probability Distribution of Future Demand: The Case of Hydro Quebec***by*Bernard, Jean-Thomas & Veall, Michael R**425-430 Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm***by*Huang, Cliff J & Sloan, Frank A & Adamache, Killard W**431-436 Multicollinearity Problems in Modeling Time Series with Trading-Day Variation***by*Salinas, Teresita S & Hillmer, Steven C

### April 1987, Volume 5, Issue 2

**165-175 Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates***by*Mork, Knut Anton**177-189 Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods***by*Dagum, Estela Bee & Laniel, Normand**191-194 Seasonal Extraction in the Presence of Feedback***by*Ghysels, Eric**195-203 Durbin-Watson and Generalized Durbin-Watson Tests for Autocorrelations and Randomness***by*Ali, Mukhtar M**205-217 The Value of Information to the Acidic Deposition Debates***by*Peck, Stephen C & Richels, Richard G**219-232 Aggregate Consumer Behavior and Household Equivalence Scales***by*Jorgenson, Dale W & Slesnick, Daniel T**233-242 A Globally Flexible, Almost Ideal Demand System***by*Chalfant, James A**243-248 The Econometrics of Piecewise-Linear Budget Constraints: A Monte Carlo Study***by*Megdal, Sharon Bernstein**249-255 Production Frontiers and Panel Data: An Application to U.S. Class 1 Railroads***by*Kumbhakar, Subal C**257-265 Elasticity of Factor Substitution in Police Agencies: Evidence from Florida***by*Gyimah Brempong, Kwabena**267-274 Sample Splitting and Applied Econometric Modeling***by*Jarque, Carlos M**275-282 Diagnostics for Group Effects in Regression Analysis***by*Moulton, Brent R**283-286 A Diagnostic Test for the Multinomial Logit Model***by*Tse, Y K**287-293 Nonresponse in a Periodic Sample Survey***by*Kott, Phillip S**295-303 Subset Selection toward Optimizing the Best Performance at a Second Stage***by*Ehrman, Chaim Meyer & Krieger, Abba & Miescke, Klaus J**305-308 Generating Ordered Families of Lorenz Curves by Strongly Unimodal Distributions***by*Arnold, Barry C, et al

### January 1987, Volume 5, Issue 1

**1-4 The Economic and Financial Outlook***by*Gramley, Lyle E**5-12 Measuring the Economic Affluence between Populations of Income Receivers***by*Dagum, Camilo**13-18 Interdistributional Income Inequality***by*Butler, Richard J & McDonald, James B**19-26 Relative Price Changes and Inequality in the Size Distribution of Various Components of Income: A Multidemensional Approach***by*Slottje, D J**27-38 Analysis of the Car Accident Indexes in Spain: A Multiple Time Series Approach***by*Garcia-Ferrer, Antonio & del Hoyo, Juan**39-46 Problems in the Measurement of Consumer Cost-of-Living Indexes***by*Kokoski, Mary F**47-52 Deadweight Loss: Theoretical Size Relationships and the Precision of Measurement***by*Hayes, K & Porter-Hudak, S**53-67 Macroeconomic Forecasting Using Pooled International Data***by*Garcia-Ferrer, Antonio, et al**68-76 More Flexible Use of Survey Data on Expectations in Macroeconomic Models***by*Lahiri, Kajal & Zaporowski, Mark**77-85 Bayesian Forecasting with Stable Seasonal Patterns***by*Oliver, Robert M**87-97 Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models***by*Wolff, Christian C P**99-103 A Conditional Variance Model for Daily Deviations of an Exchange Rate***by*Milhoj, Anders**105-113 Does the Swiss National Bank Stabilize the Swiss Franc Exchange Rates?***by*von Ungern-Sternbert, Thomas**115-120 Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models***by*Maravall, Agustin**121-129 Measurement of Abnormal Returns from Small Firms***by*Morgan, Alison & Morgan, Ieuan**131-143 Time Aggregation and the Estimation of the Market Model: Empirical Evidence***by*Cartwright, Phillip A & Lee, Cheng F**145-149 Standard Errors for Elasticities: A Comparison of Bootstrap and Asymptotic Standard Errors***by*Green, Richard & Hahn, William & Rocke, David**151-154 A Note on Forecaster Discord and Consensus Prediction Error***by*Hasbrouck, Joel**155-158 Who Forecasts Better? [Economic Forecasts and Their Assessment]***by*Stekler, H O

### October 1986, Volume 4, Issue 4

**397-416 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data***by*Tauchen, George**417-418 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment***by*Delong, David M**418-421 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment***by*Hansen, Lars Peter**421-422 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment***by*Rossi, Peter E**423-425 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Reply***by*Tauchen, George**427-436 Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models***by*Thompson, Patrick A & Miller, Robert B**437-444 Two-Stage Bounded-Influence Estimators for Simultaneous-Equations Models***by*Krasker, William S**445-453 Preliminary Data Errors and Their Impact on the Forecast Error of Simultaneous-Equations Models***by*Trivellato, Ugo & Rettore, Enrico**455-471 A Method for Seasonally Adjusted Time Series with Variation in the Seasonal Amplitude***by*van der Hoeven, H & Hundepool, A J**473-484 Seasonal Adjustment of Time Series Using One-Sided Filters***by*Cupingood, Leonard A & Wei, William W S**485-489 A Note on Exponentially Smoothed Seasonal Differences***by*Oller, Lars-Erik

### July 1986, Volume 4, Issue 3

**281-288 The Revenue Effects of the Kennedy and Reagan Tax Cuts: Some Time Series Estimates***by*Canto, Victor A & Joines, Douglas H & Webb, Robert I**289-303 Econometric Analysis of Costing System Components in Rail Rate Regulation***by*Rhodes, George F, Jr & Westbrook, M Daniel**305-316 Analysis of Lumber and Pulpwood Production in a Partial Adjustment Model with Dynamic and Variable Speeds of Adjustment***by*Lin, Winston T**317-328 The Econometrics of Piecewise-Linear Budget Constraints: A Survey and Exposition of the Maximum Likelihood Method***by*Moffitt, Robert**329-338 Sample Attrition and Labor Supply Response in Experimental Panel Data: A Study of Alternative Correction Procedures***by*Robins, Philip K & West, Richard W**339-346 Third-Order Translog Utility Functions***by*Hayes, Kathy J**347-357 On Cross-Lagged Panel Models with Serially Correlated Errors***by*Mayer, Lawrence S**359-353 A Diagnostic Test for Normality within the Power Exponential Family***by*Poirier, Dale J & Tello, Mario D & Zin, Stanley E**375-390 Forecasting Vector ARMA Processes with Systematically Missing Observations***by*Lutkepohl, Helmut

### April 1986, Volume 4, Issue 2

**147-160 Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering***by*Burmeister, Edwin & Wall, Kent D & Hamilton, James D**161-169 Singularity and Auotregressive Disturbances in Linear Logit Models***by*Chavas, Jean-Paul & Segerson, Kathleen**171-176 Optimal Sample Designs with Preliminary Tests of Significance***by*Grossman, Jean Baldwin**177-186 A Comparison of Forecasting Accuracies of Alternative Regional Production Index Methodologies***by*Fomby, Thomas B**187-198 Automobile Prices and Quality: Did the Gasoline Price Increases Change Consumer Tastes in the U.S.?***by*Ohta, Makoto & Griliches, Zvi**199-208 Bayes Estimates for the Price and Income Elasticities of Alcoholic Beverages in Finland from 1955 to 1980***by*Ahtola, Juha & Ekholm, Anders & Somervuori, Antti**209-224 Systematic Effects of Capital Service Price Definition on Perceptions of Input Substitution***by*Hazilla, Michael & Kopp, Raymond J**225-232 The Volume of Transactions and the Circulation of Money in the United States, 1950-1979***by*Cramer, J S**233-241 The Speed of Adjustment of Warrant Prices to Changes in Stock Prices***by*Patterson, Douglas M**243-254 An Application of the Chi-squared Goodness-of-Fit Test to Discrete Common Stock Returns***by*Ritchey, Robert J**255-262 Use of the Bootstrap and Cross-validation in Ridge Regression***by*Delaney, Nancy Jo & Chatterjee, Sangit**263-268 Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss***by*Miyazaki, Shigetaka & Judge, George & Yancey, Thomas**269-273 Large Sample Theory for the Bounds on the Gini and Related Indices of Inequality Estimated from Grouped Data***by*Gastwirth, Joseph L & Nayak, Tapan K & Krieger, Abba M

### January 1986, Volume 4, Issue 1

**1-4 A Statistical Approach to Economic Forecasting***by*Litterman, Robert B**5-15 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts***by*McNees, Stephen K**16-17 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment***by*Granger, C W J**17-19 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment***by*Litterman, Robert B**19-22 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment***by*Spivey, W Allen**25-38 Forecasting with Bayesian Vector Autoregressions-Five Years of Experience***by*Litterman, Robert B**39-46 Combining Economic Forecasts***by*Clemon, Robert T & Winkler, Robert L**47-58 The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach***by*Nijman, T E & Palm, F C**59-70 ARCH and Bilinear Time Series Models: Comparison and Combination***by*Weiss, Andrew A**71-80 An Application of Vector Time Series Techniques to Macroeconomic Forecasting***by*Fackler, James S & Krieger, Sandra C**81-86 Univariate ARIMA Forecasts of Defined Variables***by*Kang, Heejoon**87-94 Statistical Matching Using File Concatenation with Adjusted Weights and Multiple Imputations***by*Rubin, Donald B**95-103 Measuring Measurement Error in Economic Time Series***by*Ashley, Richard & Vaughan, David**105-109 Effects of Rotation Group Bias on Estimation of Unemployment***by*Solon, Gary**111-121 Measuring Gross Flows in the Labor Force: An Overview of a Special Conference***by*Hogue, Carma R & Flaim, Paul O**123-124 A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization***by*Freedman, David A**125-126 A Bayesian Approach to the Nonresponse Problem, Using Covariates a la Freedman: Comment [A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization]***by*Hill, Bruce M**126-127 A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization: Reply***by*Freedman, David A**129-130 Two Results Useful for Implementing Litterman's Procedure for Interpolating a Time Series [A Random Walk, Markov Model for the Distribution of Time Series]***by*Silver, J Lew**131-133 A Model for Water Pricing***by*Freeman, David A**1-23 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Reply***by*McNees, Stephen K

### October 1985, Volume 3, Issue 4

**293-311 Rational Expectations and Macroeconomic Forecasts***by*Zarnowitz, Victor**312-324 Primal and Dual Capacity Utilization: An Application to Productivity Measurement in the U.S. Automobile Industry***by*Morrison, Catherine J**325-331 The Effects of Price Aggregation Bias in Systems of Demand Equations***by*Derrick, Frederick W & Wolken, John D**332-343 The True Cost-of-Living Index with Changing Preferences***by*Heien, Dale & Dunn, James**344-349 The Effects of Detrending in Granger Causality Tests***by*Kang, Heejoon**350-355 On Structural Time Series Models and the Characterization of Components***by*Maravall, Agustin**356-361 Seasonal Time Series and Transfer Function Modeling***by*Abraham, Bovas**362-369 A Dynamic Analysis of Prices in the U.S. Rice Marketing Channel***by*Brorsen, B Wade & Chavas, Jean-Paul & Grant, Warren R**370-379 Estimation and Inference in Two-Step Econometric Models***by*Murphy, Kevin M & Topel, Robert H**380-391 Goals for Statistical Uses of Administrative Records: The Next 10 Years***by*Jabine, Thomas B & Scheuren, Fritz**393-395 Goals for Statistical Uses of Administrative Records: The Next 10 Years: Comment: The Future of Administrative Records in the Census Bureau's Demographic Activity***by*Butz, William P**396-397 Goals for Statistical Uses of Administrative Records: The Next 10 Years: Comment: Uses of Administrative Records: A Social Security Point of View***by*Carroll, John J**398-400 Goals for Statistical Uses of Administrative Records: The Next 10 Years: Comment: Administrative Statistics: A BLS Perspective***by*Norwood, Janet L**400-401 Goals for Statistical Uses of Administrative Records: The Next 10 Years: Comment: The Future of Administrative Records in the Economic Programs of the Census Bureau***by*Waite, Charles A**402-404 Goals for Statistical Uses of Administrative Records: The Next 10 Years: Reply***by*Jabine, Thomas B**405-407 Measurement of Economic Distance between Blacks and Whites: Comment***by*Gastwirth, Joseph L**408-409 Measurement of Economic Distance between Blacks and Whites: Reply***by*Vinod, H D

### June 1985, Volume 3, Issue 3

**179-187 The NERC Fan: A Retrospective Analysis of the NERC Summary Forecasts***by*Nelson, Charles R & Peck, Stephen C**188-208 Savings in New Zealand during Inflationary Times: Measurement, Determinants, and Implications***by*Clements, R T**209-215 The Relative Size of Windfall Income and the Permanent Income Hypothesis***by*Keeler, James P & James, William L & Abdel-Ghany, Mohamed**216-227 Trends and Cycles in Macroeconomic Time Series***by*Harvey, A C**228-237 Model Identification in Dynamic Regression (Distributed Lag) Models***by*Tsay, Ruey S**238-243 A Neglected Method of Separating Demand and Supply in Time Series Regression***by*Haynes, Stephen E & Stone, Joe A**244-253 Measurement Problems of Inflation Disaggregation***by*Los, Cornelis A**254-283 Estimating Gross Labor-Force Flows***by*Abowd, John M & Zellner, Arnold**284-286 A Note on Model-based Stratification [Model-based Stratification in Inventory Cost Estimation]***by*Kott, Phillip S**286-288 Reply [Model-based Stratification in Inventory Cost Estimation]***by*Wright, Roger L

### April 1985, Volume 3, Issue 2

**101-103 A Supply-Side Miracle?***by*Chimerine, Lawrence**104-111 A Framework for Time Varying Parameter Regression Modeling***by*Machak, Joseph A & Spivey, W Allen & Wrobleski, William J**112-117 Inflationary Expectations in Israel: A Multiple Indicators Approach***by*Gottlieb, Daniel & Melnick, Rafi & Piterman, Sylvia**118-128 How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data***by*Kiefer, Nicholas M & Lundberg, Shelly J & Neumann, George R**129-131 On the Optimal Use of Suboptimal Forecasts of Explanatory Variables***by*Ashley, Richard**132-139 Estimating Damages in a Class Action Litigation***by*George, Edward I & Wecker, William E**140-148 Estimation of Multiperiod Expected Rates of Return When Investment Relatives Are Lognormally Distributed***by*Karson, Marvin J & Cheng, David C