# 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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### 1987, Volume 5, Issue 4

### 1987, Volume 5, Issue 3

**315-27 Estimating the Continuous-Time Consumption-Based Asset-Pricing Model***by*Grossman, S J & Melino, Angelo & Shiller, Robert J**329-35 A New Model for Learning Curves, DARM***by*McDonald, John**336-37 A New Model for Learning Curves, DARM: Comment***by*Womer, Norman Keith & Patterson, J Wayne**338 A New Model for Learning Curves, DARM: Reply***by*McDonald, John**339-50 The Measurement of Inflation: A Stochastic Approach***by*Clements, Kenneth W & Izan, H Y**351-56 The Informational Efficiency of Weekly Money Announcements: An Econometric Critique***by*Belongia, Michael T & Sheehan, Richard G**357-67 Bayesian Estimation and Prediction for the Beta-Binomial Model***by*Lee, Jack C & Sabavala, Darius J**369-81 The Detection of Influential Observations for Allocation, Separation, and the Determination of Probabilities in a Bayesian Framework***by*Johnson, Wesley**383-87 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**389-95 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**407-15 Unobservable Transactions Price and the Measurement of a Supply and Demand Model for the American Steel Industry***by*Rogers, Robert P**417-24 The Probability Distribution of Future Demand: The Case of Hydro Quebec***by*Bernard, Jean-Thomas & Veall, Michael R**425-30 Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm***by*Huang, Cliff J & Sloan, Frank A & Adamache, Killard W**431-36 Multicollinearity Problems in Modeling Time Series with Trading-Day Variation***by*Salinas, Teresita S & Hillmer, Steven C

### 1987, Volume 5, Issue 2

**165-75 Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates***by*Mork, Knut Anton**177-89 Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods***by*Dagum, Estela Bee & Laniel, Normand**191-94 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**205-17 The Value of Information to the Acidic Deposition Debates***by*Peck, Stephen C & Richels, Richard G**219-32 Aggregate Consumer Behavior and Household Equivalence Scales***by*Jorgenson, Dale W & Slesnick, Daniel T**233-42 A Globally Flexible, Almost Ideal Demand System***by*Chalfant, James A**243-48 The Econometrics of Piecewise-Linear Budget Constraints: A Monte Carlo Study***by*Megdal, Sharon Bernstein**249-55 Production Frontiers and Panel Data: An Application to U.S. Class 1 Railroads***by*Kumbhakar, Subal C**257-65 Elasticity of Factor Substitution in Police Agencies: Evidence from Florida***by*Gyimah Brempong, Kwabena**267-74 Sample Splitting and Applied Econometric Modeling***by*Jarque, Carlos M**275-82 Diagnostics for Group Effects in Regression Analysis***by*Moulton, Brent R**283-86 A Diagnostic Test for the Multinomial Logit Model***by*Tse, Y K**287-93 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**305-08 Generating Ordered Families of Lorenz Curves by Strongly Unimodal Distributions***by*Arnold, Barry C, et al

### 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**105-13 Does the Swiss National Bank Stabilize the Swiss Franc Exchange Rates?***by*von Ungern-Sternbert, Thomas**115-20 Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models***by*Maravall, Agustin**121-29 Measurement of Abnormal Returns from Small Firms***by*Morgan, Alison & Morgan, Ieuan**131-43 Time Aggregation and the Estimation of the Market Model: Empirical Evidence***by*Cartwright, Phillip A & Lee, Cheng F**145-49 Standard Errors for Elasticities: A Comparison of Bootstrap and Asymptotic Standard Errors***by*Green, Richard & Hahn, William & Rocke, David**151-54 A Note on Forecaster Discord and Consensus Prediction Error***by*Hasbrouck, Joel**155-58 Who Forecasts Better? [Economic Forecasts and Their Assessment]***by*Stekler, H O

### 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**417-18 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment***by*Delong, David M**418-21 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment***by*Hansen, Lars Peter**421-22 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment***by*Rossi, Peter E**423-25 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Reply***by*Tauchen, George**427-36 Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models***by*Thompson, Patrick A & Miller, Robert B**437-44 Two-Stage Bounded-Influence Estimators for Simultaneous-Equations Models***by*Krasker, William S**445-53 Preliminary Data Errors and Their Impact on the Forecast Error of Simultaneous-Equations Models***by*Trivellato, Ugo & Rettore, Enrico**455-71 A Method for Seasonally Adjusted Time Series with Variation in the Seasonal Amplitude***by*van der Hoeven, H & Hundepool, A J**473-84 Seasonal Adjustment of Time Series Using One-Sided Filters***by*Cupingood, Leonard A & Wei, William W S**485-89 A Note on Exponentially Smoothed Seasonal Differences***by*Oller, Lars-Erik

### 1986, Volume 4, Issue 3

**281-88 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**305-16 Analysis of Lumber and Pulpwood Production in a Partial Adjustment Model with Dynamic and Variable Speeds of Adjustment***by*Lin, Winston T**317-28 The Econometrics of Piecewise-Linear Budget Constraints: A Survey and Exposition of the Maximum Likelihood Method***by*Moffitt, Robert**329-38 Sample Attrition and Labor Supply Response in Experimental Panel Data: A Study of Alternative Correction Procedures***by*Robins, Philip K & West, Richard W**339-46 Third-Order Translog Utility Functions***by*Hayes, Kathy J**347-57 On Cross-Lagged Panel Models with Serially Correlated Errors***by*Mayer, Lawrence S**359-53 A Diagnostic Test for Normality within the Power Exponential Family***by*Poirier, Dale J & Tello, Mario D & Zin, Stanley E**375-90 Forecasting Vector ARMA Processes with Systematically Missing Observations***by*Lutkepohl, Helmut

### 1986, Volume 4, Issue 2

**147-60 Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering***by*Burmeister, Edwin & Wall, Kent D & Hamilton, James D**161-69 Singularity and Auotregressive Disturbances in Linear Logit Models***by*Chavas, Jean-Paul & Segerson, Kathleen**171-76 Optimal Sample Designs with Preliminary Tests of Significance***by*Grossman, Jean Baldwin**177-86 A Comparison of Forecasting Accuracies of Alternative Regional Production Index Methodologies***by*Fomby, Thomas B**187-98 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**209-24 Systematic Effects of Capital Service Price Definition on Perceptions of Input Substitution***by*Hazilla, Michael & Kopp, Raymond J**225-32 The Volume of Transactions and the Circulation of Money in the United States, 1950-1979***by*Cramer, J S**233-41 The Speed of Adjustment of Warrant Prices to Changes in Stock Prices***by*Patterson, Douglas M**243-54 An Application of the Chi-squared Goodness-of-Fit Test to Discrete Common Stock Returns***by*Ritchey, Robert J**255-62 Use of the Bootstrap and Cross-validation in Ridge Regression***by*Delaney, Nancy Jo & Chatterjee, Sangit**263-68 Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss***by*Miyazaki, Shigetaka & Judge, George & Yancey, Thomas**269-73 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

### 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**23 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Reply***by*McNees, Stephen K**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**105-09 Effects of Rotation Group Bias on Estimation of Unemployment***by*Solon, Gary**111-21 Measuring Gross Flows in the Labor Force: An Overview of a Special Conference***by*Hogue, Carma R & Flaim, Paul O**123-24 A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization***by*Freedman, David A**125-26 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**126-27 A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization: Reply***by*Freedman, David A**129-30 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**131-33 A Model for Water Pricing***by*Freeman, David A

### 1985, Volume 3, Issue 4

**293-311 Rational Expectations and Macroeconomic Forecasts***by*Zarnowitz, Victor**312-24 Primal and Dual Capacity Utilization: An Application to Productivity Measurement in the U.S. Automobile Industry***by*Morrison, Catherine J**325-31 The Effects of Price Aggregation Bias in Systems of Demand Equations***by*Derrick, Frederick W & Wolken, John D**332-43 The True Cost-of-Living Index with Changing Preferences***by*Heien, Dale & Dunn, James**344-49 The Effects of Detrending in Granger Causality Tests***by*Kang, Heejoon**350-55 On Structural Time Series Models and the Characterization of Components***by*Maravall, Agustin**356-61 Seasonal Time Series and Transfer Function Modeling***by*Abraham, Bovas**362-69 A Dynamic Analysis of Prices in the U.S. Rice Marketing Channel***by*Brorsen, B Wade & Chavas, Jean-Paul & Grant, Warren R**370-79 Estimation and Inference in Two-Step Econometric Models***by*Murphy, Kevin M & Topel, Robert H**380-91 Goals for Statistical Uses of Administrative Records: The Next 10 Years***by*Jabine, Thomas B & Scheuren, Fritz**393-95 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**396-97 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**402-04 Goals for Statistical Uses of Administrative Records: The Next 10 Years: Reply***by*Jabine, Thomas B**405-07 Measurement of Economic Distance between Blacks and Whites: Comment***by*Gastwirth, Joseph L**408-09 Measurement of Economic Distance between Blacks and Whites: Reply***by*Vinod, H D

### 1985, Volume 3, Issue 3

**179-87 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**209-15 The Relative Size of Windfall Income and the Permanent Income Hypothesis***by*Keeler, James P & James, William L & Abdel-Ghany, Mohamed**216-27 Trends and Cycles in Macroeconomic Time Series***by*Harvey, A C**228-37 Model Identification in Dynamic Regression (Distributed Lag) Models***by*Tsay, Ruey S**238-43 A Neglected Method of Separating Demand and Supply in Time Series Regression***by*Haynes, Stephen E & Stone, Joe A**244-53 Measurement Problems of Inflation Disaggregation***by*Los, Cornelis A**254-83 Estimating Gross Labor-Force Flows***by*Abowd, John M & Zellner, Arnold**284-86 A Note on Model-based Stratification [Model-based Stratification in Inventory Cost Estimation]***by*Kott, Phillip S**286-88 Reply [Model-based Stratification in Inventory Cost Estimation]***by*Wright, Roger L

### 1985, Volume 3, Issue 2

**101-03 A Supply-Side Miracle?***by*Chimerine, Lawrence**104-11 A Framework for Time Varying Parameter Regression Modeling***by*Machak, Joseph A & Spivey, W Allen & Wrobleski, William J**112-17 Inflationary Expectations in Israel: A Multiple Indicators Approach***by*Gottlieb, Daniel & Melnick, Rafi & Piterman, Sylvia**118-28 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**129-31 On the Optimal Use of Suboptimal Forecasts of Explanatory Variables***by*Ashley, Richard**132-39 Estimating Damages in a Class Action Litigation***by*George, Edward I & Wecker, William E**140-48 Estimation of Multiperiod Expected Rates of Return When Investment Relatives Are Lognormally Distributed***by*Karson, Marvin J & Cheng, David C**149-55 Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis***by*Callen, Jeffrey L & Kwan, Clarence C Y & Yip, Patrick C Y**156-58 Relating Elasticities to Changes in Demand***by*Bordley, Robert F**159-68 A Multinomial Logit Model for the Spatial Distribution of Hospital Utilization***by*Lee, Hau L & Cohen, Morris A**169-71 The Relative Deprivation Curve and Its Applications: Comment***by*Apps, Patricia**171-73 The Relative Deprivation Curve and Its Applications: Reply***by*Kakwani, Nanak

### 1985, Volume 3, Issue 1

**1-13 The Mean versus the Median: A Case Study in 4-R Act Litigation***by*Freedman, D A**14-22 Business Location Decisions in the United States: Estimates of the Effects of Unionization, Taxes, and Other Characteristics of States***by*Bartik, Timothy J**23-35 Comparing Public and Private Schools: The Puzzling Role of Selectivity Bias***by*Murnane, Richard J & Newstead, Stuart & Olsen, Randall J**36-42 Statistical Analysis of Coins Lost in Circulation***by*Goldin, Ephraim**43-53 Testing the Lucas Hypothesis on Output-Inflation Trade-offs***by*Ilmakunnas, Pekka & Tsurumi, Hiroki**54-59 Reduced-Form Trinomial Probit: A Quantal Response Model without a Priori Restrictions***by*Terza, Joseph V**60-68 Measures of Variability for Model-based Seasonal Adjustment Procedures***by*Hillmer, Steven C**69-77 Evidence of Nonlinearity in Daily Stock Returns***by*Hinich, Melvin J & Patterson, Douglas M**78-88 Measurement of Economic Distance between Blacks and Whites***by*Vinod, H D**89-91 Econometrics Software for Microcomputers***by*de la Vina, Lynda Y**92-94 Comment on "Issues Involved with the Seasonal Adjustment of Economic Time Series."***by*Sims, Cristopher A**95-97 Reply [Issues Involved with the Seasonal Adjustment of Economic Time Series]***by*Bell, William R & Hillmer, Steven C**100 Corrections [A Superpopulation Theory Approach to the Design of Price Index Estimators with Small Sampling Biases]***by*Kott, Phillip S

### 1984, Volume 2, Issue 4

**291-320 Issues Involved with the Seasonal Adjustment of Economic Time Series***by*Bell, William R & Hillmer, Steven C**321-22 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment***by*Akaike, Hirotugu**323-24 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment: On Dips in the Spectrum of a Seasonally Adjusted Time Series***by*Ansley, Craig F & Wecker, William E**325-27 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment***by*Burman, J Peter**328-32 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment***by*Dagum, Estela Bee & Laniel, Normand J D**333-34 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment***by*Fase, Martin M G**335-36 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment***by*Granger, Clive W J**337-39 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment***by*Maravall, Agustin**340-42 Issues Involved with the Seasonal Adjustment of Time Series: Comment: Seasonal Adjustment-Models, Assumptions, and Criteria***by*Pierce, David A**343-49 Issues Involved with the Seasonal Adjustment of Time Series: Reply***by*Bell, William R & Hillmer, Steven C**350-59 Unobserved-Components Models for Seasonal Adjustment Filters***by*Burridge, Peter & Wallis, Kenneth F**360-66 Random Coefficients Estimation of Average Total Product Costs for Multiproduct Firms***by*Dixon, Bruce L & Batte, Marvin T & Sonka, Steven T**367-74 Production Frontiers and Panel Data***by*Schmidt, Peter & Sickles, Robin C**375-83 Accounting and Market-Value Measures of Profitability: Consistency, Determinants, and Uses***by*Hirschey, Mark & Wichern, Dean W**384-94 The Relative Deprivation Curve and Its Applications***by*Kakwani, Nanak**395-97 The Relative Deprivation Curve and Its Applications***by*Rosen, Sherwin**398-99 The Relative Deprivation Curve and Its Applications: Comment***by*Ryscavage, Paul & Lamas, Enrique**400-405 The Relative Deprivation Curve and Its Applications: Reply***by*Kakwani, Nanak**406-09 Some Notes on the Bootstrap in Regression Problems***by*Peters, S C & Freedman, D A**410-13 A Note on Using State-Dependent Models with a Time-Dependent Variance***by*Cartwright, Phillip A

### 1984, Volume 2, Issue 3

**191-200 A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series***by*Meese, Richard & Geweke, John**201-14 Forecasting Contemporaneously Aggregated Vector ARMA Processes***by*Lutkepohl, Helmut**215-23 The Business Cycle at Various Stages of Process***by*Popkin, Joel**224-34 An Empirical Analysis of Backlog, Inventory, Production, and Price Adjustments: An Application of Recursive Systems of Log-Linear Models***by*Ottenwaelter, B & Vuong, Q H**235-49 Concurrent Seasonal Adjustment with Census X-11***by*McKenzie, Sandra K**250-59 Basic Issues on the Seasonal Adjustment of the Canadian Consumer Price Index***by*Dagum, Estela Bee & Morry, Marietta**260-70 Seasonal Adjustment of the Weekly Monetary Aggregates: A Model-based Approach***by*Pierce, David A & Grupe, Michael R & Cleveland, William P**271-78 Distributions of the Sample Autocorrelations When Observations Are from a Stationary Autoregressive-Moving-Average Process***by*Ali, Mukhtar M**279-82 Let Them Eat Cake: A Note on Comparing Alternative Models of the Demand for Medical Care***by*Hay, Joel W & Olsen, Randall J**283-89 Choosing between the Sample-Selection Model and the Multi-part Model***by*Duan, Naihua, et al

### 1984, Volume 2, Issue 2

**105-09 OECD Economic Outlook: How We Got Here and Where We're Headed***by*Ostry, Sylvia**111-13 What Kind of Fairness Is Fair? A Comment [Reverse Regression, Fairness, and Employment Discrimination]***by*Ferber, Marianne A & Green, Carole A**114-16 Redirecting Reverse Regression [Reverse Regression, Fairness, and Employment Discrimination]***by*Goldberger, Arthur S**117-20 Reverse Regression: The Algebra of Discrimination [Reverse Regression, Fairness, and Employment Discrimination]***by*Greene, William H**121-22 Reverse Regression and Employment Discrimination [Reverse Regression, Fairness, and Employment Discrimination]***by*Michelson, Stephan & Blattenberger, Gail**123-25 Some Observations, a Suggestion, and Some Comments on the Conway-Roberts Article [Reverse Regression, Fairness, and Employment Discrimination]***by*Miller, John J**126-39 Rejoinder to Comments on "Reverse Regression, Fairness, and Employment Discrimination."***by*Conway, Delores A & Roberts, Harry V**140-49 Keeping Time: An Analysis of Errors in the Measurement of Unemployment Duration***by*Bowers, Norman & Horvath, Francis W**150-58 Bootstrapping an Econometric Model: Some Empirical Results***by*Freedman, David A & Peters, Stephen C**159-69 Grouping Tests for Misspecification: An Application to Housing Demand***by*Greenlees, John S & Zieschang, Kimberly D**170-78 Predicting Insurance Losses under Cross-Classification: A Comparison of Alternative Approaches***by*Weisberg, Herbert I & Tomberlin, Thomas J & Chatterjee, Sangit**179-86 An Assessment of the Quality of Survey Reports of Income from the Aid to Families with Dependent Children (AFDC) Program***by*Goudreau, Karen & Oberheu, Howard & Vaughan, Denton

### 1984, Volume 2, Issue 1

**1-9 Model-based Stratification in Inventory Cost Estimation***by*Godfrey, James & Roshwalb, Alan & Wright, Roger L**10-20 Robust Methods of Building Regression Models-An Application to the Housing Sector***by*Pena, Daniel & Ruiz-Castillo, Javier