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January 1991, Volume 9, Issue 1
- 27-39 A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions
by Hamilton, James D
- 41-49 A Monte Carlo Analysis of Alternative Estimators in Models Involving Selectivity
by Hartman, Raymond S
- 51-61 Two-Step and Related Estimators in Contemporary Rational-Expectations Models: An Analysis of Small-Sample Properties
by Hoffman, Dennis L
- 63-71 Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary
by Pantula, Sastry G
- 73-84 Some New Estimators for Small-Area Means with Application to the Assessment of Farmland Values
by Pfeffermann, Danny & Barnard, Charles H
- 85-90 A Functional-Form-Free Test of the Research and Development/Firm Size Relationship
by Holmes, James M & Hutton, Patricia A & Weber, Edward
- 91-96 Selecting Regressors for Prediction Using PRESS and White t Statistics
by Magee, Lonnie & Veall, Michael R
- 97-101 Cointegration and Government Borrowing Constraints: Evidence for the United States
by Haug, Alfred A
- 103-110 Hierarchical Models for Cross-Classified Overdispersed Multinomial Data
by Wilson, Jeffrey R & Koehler, Kenneth J
- 111-117 Testing for Preference Change in Consumer Demand: An Indirectly Separable, Semiparametric Model
by Moschini, Giancarlo
- 119-123 A Note on Capacity Utilization and Measurement of Scale Economies
by Oum, Tae Hoon & Tretheway, Michael W & Zhang, Yimin
October 1990, Volume 8, Issue 4
- 373-383 Testing the Validity of Aggregates
by Aizcorbe, Ana M
- 385-394 Seasonal Adjustment Using Structural Time Series Models: An Application and Comparison with the Census X-11 Method
by den Butter, F A G & Mourik, T J
- 395-403 A Method of Exploring the Mechanism of Inflationary Expectations Based on Qualitative Survey Data
by Kanoh, Satoru & Li, Zhi Dong
- 405-415 Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models
by Nijman, Theo E & Palm, Franz C
- 417-426 Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives
by Hall, Alastair
- 427-434 The Demand for Money in Argentina 1978-1987: Before and after the Austral Program
by Melnick, Rafi
- 435-441 Small-Area Estimation of Economic Statistics
by Isaki, Cary T
- 443-451 Specification Analysis in Dynamic Models
by Fiebig, Denzil G & Maasoumi, Esfandiar
- 453-457 Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting
by Otter, Pieter W
- 459-464 Embodied Technological Change and Tests of the Internal-Adjustment-Cost Hypothesis
by McHugh, Richard & Lane, Julia
- 465-473 Indexing the Federal Tax System: A Cost-of-Living Approach
by Gillingham, Robert & Greenlees, John S
- 475-480 Forecast Pretesting and Correction
by Ilmakunnas, Pekka
July 1990, Volume 8, Issue 3
- 265-279 Permanent Income, Current Income, and Consumption
by Campbell, John Y & Mankiw, N Gregory
- 281-291 Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics
by Diebold, Francis X & Sharpe, Steven A
- 293-304 Estimation of Current-Quarter Gross National Product by Pooling Preliminary Labor-Market Data
by Braun, Steven N
- 305-315 Exchange Rates and Import Prices in the United States: A Varying-Parameter Estimation of Exchange-Rate Pass-Through
by Kim, Yoonbai
- 317-325 Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds
by Kao, Chihwa & Wu, Chunchi
- 327-335 Combining Related and Sparse Data in Linear Regression Models
by Vanhonacker, Wilfried R & Lehmann, Donald R & Sultan, Fareena
- 337-346 Estimating the Size of a Subdomain: An Application in Auditing
by Stokes, Lynne
- 347-353 Symmetry Constraints and Variable Returns to Scale in Logit Models
by Considine, Timothy J
- 355-364 The Dynamic Relationship between the Dollar and Components of U.S. Trade
by Koch, Paul D & Rosensweig, Jeffrey A
- 365-371 Demand Systems Estimation with Microdata: A Censored Regression Approach
by Heien, Dale & Wessells, Cathy Roheim
April 1990, Volume 8, Issue 2
- 145-152 Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National Product
by Ghysels, Eric
- 153-162 Testing for a Unit Root in a Time Series with a Changing Mean
by Perron, Pierre
- 163-170 Effect of Price on the Demand for Durables: Modeling, Estimation, and Findings
by Jain, Dipak C & Rao, Ram C
- 171-178 Cross-Validation, the Bayes Theorem, and Small-Sample Bias
by Allenby, Greg M
- 179-189 Shared Price Trends: Evidence from U.S. Cities and OECD Countries
by Patel, Jayendu & Zeckhauser, Richard J
- 191-203 The Reliability of U.S. Gross National Product
by de Leeuw, Frank
- 205-208 Macroeconomic Forecasting Using Pooled International Data
by Mittnik, Stefan
- 209-216 The Use of Changes in Equity Value as a Measure of the Information Content of Announcements of Changes in Financial Policy
by Israel, Ronen & Ofer, Aharon R & Siegel, Daniel R
- 217-223 The Distribution of Stock Returns: New Evidence against the Stable Model
by Lau, Amy Hing-Ling & Lau, Hon-Shiang & Wingender, John R
- 225-234 Persistence in Variance, Structural Change, and the GARCH Model
by Lamoureux, Christopher G & Lastrapes, William D
- 235-241 Influential Observations in Time Series
by Pena, Daniel
- 243-250 Repeated Time Series Analysis of ARIMA-Noise Models
by Wong, Wing-keung & Miller, Robert B
- 251-263 Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation
by Rayner, Robert K
January 1990, Volume 8, Issue 1
- 1-17 Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods
by Taylor, John B & Uhlig, Harald
- 19-21 Solving the Stochastic Growth Model by a Discrete-State-Space, Euler-Equation Approach
by Baxter, Marianne & Crucini, Mario J & Rouwenhorst, K Geert
- 23-26 Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration
by Christiano, Lawrence J
- 27-29 Solving the Stochastic Growth Model by Policy-Function Iteration
by Coleman, Wilbur John, II
- 31-34 Solving the Stochastic Growth Model by Parameterizing Expectations
by den Haan, Wouter J & Marcet, Albert
- 35-36 Solving the Stochastic Growth Model by Deterministic Extended Path
by Gagnon, Joseph E
- 37-38 Solving the Stochastic Growth Model by Backsolving with an Expanded Shock Space
by Ingram, Beth Fisher
- 39-40 Solving the Stochastic Growth Model by Using a Recursive Mapping Based on Least Squares Projection
by Labadie, Pamela
- 41-44 Solving the Stochastic Growth Model by Linear-Quadratic Approximation
by McGrattan, Ellen R
- 45-47 Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule
by Sims, Christopher A
- 49-51 Solving the Stochastic Growth Model by Using Quadrature Methods and Value-Function Iterations
by Tauchen, George
- 53-69 Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
by Eichenbaum, Martin & Hansen, Lars Peter
- 71-81 Seemingly Unrelated Time Series Equations and a Test for Homogeneity
by Fernandez, F Javier & Harvey, Andrew C
- 83-97 Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection
by Chen, Chung & Tiao, George C
- 99-113 Linear-Quadratic Approximation and Value-Function Iteration: A Comparison
by Christiano, Lawrence J
- 115-125 Equilibrium Modeling of Asset Prices: Rationality versus Rules of Thumb
by Ingram, Beth Fisher
- 127-135 Using Bayesian Techniques for Data Pooling in Regional Payroll Forecasting
by Lesage, James P & Magura, Michael
- 137-141 Bounding an Economic Monetary Aggregate under Nonhomothetic Preferences
by Swofford, James L & Whitney, Gerald A
- 143-144 All Forecasters Are Equal
by Batchelor, R A
October 1989, Volume 7, Issue 4
- 407-417 Time Series Models for Count or Qualitative Observations
by Harvey, Andrew C & Fernandes, C
- 418-419 Assessing the Accuracy of Time Series Model Forecasts of Count Observations: Comment
by Wecker, William E
- 419-422 Uncertainty about Processes That Shift over Time: Modeling and Analysis: Comment
by Winkler, Robert L
- 422-422 Time Series Models for Count or Qualitative Observations: Reply
by Harvey, Andrew C & Fernandes, C
- 423-431 Policy Analysis of Medical Malpractice Reforms: What Can We Learn from Claims Data?
by Hughes, James W & Snyder, Edward A
- 433-440 The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis
by Kim, Chang-Jin & Nelson, Charles R
- 441-452 Assessing the Quality of Household Panel Data: The Case of the Panel Study of Income Dynamics
by Duncan, Greg J & Hill, Daniel H
- 453-460 The Use of Diversity Analysis to Assess the Relative Influence of Factors Affecting the Income Distribution
by Nayak, Tapan K & Gastwirth, Joseph L
- 461-469 The Seasonal Adjustment Procedures for the Consumer Price Indexes: Some Empirical Results
by Jain, Raj K
- 471-474 A Note on the Stochastic Approach to Index Numbers
by Selvanathan, E A
- 475-481 Poverty Measurement: An Index Related to a Theil Measure of Inequality
by Blackburn, McKinley L
- 483-487 A Revenue-Function Approach to the Measurement of Output-Substitution Possibilities in Agriculture
by Gordon, Daniel V
- 489-496 The Structure of Technology in a Multioutput Branch Banking Firm
by Kim, Moshe & Ben-Zion, Uri
- 497-503 Relative Commodity Prices and Cointegration
by von Hagen, Juergen
July 1989, Volume 7, Issue 3
- 287-296 Testing the Life-Cycle Hypothesis with a Norwegian Household Panel
by Mork, Knut Anton & Smith, V Kerry
- 297-305 The Message in Daily Exchange Rates: A Conditional-Variance Tale
by Baillie, Richard T & Bollerslev, Tim
- 307-317 Modeling Heteroscedasticity in Daily Foreign-Exchange Rates
by Hsieh, David A
- 319-326 The Way We Pay with Money
by Boeschoten, W C & Fase, M M G
- 327-341 Parsimonious Parameterization of Vector Autoregressive Moving Average Models
by Tsay, Ruey S
- 343-352 Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium
by Bera, Anil K & Robinson, Peter M
- 353-362 A Benchmarking Approach to Forecast Combination
by Trabelsi, Abdelwahed & Hillmer, Steven C
- 363-377 A Monte Carlo Study of Tests of Blockwise Weak Separability
by Barnett, William A & Choi, Seungmook
- 379-386 Leading Indicators for the Service Sector
by Layton, Allan P & Moore, Geoffrey H
- 382-394 A Class of Multiplicative Estimators of Laspeyres Price Indexes
by Valliant, Richard & Miller, Stephen M
- 395-401 Reemployment Probability and Multiple Unemployment Spells: A Partial-Likelihood Approach
by Trivedi, P K & Alexander, J N
- 403-406 Reverse Regression, Collinearity, and Employment Discrimination
by Whiteside, M M & Narayanan, A
April 1989, Volume 7, Issue 2
- 147-159 Tests for Unit Roots: A Monte Carlo Investigation
by Schwert, G William
- 161-167 Why Random Walk Models of the Term Structure Are Hard to Reject
by Berger, Allen N & Craine, Roger
- 169-178 Exchange-Rate Dynamics with Sticky Prices: The Deutsche Mark, 1974-1982
by Giovannini, Alberto & Rotemberg, Julio J
- 179-189 A Multivariate Intervention Model for the Dutch Mint Circulation: Estimation and Monte Carlo Simulation
by van der Knoop, Han S & Hooijmans, Frans C
- 191-198 Experimental Design in Tests of Linear Factor Models
by Warga, Arthur
- 199-205 Efficiency of Sieve Sampling in Auditing
by Wurst, John & Neter, John & Godfrey, James
- 207-217 The Risk of Disclosure for Microdata
by Duncan, George & Lambert, Diane
- 219-225 Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach
by Shrestha, Keshab
- 227-235 The Estimation and Interpretation of Urban Density Gradients
by Lahiri, Kajal & Lankford, R Hamilton & Numrich, Richard P
- 237-243 Compositional Changes of the Labor Force and the Increase of the Unemployment Rate: An Estimate for the United States
by Gracia-Diez, Mercedes
- 245-252 Job-Match Quality as an Error Component and the Wage-Tenure Profile: A Comparison and Test of Alternative Estimators
by Garen, John E
- 253-258 Estimation of Technical Efficiency Using Flexible Functional Form and Panel Data
by Kumbhakar, Subal C
- 259-265 Testing a Theory of Exact Aggregation
by Nicol, Christopher J
- 267-273 A Specification Test for Choosing the "Right" Public-Good Price
by Hayes, Kathy J
- 275-286 The Optimal Use of Provisional Data in Forecasting with Dynamic Model s
by Bordignon, Silvano & Trivellato, Ugo
January 1989, Volume 7, Issue 1
- 1-9 Errors of Measurement in Output Deflators
by Lichtenberg, Frank R & Griliches, Zvi
- 1-33 An Alternative Interpretation of Freedman's Nonresponse Case Study: Reply
by Steinhorst, R Kirk & Byers, C Randall
- 11-19 Household Saving in the United States: Measurement and Behavior
by Hendershott, Patric H & Peek, Joe
- 21-25 A Comparison of Alternative Estimators for Revised Monthly Import Statistics
by Gbur, Edward
- 27-28 An Alternative Interpretation of Freedman's Nonresponse Case Study
by Steinhorst, R Kirk & Byers, C Randall
- 29-30 An Alternative Interpretation of Freedman's Nonresponse Case Study: Comment
by Hill, Bruce M
- 31-32 An Alternative Interpretation of Freedman's Nonresponse Case Study: Comment
by Freedman, D A
- 35-47 The Diffusion of Innovations: A Methodological Reappraisal
by Trajtenberg, Manuel & Yitzhaki, Shlomo
- 49-59 The Implications of Using Messy Data to Estimate Production-Frontier-Based Technical Efficiency Measures
by Seaver, Bill L & Triantis, Konstantinos P
- 61-65 A Proportional Random Utility Approach to Qualitative Response Models
by Tse, Y K
- 67-74 Efficient Estimation of Nested Logit Models
by Brownstone, David & Small, Kenneth A
- 75-83 The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates
by Cochrane, John H
- 85-93 Estimation of Stable-Law Parameters: A Comparative Study
by Akgiray, Vedat & Lamoureux, Christopher G
- 95-106 A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis
by Hall, A D & McAleer, Michael
- 107-115 A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach
by Gregory, Allan W
- 117-127 The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption
by Osborn, Denise R & Smith, Jeremy P
- 129-135 Prediction Tests for Structural Stability of Multiple Time Series
by Lutkepohl, Helmut
- 137-139 A Report from the Battlefront
by Poirier, Dale J
- 141-146 Generating Market Elasticity Estimates Using Cross-Sectional First-Choice and Second-Choice Data
by Bordley, Robert F
October 1988, Volume 6, Issue 4
- 401-407 A Reexamination of Friedman's Consumption Puzzle
by Stock, James H
- 408-409 A Reexamination of Friedman's Consumption Puzzle: Comment
by Watson, Mark W
- 410-412 A Reexamination of Friedman's Consumption Puzzle: Comment
by Dickey, D A
- 413-414 A Reexamination of Friedman's Consumption Puzzle: Reply
by Stock, James H
- 415-427 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation
by Janson, Marius A
- 428-428 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment
by Hogg, Robert V
- 429-432 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment
by Cook, R Dennis
- 432-441 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment
by Easton, George S
- 442-447 Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation]
by Belsley, David A & Welsch, Roy E
- 447-449 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment
by Koenker, Roger
- 450-451 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Reply
by Janson, Marius A
- 453-464 An Application of Operational-Subjective Statistical Methods to Rational Expectations
by Blattenberger, Gail & Lad, Frank
- 465-466 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment
by Geweke, John
- 466-469 The Design and Summary of Public Subjective-Predictive Analyses: Comment [An Application of Operational-Subjective Statistical Methods to Rational Expectations]
by Garber, Steven & Poirier, Dale J
- 470-472 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment
by Diebold, Francis X
- 473-474 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment
by Swamy, P A V B & Barth, J R
- 475-477 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Reply
by Blattenberger, Gail & Lad, Frank
- 479-486 The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983
by Geweke, John
- 487-500 Disclosure Risk and Disclosure Avoidance for Microdata
by Paass, Gerhard
- 501-504 The Prediction Sum of Squares as a General Measure for Regression Diagnostics
by Quan, Nguyen T
- 505-509 An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model
by McDonald, Bill & Lee, Cheng-Few
- 511-515 Pitfalls in the Estimation of a Differenced Model
by Maeshiro, Asatoshi & Vali, Shapoor
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
- 1-16 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment
by Chen, Nai-fu
- 1-23 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment
by Brown, Stephen J
- 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
October 1987, Volume 5, Issue 4
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