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Content
October 1987, Volume 5, Issue 4
- 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
- 1-23 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Reply
by McNees, Stephen K
- 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
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
- 149-155 Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis
by Callen, Jeffrey L & Kwan, Clarence C Y & Yip, Patrick C Y
- 156-158 Relating Elasticities to Changes in Demand
by Bordley, Robert F
- 159-168 A Multinomial Logit Model for the Spatial Distribution of Hospital Utilization
by Lee, Hau L & Cohen, Morris A
- 169-171 The Relative Deprivation Curve and Its Applications: Comment
by Apps, Patricia
- 171-173 The Relative Deprivation Curve and Its Applications: Reply
by Kakwani, Nanak
January 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
- 100-100 Corrections [A Superpopulation Theory Approach to the Design of Price Index Estimators with Small Sampling Biases]
by Kott, Phillip S
October 1984, Volume 2, Issue 4
- 291-320 Issues Involved with the Seasonal Adjustment of Economic Time Series
by Bell, William R & Hillmer, Steven C
- 321-322 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment
by Akaike, Hirotugu
- 323-324 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
- 325-327 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment
by Burman, J Peter
- 328-332 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment
by Dagum, Estela Bee & Laniel, Normand J D
- 333-334 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment
by Fase, Martin M G
- 335-336 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment
by Granger, Clive W J
- 337-339 Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment
by Maravall, Agustin
- 340-342 Issues Involved with the Seasonal Adjustment of Time Series: Comment: Seasonal Adjustment-Models, Assumptions, and Criteria
by Pierce, David A
- 343-349 Issues Involved with the Seasonal Adjustment of Time Series: Reply
by Bell, William R & Hillmer, Steven C
- 350-359 Unobserved-Components Models for Seasonal Adjustment Filters
by Burridge, Peter & Wallis, Kenneth F
- 360-366 Random Coefficients Estimation of Average Total Product Costs for Multiproduct Firms
by Dixon, Bruce L & Batte, Marvin T & Sonka, Steven T
- 367-374 Production Frontiers and Panel Data
by Schmidt, Peter & Sickles, Robin C
- 375-383 Accounting and Market-Value Measures of Profitability: Consistency, Determinants, and Uses
by Hirschey, Mark & Wichern, Dean W
- 384-394 The Relative Deprivation Curve and Its Applications
by Kakwani, Nanak
- 395-397 The Relative Deprivation Curve and Its Applications
by Rosen, Sherwin
- 398-399 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
- 406-409 Some Notes on the Bootstrap in Regression Problems
by Peters, S C & Freedman, D A
- 410-413 A Note on Using State-Dependent Models with a Time-Dependent Variance
by Cartwright, Phillip A
July 1984, Volume 2, Issue 3
- 191-200 A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series
by Meese, Richard & Geweke, John
- 201-214 Forecasting Contemporaneously Aggregated Vector ARMA Processes
by Lutkepohl, Helmut
- 215-223 The Business Cycle at Various Stages of Process
by Popkin, Joel
- 224-234 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
- 235-249 Concurrent Seasonal Adjustment with Census X-11
by McKenzie, Sandra K
- 250-259 Basic Issues on the Seasonal Adjustment of the Canadian Consumer Price Index
by Dagum, Estela Bee & Morry, Marietta
- 260-270 Seasonal Adjustment of the Weekly Monetary Aggregates: A Model-based Approach
by Pierce, David A & Grupe, Michael R & Cleveland, William P
- 271-278 Distributions of the Sample Autocorrelations When Observations Are from a Stationary Autoregressive-Moving-Average Process
by Ali, Mukhtar M
- 279-282 Let Them Eat Cake: A Note on Comparing Alternative Models of the Demand for Medical Care
by Hay, Joel W & Olsen, Randall J
- 283-289 Choosing between the Sample-Selection Model and the Multi-part Model
by Duan, Naihua, et al
April 1984, Volume 2, Issue 2