Taylor & Francis Journals
Journal of Business & Economic Statistics
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ISSN: 0735-0015
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2015, Volume 33, Issue 4
- 459-473 Cross-Correlation Matrices for Tests of Independence and Causality Between Two Multivariate Time Series
by Michael W. Robbins & Thomas J. Fisher - 474-484 Identification and Inference With Many Invalid Instruments
by Michal Kolesár & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens - 485-505 Estimating Conditional Average Treatment Effects
by Jason Abrevaya & Yu-Chin Hsu & Robert P. Lieli - 506-522 A Covariate Selection Criterion for Estimation of Treatment Effects
by Xun Lu - 523-540 Bounds on Treatment Effects in the Presence of Sample Selection and Noncompliance: The Wage Effects of Job Corps
by Xuan Chen & Carlos A. Flores - 541-551 Adaptive Modeling Procedure Selection by Data Perturbation
by Yongli Zhang & Xiaotong Shen - 552-565 A New Pearson-Type QMLE for Conditionally Heteroscedastic Models
by Ke Zhu & Wai Keung Li - 566-578 Bayesian Inference in Regime-Switching ARMA Models With Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Regime Shifts
by Chang-Jin Kim & Jaeho Kim - 579-594 Estimating the Parameters of Stochastic Volatility Models Using Option Price Data
by A. S. Hurn & K. A. Lindsay & A. J. McClelland - 595-606 Simulation-Based Density Estimation for Time Series Using Covariate Data
by Yin Liao & John Stachurski
2015, Volume 33, Issue 3
- 307-322 Frequentist Evaluation of Small DSGE Models
by Gunnar BÃ¥rdsen & Luca Fanelli - 323-337 Decomposing the Composition Effect: The Role of Covariates in Determining Between-Group Differences in Economic Outcomes
by Christoph Rothe - 338-351 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
by Christiane Baumeister & Lutz Kilian - 352-365 Modeling Bimodal Discrete Data Using Conway-Maxwell-Poisson Mixture Models
by Pragya Sur & Galit Shmueli & Smarajit Bose & Paromita Dubey - 366-380 Real-Time Forecasting With a Mixed-Frequency VAR
by Frank Schorfheide & Dongho Song - 381-392 Sparse and Stable Portfolio Selection With Parameter Uncertainty
by Jiahan Li - 393-402 Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints
by Tae-Hwy Lee & Yundong Tu & Aman Ullah - 403-417 Minimum Distance Estimation of Possibly Noninvertible Moving Average Models
by Nikolay Gospodinov & Serena Ng - 418-429 Ambiguity in the Cross-Section of Expected Returns: An Empirical Assessment
by Julian Thimme & Clemens Völkert - 430-443 Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem
by Joakim Westerlund - 444-457 Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors
by Yeonwoo Rho & Xiaofeng Shao
2015, Volume 33, Issue 2
- 167-178 Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models
by Hohsuk Noh & Anouar El Ghouch & Ingrid Van Keilegom - 179-191 Causal Pitfalls in the Decomposition of Wage Gaps
by Martin Huber - 192-202 Density-Tempered Marginalized Sequential Monte Carlo Samplers
by Jin-Chuan Duan & Andras Fulop - 203-220 A Combined Approach to the Inference of Conditional Factor Models
by Yan Li & Liangjun Su & Yuewu Xu - 221-240 Identification and Bayesian Estimation of Dynamic Factor Models
by Jushan Bai & Peng Wang - 241-254 Fractional Cointegration Rank Estimation
by Katarzyna Łasak & Carlos Velasco - 255-269 Interest Rates and Money in the Measurement of Monetary Policy
by Michael T. Belongia & Peter N. Ireland - 270-281 Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments
by Malte Knüppel - 282-295 A New Linear Estimator for Gaussian Dynamic Term Structure Models
by Antonio Diez de Los Rios - 296-306 Inference for Local Autocorrelations in Locally Stationary Models
by Zhibiao Zhao
2015, Volume 33, Issue 1
- 1-1 Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
by Francis X. Diebold - 9-11 Comment
by Atsushi Inoue - 12-13 Comment
by Jonathan H. Wright - 13-17 Comment
by Lutz Kilian - 17-21 Comment
by Peter Reinhard Hansen & Allan Timmermann - 22-24 Comment
by Andrew J. Patton - 24-24 Rejoinder
by Francis X. Diebold - 25-45 Booms, Busts, and Normal Times in the Housing Market
by Luca Agnello & Vitor Castro & Ricardo M. Sousa - 46-53 Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance
by Quentin Giai Gianetto & Hamdi Raïssi - 54-67 Goodness of Fit: An Axiomatic Approach
by Frank A. Cowell & Russell Davidson & Emmanuel Flachaire - 68-75 Empirical Analysis of Affine Versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices
by Katja Ignatieva & Paulo Rodrigues & Norman Seeger - 76-86 Testing the Diagonality of a Large Covariance Matrix in a Regression Setting
by Wei Lan & Ronghua Luo & Chih-Ling Tsai & Hansheng Wang & Yunhong Yang - 87-101 Implied Volatility Spreads and Expected Market Returns
by Yigit Atilgan & Turan G. Bali & K. Ozgur Demirtas - 102-113 Flexible Modeling of Dependence in Volatility Processes
by Maria Kalli & Jim Griffin - 114-127 Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models
by Siem Jan Koopman & André Lucas & Marcel Scharth - 128-143 Smooth Tests of Copula Specifications
by Juan Lin & Ximing Wu - 144-164 Forecasting the Distribution of Economic Variables in a Data-Rich Environment
by Sebastiano Manzan
2014, Volume 32, Issue 4
- 483-500 Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences
by Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter - 500-504 Comment
by G. Kenny - 504-506 Comment
by Chiara Scotti - 506-509 Comment
by Kirstin Hubrich & Simone Manganelli - 510-514 Comment
by Barbara Rossi - 514-515 Rejoinder
by Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter - 516-536 Identification and Efficient Estimation of Simultaneous Equations Network Models
by Xiaodong Liu - 537-554 Testing the Martingale Hypothesis
by Peter C. B. Phillips & Sainan Jin - 555-575 Additive Nonparametric Regression in the Presence of Endogenous Regressors
by Deniz Ozabaci & Daniel J. Henderson & Liangjun Su - 576-592 A Varying-Coefficient Expectile Model for Estimating Value at Risk
by Shangyu Xie & Yong Zhou & Alan T. K. Wan - 593-605 A Realized Stochastic Volatility Model With Box-Cox Transformation
by Tingguo Zheng & Tao Song
2014, Volume 32, Issue 3
- 311-322 HAC Corrections for Strongly Autocorrelated Time Series
by Ulrich K. Müller - 322-323 Comment
by Nicholas M. Kiefer - 324-329 Comment
by Matias D. Cattaneo & Richard K. Crump - 330-334 Comment
by Yixiao Sun - 334-338 Comment
by Timothy J. Vogelsang - 338-340 Rejoinder
by Ulrich K. Müller - 341-358 Scanner Data and the Treatment of Quality Change in Nonrevisable Price Indexes
by Jan de Haan & Frances Krsinich - 359-374 Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators
by Mehmet Caner & Xu Han - 375-386 Multiple Imputation of Missing or Faulty Values Under Linear Constraints
by Hang J. Kim & Jerome P. Reiter & Quanli Wang & Lawrence H. Cox & Alan F. Karr - 387-394 A Nonparametric Test of the Predictive Regression Model
by Ted Juhl - 395-415 Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli - 416-429 Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates
by Heejoon Han & Dennis Kristensen - 430-444 Market-Based Credit Ratings
by Drew D. Creal & Robert B. Gramacy & Ruey S. Tsay - 445-456 Varying Naïve Bayes Models With Applications to Classification of Chinese Text Documents
by Guoyu Guan & Jianhua Guo & Hansheng Wang - 457-467 On the Estimation of Integrated Volatility With Jumps and Microstructure Noise
by Bing-Yi Jing & Zhi Liu & Xin-Bing Kong - 468-482 Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures
by Manuel Wiesenfarth & Carlos MatÃas Hisgen & Thomas Kneib & Carmen Cadarso-Suarez
2014, Volume 32, Issue 2
- 153-164 Principal Volatility Component Analysis
by Yu-Pin Hu & Ruey S. Tsay - 165-165 Comment
by Shiqing Ling - 166-167 Comment
by Philip L. H. Yu & Guodong Li - 168-171 Comment
by Elena Andreou & Eric Ghysels - 171-172 Comment
by Juergen Franke - 173-174 Comment
by Wolfgang Karl Härdle & Weining Wang - 174-175 Comment
by Michael McAleer - 176-177 Rejoinder
by Yu-Pin Hu & Ruey S. Tsay - 178-191 Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods
by Jianqing Fan & Lei Qi & Dacheng Xiu - 191-193 Comment
by Beth Andrews - 193-198 Comment
by Gabriele Fiorentini & Enrique Sentana - 198-201 Comment
by Christian Francq & Jean-Michel Zakoïan - 201-201 Comment
by Qiwei Yao - 202-203 Comment
by Shiqing Ling & Ke Zhu - 204-205 Rejoinder
by Jianqing Fan & Lei Qi & Dacheng Xiu - 206-216 Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth
by Michael P. Clements - 217-236 Modeling Conditional Covariances With Economic Information Instruments
by H. J. Turtle & Kainan Wang - 237-244 Feature Screening for Ultrahigh Dimensional Categorical Data With Applications
by Danyang Huang & Runze Li & Hansheng Wang - 245-258 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
by I. Sebastian Buhai & Coen N. Teulings - 259-270 Estimating Mixture of Gaussian Processes by Kernel Smoothing
by Mian Huang & Runze Li & Hansheng Wang & Weixin Yao - 271-284 Conditional Euro Area Sovereign Default Risk
by André Lucas & Bernd Schwaab & Xin Zhang - 285-309 Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large
by Antonio F. Galvao & Kengo Kato - 165-166 Comment
by Qiwei Yao
2014, Volume 32, Issue 1
- 1-13 Consistent Nonparametric Tests for Lorenz Dominance
by Garry F. Barrett & Stephen G. Donald & Debopam Bhattacharya - 14-29 From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior
by Anastasios Panagiotelis & Michael S. Smith & Peter J. Danaher - 30-47 Adaptive Elastic Net for Generalized Methods of Moments
by Mehmet Caner & Hao Helen Zhang - 48-68 Nowcasting GDP in Real Time: A Density Combination Approach
by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud - 69-87 Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations
by Cristina Amado & Timo Teräsvirta - 88-111 Moment-Implied Densities: Properties and Applications
by Eric Ghysels & Fangfang Wang - 112-135 Heteroscedasticity Robust Panel Unit Root Tests
by Joakim Westerlund - 136-151 Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
2013, Volume 31, Issue 4
- 371-383 Modeling the Conditional Distribution of Daily Stock Index Returns: An Alternative Bayesian Semiparametric Model
by Maria Kalli & Stephen G. Walker & Paul Damien - 384-397 A Point Decision for Partially Identified Auction Models
by Gaurab Aryal & Dong-Hyuk Kim - 398-411 Quantifying Consumer Perception of a Financially Distressed Company
by Robert G. Hammond - 412-425 Estimating the Marginal Law of a Time Series With Applications to Heavy-Tailed Distributions
by Christian Francq & Jean-Michel Zakoïan - 426-437 Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models
by Juan Carlos Escanciano & Ignacio N. Lobato & Lin Zhu - 438-450 Long-Run Identification in a Fractionally Integrated System
by Rolf Tschernig & Enzo Weber & Roland Weigand - 451-472 Likelihood-Based Estimation of Dynamic Panels With Predetermined Regressors
by Enrique Moral-Benito - 473-490 Constrained Regression for Interval-Valued Data
by Gloria González-Rivera & Wei Lin - 491-506 Factor-Augmented VARMA Models With Macroeconomic Applications
by Jean-Marie Dufour & Dalibor Stevanović - 507-524 Estimation and Inference of Discontinuity in Density
by Taisuke Otsu & Ke-Li Xu & Yukitoshi Matsushita - 525-533 Uniform Inference in Predictive Regression Models
by Willa W. Chen & Rohit S. Deo & Yanping Yi - 534-545 Partial Identification of Local Average Treatment Effects With an Invalid Instrument
by Carlos A. Flores & Alfonso Flores-Lagunes - 546-559 Long-Horizon Return Regressions With Historical Volatility and Other Long-Memory Variables
by Natalia Sizova
2013, Volume 31, Issue 3
- 253-264 Social Networks and the Identification of Peer Effects
by Paul Goldsmith-Pinkham & Guido W. Imbens - 264-266 Comment
by Yann Bramoullé - 266-270 Comment
by Bryan S. Graham - 270-273 Comment
by Matthew O. Jackson - 273-275 Comment
by Charles F. Manski - 275-275 Comment
by Bruce Sacerdote - 276-279 Comment
by Brendan Kline & Elie Tamer - 279-281 Rejoinder
by Paul Goldsmith-Pinkham & Guido Imbens - 282-299 Dynamic Conditional Correlation: On Properties and Estimation
by Gian Piero Aielli - 300-314 On Identification of Bayesian DSGE Models
by Gary Koop & M. Hashem Pesaran & Ron P. Smith - 315-330 Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
by Jia Chen & Jiti Gao & Degui Li - 331-345 Realized Volatility Forecasting in the Presence of Time-Varying Noise
by Federico M. Bandi & Jeffrey R. Russell & Chen Yang - 346-357 Unconditional Quantile Treatment Effects Under Endogeneity
by Markus Frölich & Blaise Melly - 358-369 A Robust Test for Weak Instruments
by José Luis Montiel Olea & Carolin Pflueger
2013, Volume 31, Issue 2
- 125-135 Arriving in Time: Estimation of English Auctions With a Stochastic Number of Bidders
by José J. Canals-Cerdá & Jason Pearcy - 136-150 Structural Dynamic Factor Analysis Using Prior Information From Macroeconomic Theory
by Gregor Bäurle - 151-164 Bayesian Analysis of Latent Threshold Dynamic Models
by Jouchi Nakajima & Mike West - 165-183 Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
by Nikolaus Hautsch & Mark Podolskij - 184-207 Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling
by Liangjun Su & Irina Murtazashvili & Aman Ullah - 208-225 Nonparametric Testing for Asymmetric Information
by Liangjun Su & Martin Spindler - 226-239 Search With Dirichlet Priors: Estimation and Implications for Consumer Demand
by Sergei Koulayev - 240-251 Should Macroeconomic Forecasters Use Daily Financial Data and How?
by Elena Andreou & Eric Ghysels & Andros Kourtellos
2013, Volume 31, Issue 1
- 1-15 Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance
by Christopher J. Bennett & Ričardas Zitikis - 16-28 Conditional Stochastic Dominance Testing
by Miguel A. Delgado & Juan Carlos Escanciano - 29-44 Real-Time Inflation Forecasting in a Changing World
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo - 45-56 Markov-Switching MIDAS Models
by Pierre Guérin & Massimiliano Marcellino - 57-65 Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
by Qi Li & Juan Lin & Jeffrey S. Racine - 66-77 Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach
by Sermin Gungor & Richard Luger - 78-93 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
by Lutz Kilian & Robert J. Vigfusson - 94-106 A New Model of Trend Inflation
by Joshua C. C. Chan & Gary Koop & Simon M. Potter - 107-121 Beyond Stochastic Volatility and Jumps in Returns and Volatility
by Garland Durham & Yang-Ho Park
2012, Volume 30, Issue 4
- 481-493 Generalized Shrinkage Methods for Forecasting Using Many Predictors
by James H. Stock & Mark W. Watson - 494-504 Further Results on the Limiting Distribution of GMM Sample Moment Conditions
by Nikolay Gospodinov & Raymond Kan & Cesare Robotti - 505-520 Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments
by Emma M. Iglesias & Garry D. A. Phillips - 521-532 Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008
by Siem Jan Koopman & André Lucas & Bernd Schwaab - 533-545 Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach
by Yiu-kuen Tse & Thomas Tao Yang - 546-553 Measuring Segregation When Units are Small: A Parametric Approach
by Roland Rathelot - 554-562 Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models
by Michael P. Clements & Ana Beatriz Galvão - 563-575 Inference for Income Distributions Using Grouped Data
by Gholamreza Hajargasht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich - 576-591 A Stochastic Volatility Model With Conditional Skewness
by Bruno Feunou & Roméo Tédongap
2012, Volume 30, Issue 3
- 337-350 Semiparametric Estimation of Additive Quantile Regression Models by Two-Fold Penalty
by Heng Lian - 358-367 Time Varying Dimension Models
by Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - 368-380 Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling
by Fulvio Corsi & Roberto Renò - 391-403 Components of Bull and Bear Markets: Bull Corrections and Bear Rallies
by John M. Maheu & Thomas H. McCurdy & Yong Song - 404-410 The Trace Restriction: An Alternative Identification Strategy for the Bayesian Multinomial Probit Model
by Lane F. Burgette & Erik V. Nordheim - 411-431 Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity
by Victoria Prowse - 432-453 Out-of-Sample Forecast Tests Robust to the Choice of Window Size
by Barbara Rossi & Atsushi Inoue - 454-467 Correcting Estimation Bias in Dynamic Term Structure Models
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu - 468-480 Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data
by Guillaume Horny & Rute Mendes & Gerard J. van den Berg
2012, Volume 30, Issue 2
2012, Volume 30, Issue 1
- 36-40 Rejoinder
by Andrew J. Patton & Allan Timmermann
2011, Volume 30, Issue 3
- 351-357 Why Frequency Matters for Unit Root Testing in Financial Time Series
by H. Peter Boswijk & Franc Klaassen - 381-390 Tests of Short Memory With Thick-Tailed Errors
by Christine Amsler & Peter Schmidt
2011, Volume 30, Issue 2
- 165-172 Price Transmission in the EU Wholesale Petroleum Markets
by Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas - 191-201 Measurement Error in Earnings Data: Using a Mixture Model Approach to Combine Survey and Register Data
by Erik Meijer & Susann Rohwedder & Tom Wansbeek - 212-228 Dynamic Equicorrelation
by Robert Engle & Bryan Kelly - 229-241 Regime-Specific Predictability in Predictive Regressions
by Jesús Gonzalo & Jean-Yves Pitarakis - 242-255 Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests
by Ana-Maria Dumitru & Giovanni Urga - 256-264 Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator
by Matei Demetrescu & Christoph Hanck - 265-274 Flexible Bivariate Count Data Regression Models
by Shiferaw Gurmu & John Elder - 275-287 Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti - 288-296 Testing Predictive Ability and Power Robustification
by Kyungchul Song - 297-311 The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach
by Olesya V. Grishchenko & Marco Rossi - 312-325 Habit Persistence and Teen Sex: Could Increased Access to Contraception Have Unintended Consequences for Teen Pregnancies?
by Peter Arcidiacono & Ahmed Khwaja & Lijing Ouyang - 326-336 Real-Time Forecasts of the Real Price of Oil
by Christiane Baumeister & Lutz Kilian
2011, Volume 30, Issue 1
- 1-17 Forecast Rationality Tests Based on Multi-Horizon Bounds
by Andrew J. Patton & Allan Timmermann - 17-20 Comment
by Dean Croushore - 20-25 Comment
by Kajal Lahiri - 25-29 Comment
by Barbara Rossi - 30-33 Comment
by Lennart Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk - 34-35 Comment
by Kenneth D. West - 41-52 One for All and All for One: Regression Checks With Many Regressors
by Pascal Lavergne & Valentin Patilea - 53-66 Reality Checks and Comparisons of Nested Predictive Models
by Todd E. Clark & Michael W. McCracken - 81-93 Medicare Health Plan Choices of the Elderly: A Choice-With-Screening Model
by Qian Li & Pravin K. Trivedi - 94-108 Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise
by Ingmar Nolte & Valeri Voev - 109-124 The Factor--Spline--GARCH Model for High and Low Frequency Correlations
by José Gonzalo Rangel & Robert F. Engle - 125-131 Flexible Approximation of Subjective Expectations Using Probability Questions
by Charles Bellemare & Luc Bissonnette & Sabine Kröger - 132-142 Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold
by Xinyu Zhang & Alan T. K. Wan & Sherry Z. Zhou - 149-163 Beyond Incentives: Do Schools Use Accountability Rewards Productively?
by Marigee Bacolod & John DiNardo & Mireille Jacobson - 164-164 Multivariate Stochastic Volatility via Wishart Processes: A Comment
by Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde
2011, Volume 29, Issue 4
- 455-467 Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
by Nikolay Gospodinov & Alex Maynard & Elena Pesavento