Journal of Business & Economic Statistics - Abstracts

Journal of Business & Economic Statistics
A comparison of the real-time performance of business cycle dating methods.(Report)MathematicsChauvet, Marcelle, Piger, Jeremy
A corrected plug-in method for quantile interval construction through a transformed regression.MathematicsYang, Z.L., Tse, Y.K.
A multivariate generalized orthogonal factor GARCH model.(Generalized autoregressive conditional heteroscedasticity)MathematicsLanne, Markku, Saikkonen, Pentti
Analytical bias reduction for small samples in U.S. consumer price index.MathematicsBradley, Ralph
A note on common cycles, common trends, and convergence.MathematicsHarvey, Andrew, Carvalho, Vasco, Trimbur, Thomas
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry.MathematicsSwanson, Norman R., Van Dijk, Dick
A simple test for nonstationarity in mixed panels.(Report)MathematicsNg, Serena
Bayesian analysis of the output gap.(Report)MathematicsRossi, Alessandro, Planas, Christophe, Fiorentini, Gabriele
Binomial autoregressive moving average models with an application to US recessions.(Report)MathematicsStartz, Richard
Calculating comparable statistics from incomparable surveys, with an application to poverty in India.MathematicsTarozzi, Alessandro
Co-breaking: recent advances and a synopsis of the literature.MathematicsHendry, David F., Massmann, Micheal
Comment.MathematicsAit-Sahalia, Yacine, Zhang, Lan, Mykland, Per A.
Comment.MathematicsBandi, Federico M., Russell, Jeffrey R.
Comment.MathematicsBollerslev, Tim, Andersen, Torben G., Frederiksen, Per Houmann, Nielsen, Morten Orregaard
Comment.MathematicsBarndorff-Nielsen, Ole E., Shephard, Neil
Comment.MathematicsDiebold, Francis X.
Comment.MathematicsGarcia, Rene, Meddahi, Nour
Comment.MathematicsGhysels, Eric, Sinko, Arthur
Comment.MathematicsOomen, Roel C. A.
Comment.MathematicsYu, Jun, Phillips, Peter C. B.
Common features in economics and finance: an overview of recent developments.MathematicsUrga, Giovanni
Common periodic correlation features and the interaction of stocks and flows in daily airport data.MathematicsHylleberg, Svend, Haldrup, Niels, Sanso, Andreu, Pons, Gabriel
Comparing density forecasts via weighted likelihood ratio tests.(weighted probability ratio testing of forecasting theory)MathematicsAmisano, Gianni, Giacomini, Raffaella
Consistent estimation of the number of dynamic factors in a large N and T panel.MathematicsWatson, Mark W., Amengual, Dante
Contrasts between types of assets in fixed investment equations as a way of testing real options theory.MathematicsUrga, Giovanni, Driver, Ciaran, Temple, Paul
Determining the number of primitive shocks in factor models.MathematicsBai, Jushan, Ng, Serena
Distributional dominance with trimmed data.MathematicsCowell, Frank A., Victoria-Feser, Maria-Pia
Does wealth explain black-white differences in early employment careers?(Report)MathematicsRendon, Silvio
Dynamic efficiency estimation: an application to U.S. electric utilities.(fuel efficiency in electric utilities )MathematicsRungsuriyawiboon, Supawat, Stefanou, Spiro E.
Efficient Bayesian inference for multiple change-point and mixture innovation models.(Report)MathematicsKohn, Robert, Giordani, Paolo
Estimating potential output, core inflation, and the NAIRU as latent variables.(Non-Accelerating Inflation Rate of Unemployment)MathematicsDomenech, Rafael, Gomez, Victor
Estimating the effects of family background on the return to schooling.MathematicsDeschenes, Olivier
Estimation of fractional dependent variables in dynamic panel data models with an application to firm dividend policy.(Report)MathematicsLoudermilk, Margaret S.
Evaluating models of autoregressive conditional duration.MathematicsTerasvirta, Timo, Meitz, Mika
Evaluating the effectiveness of state-switching time series models for U.S. real output.MathematicsAshley, Richard A., Patterson, Douglas M.
Exports and labor demand: Searching for functional structure in multi-output multi-skill technologies.MathematicsKoebel, Beprand
Forecasting the volatility of Australian stock returns: do common factors help?MathematicsVahid, Farshid, Anderson, Heather M.
Forecasting using Bayesian and information-theoretic model averaging: an application to U.K. inflation.(Report)MathematicsPrice, Simon, Kapetanios, George, Labhard, Vincent
Foreign technology transfer and productivity evidence from a matched sample.(Report)MathematicsYasar, Mahmut, Morrison Paul, Catherine J.
Gradients in spatial response surfaces with application to urban land values.MathematicsMajumdar, Anadamayee, Munneke, Henry J, Jelfand, Alan E., Banerajee, Sudipto, Sirmans, C. F.
Heterogeneity in consumer price stickiness: a microeconometric investigation.MathematicsBihan, Herve Le, Fougere, Denis
Idiosyncratic volatility, stock market volatility and expected stock returns.MathematicsGuo, Hui, Savickas, Robert
Improved errors-in-variables estimators for grouped data.MathematicsDevereux, Paul J.
inference in panel cointegration models with long panels.(Report)MathematicsLarsson, Rolf, Lyhagen, Johan
Intrinsic Bayesian estimation of vector auto regression impulse responses.(business forecasting methods)MathematicsShawn Ni, Dongchu Sun, Xiaoqian Sun
Levels and long-term trends in earnings inequality: Overcoming current population survey censoring problems using the GB2 distribution.MathematicsFeng, Shuaizhang, Burkhauser, Richard V., Butler, J. S.
Local Whittle analysis of stationary fractional cointegration and the implied-realized volatility relation.(Report)MathematicsNielsen, Morten Orregaard
Macroeconomic volatility, predictability, and uncertainty in the great moderation: evidence from the Survey of Professional forecasters.MathematicsCampbell, Sean D.
Market-based measures of monetary policy expectations.MathematicsSwanson, Eric T., Gurunanak, Refet S., Sack, Brain P.
Model-based clustering of multiple time series.(Report)MathematicsFruhwirth-Schnetter, Sylvia, Kaufmann, Sylvia
Modelling around-the-clock price discovery for cross-listed stocks using state space methods.(estimating non-American stock prices)MathematicsLucas, Andre, Koopman, Siem Jan, Menkveld, Albert J.
Modelling purchases as repeated events.(statistical models for evaluating modeling purchases )MathematicsFranses, Philip Hans, Paap, Richard, Bijwaard, Govert E.
Moment-based copula tests for financial returns.(Report)MathematicsChen, Yi-Ting
Monotonic regression based on Bayesian P-splines, an application to estimating price response functions from store level scanner data.(Report)MathematicsBrezger, Andreas, Steiner, Winfried J.
Multivariate stochastic volatility via Wishart processes.MathematicsPhilipov, Alexander, Glickman, Mark E.
Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors: an exact simulation-based approach.(Report)MathematicsDufour, Jean-Marie, Khalaf, Lynda, Beaulieu, Marie-Claude
New evidence on price anomalies in sequential auctions: used cars in New Jersey.MathematicsRaviv, Yaron
On the fit of new Keynesian models.(stochastic models and Keynesian economics)MathematicsSmith, Frank, Negro, Marco Del, Schorfeheide, Frank, Wouters, Rafael
On the relationships between consumption, income and wealth.MathematicsWhelan, Karl, Palumbo, Michael, Rudd, Jereny
On the role of risk premia in volatility forecasting.(Report)MathematicsChernov, Mikhail
Peer and selection effects on youth smoking in California.MathematicsKrauth, Brian
Potential pitfalls in determining multiple structural changes with an application to purchasing power parity.(Report)MathematicsProdan, Ruxandra
Private insurance, selection, and health care use: a Bayesian analysis of a roy-type model.(Bayesian analysis of private health insurance selection )MathematicsDeb, Partha, Trivedi, Pravin K., Munkin, Murat K.
Properties of realized variance under alternative sampling schemes.MathematicsOomen, Roel C. A.
Realized variance amd market microstructure noise.MathematicsLunde, Asger, Hansen, Peter R.
Rejoinder.MathematicsLunde, Asger, Hansen, Peter R.
Robust nonnested testing and the demand for money.(Report)MathematicsKiefer, Nicholas M., Choi, Hwan-Sik
Robust regression shrinkage and consistent variable selection through the LAD-Lasso.(least absolute deviation, least absolute shrinkage and selection operator)MathematicsWang, Hansheng, Li, Guodong, Jiang, Guohau
Schooling, capital constraints, and entrepreneurial performance: the endogenous triangle.(entrepreneurial ventures in Dutch schooling and educational policy)MathematicsParker, Simon C., Praag, C. Mirjam van
Simulation methods for Levy-Driven continuous-time auto regressive moving average (CARMA) stochastic volatility models.MathematicsTauchen, George, Todorov, Viktor
Standard errors as weights in multilateral price indexes.MathematicsHill, Robert J., Timmer, Marcel P.
Stock market downsizing and the stability of European monetary union money demand.MathematicsCarstensen, Kai
Testing and valuing dynamic correlations for asset allocation.MathematicsEngle, Robert, Colacito, Ricardo
Testing continuous semimartingle hypothesis for the S&P 500.(stock index)MathematicsPeters, Remco T., Vilder, Robin G. De
Testing cross-section correlation in panel data using spacings.MathematicsNg, Serena
Testing for neglected nonlinearity in long-memory models.(Report)MathematicsBaillie, Richard T., Kapetanios, George
Tests for cointegration breakdown over a short time period.(statistical sampling in short time periods)MathematicsAndrews, Donald W.K., Jae-Young Kim
The difference between Hedonic imputation indexes and time dummy hedonic indexes.(inflation measurement methods)MathematicsSilver, Mick, Heravi, Saeed
The identification of fixed costs from consumer behavior.MathematicsDonaldson, David, Pendakur, Krishna
Tree-structured multiple regimes in interest rates.MathematicsAudrino, Francesco
Using trivariate copulas to model sample selection and treatment effects: application to family health care demand.MathematicsZimmer, David M., Trivedi, Pravin K.
Using worker flows to measure firm dynamics.MathematicsLane, Julia, Haltiwanger, John, McKinney, Kevin, Bebedetto, Gary
Volatility forecasting with range-based EGRACH models.(generalized auto regressive conditional heteroscedasticity models )MathematicsJones, Christopher S., Brandt, Michael W.
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