Journal of Business & Economic Statistics |

Title | Subject | Authors |

A comparison of the real-time performance of business cycle dating methods.(Report) | Mathematics | Chauvet, Marcelle, Piger, Jeremy |

A corrected plug-in method for quantile interval construction through a transformed regression. | Mathematics | Yang, Z.L., Tse, Y.K. |

A multivariate generalized orthogonal factor GARCH model.(Generalized autoregressive conditional heteroscedasticity) | Mathematics | Lanne, Markku, Saikkonen, Pentti |

Analytical bias reduction for small samples in U.S. consumer price index. | Mathematics | Bradley, Ralph |

A note on common cycles, common trends, and convergence. | Mathematics | Harvey, Andrew, Carvalho, Vasco, Trimbur, Thomas |

Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry. | Mathematics | Swanson, Norman R., Van Dijk, Dick |

A simple test for nonstationarity in mixed panels.(Report) | Mathematics | Ng, Serena |

Bayesian analysis of the output gap.(Report) | Mathematics | Rossi, Alessandro, Planas, Christophe, Fiorentini, Gabriele |

Binomial autoregressive moving average models with an application to US recessions.(Report) | Mathematics | Startz, Richard |

Calculating comparable statistics from incomparable surveys, with an application to poverty in India. | Mathematics | Tarozzi, Alessandro |

Co-breaking: recent advances and a synopsis of the literature. | Mathematics | Hendry, David F., Massmann, Micheal |

Comment. | Mathematics | Ait-Sahalia, Yacine, Zhang, Lan, Mykland, Per A. |

Comment. | Mathematics | Bandi, Federico M., Russell, Jeffrey R. |

Comment. | Mathematics | Bollerslev, Tim, Andersen, Torben G., Frederiksen, Per Houmann, Nielsen, Morten Orregaard |

Comment. | Mathematics | Barndorff-Nielsen, Ole E., Shephard, Neil |

Comment. | Mathematics | Diebold, Francis X. |

Comment. | Mathematics | Garcia, Rene, Meddahi, Nour |

Comment. | Mathematics | Ghysels, Eric, Sinko, Arthur |

Comment. | Mathematics | Oomen, Roel C. A. |

Comment. | Mathematics | Yu, Jun, Phillips, Peter C. B. |

Common features in economics and finance: an overview of recent developments. | Mathematics | Urga, Giovanni |

Common periodic correlation features and the interaction of stocks and flows in daily airport data. | Mathematics | Hylleberg, Svend, Haldrup, Niels, Sanso, Andreu, Pons, Gabriel |

Comparing density forecasts via weighted likelihood ratio tests.(weighted probability ratio testing of forecasting theory) | Mathematics | Amisano, Gianni, Giacomini, Raffaella |

Consistent estimation of the number of dynamic factors in a large N and T panel. | Mathematics | Watson, Mark W., Amengual, Dante |

Contrasts between types of assets in fixed investment equations as a way of testing real options theory. | Mathematics | Urga, Giovanni, Driver, Ciaran, Temple, Paul |

Determining the number of primitive shocks in factor models. | Mathematics | Bai, Jushan, Ng, Serena |

Distributional dominance with trimmed data. | Mathematics | Cowell, Frank A., Victoria-Feser, Maria-Pia |

Does wealth explain black-white differences in early employment careers?(Report) | Mathematics | Rendon, Silvio |

Dynamic efficiency estimation: an application to U.S. electric utilities.(fuel efficiency in electric utilities ) | Mathematics | Rungsuriyawiboon, Supawat, Stefanou, Spiro E. |

Efficient Bayesian inference for multiple change-point and mixture innovation models.(Report) | Mathematics | Kohn, Robert, Giordani, Paolo |

Estimating potential output, core inflation, and the NAIRU as latent variables.(Non-Accelerating Inflation Rate of Unemployment) | Mathematics | Domenech, Rafael, Gomez, Victor |

Estimating the effects of family background on the return to schooling. | Mathematics | Deschenes, Olivier |

Estimation of fractional dependent variables in dynamic panel data models with an application to firm dividend policy.(Report) | Mathematics | Loudermilk, Margaret S. |

Evaluating models of autoregressive conditional duration. | Mathematics | Terasvirta, Timo, Meitz, Mika |

Evaluating the effectiveness of state-switching time series models for U.S. real output. | Mathematics | Ashley, Richard A., Patterson, Douglas M. |

Exports and labor demand: Searching for functional structure in multi-output multi-skill technologies. | Mathematics | Koebel, Beprand |

Forecasting the volatility of Australian stock returns: do common factors help? | Mathematics | Vahid, Farshid, Anderson, Heather M. |

Forecasting using Bayesian and information-theoretic model averaging: an application to U.K. inflation.(Report) | Mathematics | Price, Simon, Kapetanios, George, Labhard, Vincent |

Foreign technology transfer and productivity evidence from a matched sample.(Report) | Mathematics | Yasar, Mahmut, Morrison Paul, Catherine J. |

Gradients in spatial response surfaces with application to urban land values. | Mathematics | Majumdar, Anadamayee, Munneke, Henry J, Jelfand, Alan E., Banerajee, Sudipto, Sirmans, C. F. |

Heterogeneity in consumer price stickiness: a microeconometric investigation. | Mathematics | Bihan, Herve Le, Fougere, Denis |

Idiosyncratic volatility, stock market volatility and expected stock returns. | Mathematics | Guo, Hui, Savickas, Robert |

Improved errors-in-variables estimators for grouped data. | Mathematics | Devereux, Paul J. |

inference in panel cointegration models with long panels.(Report) | Mathematics | Larsson, Rolf, Lyhagen, Johan |

Intrinsic Bayesian estimation of vector auto regression impulse responses.(business forecasting methods) | Mathematics | Shawn Ni, Dongchu Sun, Xiaoqian Sun |

Levels and long-term trends in earnings inequality: Overcoming current population survey censoring problems using the GB2 distribution. | Mathematics | Feng, Shuaizhang, Burkhauser, Richard V., Butler, J. S. |

Local Whittle analysis of stationary fractional cointegration and the implied-realized volatility relation.(Report) | Mathematics | Nielsen, Morten Orregaard |

Macroeconomic volatility, predictability, and uncertainty in the great moderation: evidence from the Survey of Professional forecasters. | Mathematics | Campbell, Sean D. |

Market-based measures of monetary policy expectations. | Mathematics | Swanson, Eric T., Gurunanak, Refet S., Sack, Brain P. |

Model-based clustering of multiple time series.(Report) | Mathematics | Fruhwirth-Schnetter, Sylvia, Kaufmann, Sylvia |

Modelling around-the-clock price discovery for cross-listed stocks using state space methods.(estimating non-American stock prices) | Mathematics | Lucas, Andre, Koopman, Siem Jan, Menkveld, Albert J. |

Modelling purchases as repeated events.(statistical models for evaluating modeling purchases ) | Mathematics | Franses, Philip Hans, Paap, Richard, Bijwaard, Govert E. |

Moment-based copula tests for financial returns.(Report) | Mathematics | Chen, Yi-Ting |

Monotonic regression based on Bayesian P-splines, an application to estimating price response functions from store level scanner data.(Report) | Mathematics | Brezger, Andreas, Steiner, Winfried J. |

Multivariate stochastic volatility via Wishart processes. | Mathematics | Philipov, Alexander, Glickman, Mark E. |

Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors: an exact simulation-based approach.(Report) | Mathematics | Dufour, Jean-Marie, Khalaf, Lynda, Beaulieu, Marie-Claude |

New evidence on price anomalies in sequential auctions: used cars in New Jersey. | Mathematics | Raviv, Yaron |

On the fit of new Keynesian models.(stochastic models and Keynesian economics) | Mathematics | Smith, Frank, Negro, Marco Del, Schorfeheide, Frank, Wouters, Rafael |

On the relationships between consumption, income and wealth. | Mathematics | Whelan, Karl, Palumbo, Michael, Rudd, Jereny |

On the role of risk premia in volatility forecasting.(Report) | Mathematics | Chernov, Mikhail |

Peer and selection effects on youth smoking in California. | Mathematics | Krauth, Brian |

Potential pitfalls in determining multiple structural changes with an application to purchasing power parity.(Report) | Mathematics | Prodan, Ruxandra |

Private insurance, selection, and health care use: a Bayesian analysis of a roy-type model.(Bayesian analysis of private health insurance selection ) | Mathematics | Deb, Partha, Trivedi, Pravin K., Munkin, Murat K. |

Properties of realized variance under alternative sampling schemes. | Mathematics | Oomen, Roel C. A. |

Realized variance amd market microstructure noise. | Mathematics | Lunde, Asger, Hansen, Peter R. |

Rejoinder. | Mathematics | Lunde, Asger, Hansen, Peter R. |

Robust nonnested testing and the demand for money.(Report) | Mathematics | Kiefer, 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) | Mathematics | Wang, Hansheng, Li, Guodong, Jiang, Guohau |

Schooling, capital constraints, and entrepreneurial performance: the endogenous triangle.(entrepreneurial ventures in Dutch schooling and educational policy) | Mathematics | Parker, Simon C., Praag, C. Mirjam van |

Simulation methods for Levy-Driven continuous-time auto regressive moving average (CARMA) stochastic volatility models. | Mathematics | Tauchen, George, Todorov, Viktor |

Standard errors as weights in multilateral price indexes. | Mathematics | Hill, Robert J., Timmer, Marcel P. |

Stock market downsizing and the stability of European monetary union money demand. | Mathematics | Carstensen, Kai |

Testing and valuing dynamic correlations for asset allocation. | Mathematics | Engle, Robert, Colacito, Ricardo |

Testing continuous semimartingle hypothesis for the S&P 500.(stock index) | Mathematics | Peters, Remco T., Vilder, Robin G. De |

Testing cross-section correlation in panel data using spacings. | Mathematics | Ng, Serena |

Testing for neglected nonlinearity in long-memory models.(Report) | Mathematics | Baillie, Richard T., Kapetanios, George |

Tests for cointegration breakdown over a short time period.(statistical sampling in short time periods) | Mathematics | Andrews, Donald W.K., Jae-Young Kim |

The difference between Hedonic imputation indexes and time dummy hedonic indexes.(inflation measurement methods) | Mathematics | Silver, Mick, Heravi, Saeed |

The identification of fixed costs from consumer behavior. | Mathematics | Donaldson, David, Pendakur, Krishna |

Tree-structured multiple regimes in interest rates. | Mathematics | Audrino, Francesco |

Using trivariate copulas to model sample selection and treatment effects: application to family health care demand. | Mathematics | Zimmer, David M., Trivedi, Pravin K. |

Using worker flows to measure firm dynamics. | Mathematics | Lane, Julia, Haltiwanger, John, McKinney, Kevin, Bebedetto, Gary |

Volatility forecasting with range-based EGRACH models.(generalized auto regressive conditional heteroscedasticity models ) | Mathematics | Jones, Christopher S., Brandt, Michael W. |