Volume 12.
(as bibtex)
54 references.
Articles

19. Using neoclassical consumerchoice theory to produce a market map from purchase data
Srinivasan, T. C.,
Winer, Russell S.

109122. Semiparametric tests for double unit roots
Haldrup, Niels

1121. Choice between disaggregate and aggregate specifications estimated by instrumental variables methods
Pesaran, M. Hashem,
Pierse, Richard G.,
Lee, Kevin C.

123127. Truncation bias and the ordinal evaluation of income inequality
Bishop, John A.,
Chiou, JongRong,
Formby, John P.

129133. Forecasting performance of structural time series models
Andrews, Rick L.

141147. The statistical properties of the equity estimator (Disc: p149155)
Hill, R. Carter,
Cartwright, P. A.

149153. Comment on ``The statistical properties of the equity estimator''
Krishnamurthi, Lakshman,
Rangaswamy, Arvind

155155. Comment on ``The statistical properties of the equity estimator''
Krishnamurthi, Lakshman,
Rangaswamy, Arvind

155155. Reply to comment on ``The statistical properties of the equity estimator''
Hill, R. Carter,
Cartwright, P. A.

157166. A consistent test for a unit root
Leybourne, S. J.,
McCabe, B. P. M.

167176. Approximate asymptotic distribution functions for unitroot and cointegration tests
MacKinnon, James G.

177186. Varianceratio tests: Smallsample properties with an application to international output data
Cecchetti, Stephen G.,
Lam, Poksang

187204. Approximately medianunbiased estimation of autoregressive models
Andrews, Donald W. K.,
Chen, HongYuan

205219. Precautionary saving: An explanation for excess sensitivity of consumption
Normandin, Michel

221231. Estimating enduse demand: A Bayesian approach
Bauwens, Luc,
Fiebig, Denzil G.,
Steel, Mark F. J.

2331. A qualityadjusted price index for personal computers
Nelson, Randy A.,
Tanguay, Tim L.,
Patterson, Christopher D.

233241. Patterns in residential gas and electricity consumption: An econometric analysis
Lee, RayShine,
Singh, Nirvikar

243251. Coordinate space versus index space representations as estimation methods: An application to how macro activity affects the U.S. income distribution
Ryu, Hang K.,
Slottje, Daniel J.

253260. Endogenous trading volume and momentum in stockreturn volatility
Lamoureux, Christopher G.,
Lastrapes, William D.

261265. Imposing linear homogeneity on BoxTidwell flexible functional forms
Shin, Richard T.,
Ying, John S.

269277. Inventories and the three phases of the business cycle
Sichel, Daniel E.

279288. Durationdependent transitions in a Markov model of U.S. GNP growth
Durland, J. Michael,
McCurdy, Thomas H.

289298. On the periodic structure of the business cycle
Ghysels, Eric

299308. Businesscycle phases and their transitional dynamics
Filardo, Andrew J.

309316. A Markov model of switchingregime ARCH
Cai, Jun

317328. A randomcoefficient logit brandchoice model applied to panel data
Jain, Dipak C.,
Vilcassim, Naufel J.,
Chintagunta, Pradeep K.

329337. Menu pricing: An experimental approach
Kiefer, Nicholas M.,
Kelly, Thomas J.,
Burdett, Kenneth

3346. Financialfirm production of monetary services: A generalized symmetric Barnett variableprofitfunction approach
Barnett, William A.,
Hahm, Jeong Ho

339346. Bayesian efficiency analysis with a flexible form: The AIM cost function
Koop, Gary,
Osiewalski, Jacek,
Steel, Mark F. J.

347360. Testing for cointegration in linear quadratic models
Gregory, Allan W.

361368. Estimating potential output as a latent variable
Kuttner, Kenneth N.

371389. Bayesian analysis of stochastic volatility models (Disc: p389417)
Jacquier, Eric,
Polson, Nicholas G.,
Rossi, Peter E.

389392. Comment on ``Bayesian analysis of stochastic volatility models''
Andersen, Torben G.

393395. Comment on ``Bayesian analysis of stochastic volatility models''
Danielsson, Jon

395396. Comment on ``Bayesian analysis of stochastic volatility models''
Engle, Robert F.

397399. Comment on ``Bayesian analysis of stochastic volatility models''
Geweke, John

399401. Comment on ``Bayesian analysis of stochastic volatility models''
Ghysels, Eric,
Jasiak, Joanna

402403. Comment on ``Bayesian analysis of stochastic volatility models''
Harvey, Andrew C.,
Ruiz, Esther

403406. Comment on ``Bayesian analysis of stochastic volatility models''
Nelson, Daniel B.

406410. Comment on ``Bayesian analysis of stochastic volatility models''
Shephard, Neil,
Kim, Sangjoon

410412. Comment on ``Bayesian analysis of stochastic volatility models''
Uhlig, Harald

413417. Reply to comments on ``Bayesian analysis of stochastic volatility models''
Jacquier, Eric,
Polson, Nicholas G.,
Rossi, Peter E.

419430. Residential demand for electricity under inverted block rates: Evidence from a controlled experiment
Herriges, Joseph A.,
King, Kathleen Kuester

431436. Curvature restrictions on flexible functional forms: An application of the Minflex Laurent almost ideal demand system to the pattern of Spanish demand, 19541987
Ramajo, Julian,
Ramajo, Julián

437448. A combined bound for errors in auditing based on Hoeffding's inequality and the bootstrap
Clayton, Howard R.

449459. A comparison of unitroot test criteria
Pantula, Sastry G.,
GonzalezFarias, Graciela,
Fuller, Wayne A.

461470. Testing for a unit root in time series with pretest databased model selection
Hall, Alastair

4755. The appropriate scale variable in the U.S. money demand: An application of nonnested tests of consumption versus income measures
Elyasiani, Elyas,
Nasseh, Alireza

471478. The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans,
Haldrup, Niels

479487. The trend behavior of alternative income inequality measures in the United States from 19471990 and the structural break
Raj, Baldev,
Slottje, Daniel J.

489492. Posterior properties of longrun impulse responses (Corr: 96V14 p257)
Koop, Gary,
Osiewalski, Jacek,
Steel, Mark F. J.

5779. HansenJagannathan bounds as classical tests of assetpricing models
Burnside, Craig

8193. A spectraltemporal index with an application to U.S. interest rates
Lim, G. C.,
Martin, Vance L.

95107. A decisiontheoretic analysis of the unitroot hypothesis using mixtures of elliptical models
Koop, Gary,
Steel, Mark F. J.