Current Index to Statistics
Journal of Business & Economic Statistics
Deviance information criterion for comparing stochastic volatility models
An empirical Bayes procedure for improving individual-level estimates and predictions from finite mixtures of multinomial logit models
Kamakura, Wagner A.
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
Weiner, Scott M.
Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Baltagi, Badi H.
Lopez, Jose A.
Wallis, Kenneth F.
Hierarchical models for employment decisions
Kadane, Joseph B.
Woodworth, George G.
Estimation and welfare analysis with large demand systems
von Haefen, Roger H.
Phaneuf, Daniel J.
Parsons, George R.
Bayesian analysis of the heterogeneity model
Spatial modeling of house prices using normalized distance-weighted sums
Gelfand, A. E.
Knight, J. R.
Sirmans, C. F.
Choice behavior under time-variant quality: State dependence versus "play-it-by-ear" in selecting ski resorts
Assessing generalized method-of-moments estimates of the federal reserve reaction function
Le Bihan, Hervé
Asset returns and state-dependent risk preferences
Duration dependence in stock prices: An analysis of bull and bear markets
The performance of German firms in the business-related service sector: A dynamic analysis
Nguyen Van, Phu
The minimum wage: Consequences for prices and quantities in low-wage labor markets
On the performance of some robust instrumental variables estimators
Honor, Bo E.
An analysis of speaking fluency of immigrants using ordered response models with classification errors
Van Soest, Arthur
Semiparametric approaches to welfare evaluations in binary response models
Optimal residual-based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
State space models with a common stochastic variance
Koopman, Siem Jan
Bos, Charles S.
Testing for the monotone likelihood ratio assumption
Hennessy, David A.
Caviar: Conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
Ben Salem, Mélika
Regime shifts, risk premiums in the term structure, and the business cycle
Semiparametric duration models
Drost, Feike C.
Werker, Bas J. M.
The measurement of Medicaid coverage in the SIPP: Evidence from a comparison of matched records
Hildreth, Andrew K.G.
-Sheppard, Lara Shore D.
Decreasing relative risk aversion, risk sharing, and the permanent income hypothesis
Bayesian analysis of interval data contingent valuation models and pricing policies
León, Carmelo J.
Vázquez-Polo, Francisco José
Dynamics and seasonality in quarterly panel data: An analysis of earnings mobility in Spain
Out-of-sample performance of discrete-time spot interest rate models
Testing asset pricing models with coskewness
Barone Adesi, Giovanni
Editors' report 2003
Hall, Alastair R.
Financial constraints and farm investment: A Bayesian examination
Hart, Chad E.
Lence, Sergio H.
How do behavioral assumptions affect structural inference? evidence from a laboratory experiment
The less-volatile U.S. economy: A Bayesian investigation of timing, breadth, and potential explanations
Nelson, Charles R.
Sampling frequency and the comparison between matched-model and hedonic regression price indexes