Volume 6.
(as bibtex)
70 references.
Articles

115. Stable factors in security returns: Identification using crossvalidation (C/R: p1628)
Conway, Delores A.,
Reinganum, Marc R.

105111. Serial correlation and the combination of forecasts
Diebold, Francis X.

113119. Variance estimators of the Gini coefficient  Probability sampling
Sandstrom, Arne,
Walden, Bertil,
Sandström, Arne,
Wretman, Jan H.,
Waldén, Bertil

121134. An engineering/econometric analysis of seasonal energy demand and conservation in the Pacific Northwest
Dubin, Jeffrey A.,
Henson, Steven E.

135138. Comments on ``A neglected method of separating demand and supply in time series regression'' (V3 p238243)
Young, Kan H.

138140. Reply to comments on ``A neglected method of separating demand and supply in time series regression''
Haynes, Stephen E.,
Stone, Joe A.

145159. Generalizing the NBD model for customer purchases: What are the implications and is it worth the effort? (C/R: p161166)
Morrison, Donald G.,
Schmittlein, David C.

1616. Comments on ``Stable factors in security returns: Identification using crossvalidation''
Chen, Naifu

1620. Comments on ``Stable factors in security returns: Identification using crossvalidation''
Jobson, J. D.

161162. Comments on ``Generalizing the NBD model for customer purchases: What are the implications and is it worth the effort?''
Sabavala, Darius J.

163164. Comments on ``Generalizing the NBD model for customer purchases: What are the implications and is it worth the effort?''
Montgomery, David B.

165166. Reply to comments on ``Generalizing the NBD model for customer purchases: What are the implications and is it worth the effort?''
Morrison, Donald G.,
Schmittlein, David C.

167187. An examination of the Commerce Department leadingindicator approach
Koch, Paul D.,
Rasche, Robert H.

189196. Estimation of Laspeyres price indexes using the prediction approach for finite population sampling
Valliant, Richard

197206. Disaggregation and forecasting: A Bayesian analysis
de Alba, Enrique

2021. Comments on ``Stable factors in security returns: Identification using crossvalidation''
Stambaugh, Robert F.

207219. Modeling nonignorable nonresponse in categorical panel data with an example in estimating gross laborforce flows
Stasny, Elizabeth A.

2123. Comments on ``Stable factors in security returns: Identification using crossvalidation''
Brown, Stephen J.

221229. Out of work, out of mind: Response errors in retrospective reports of unemployment
Mathiowetz, Nancy A.,
Duncan, Greg J.

231240. Estimating the structure of agricultural investment: A stochasticcoefficients approach
Conway, Roger,
Hrubovcak, James,
LeBlanc, Michael

2428. Reply to comments on ``Stable factors in security returns: Identification using crossvalidation''
Conway, Delores A.,
Reinganum, Marc R.

241246. A comparison of nonparametric tests of weak separability for annual and quarterly data on consumption, leisure, and money
Swofford, James L.,
Whitney, Gerald A.

247260. Making statistics more effective in schools of business
Easton, George,
Roberts, Harry V.,
Tiao, George C.

261272. The role of statistics in accounting, marketing, finance, and production
Hamada, Robert,
Patell, James M.,
Staelin, Richard,
Wecker, William E.

273282. A survey of the teaching of statistics in M.B.A. programs
Rose, Elizabeth L.,
Machak, Joseph A.,
Spivey, W. Allen

287296. Missingdata adjustments in large surveys (C/R: p296301)
Little, Roderick J. A.

2942. Arbitrage pricing theory as a restricted nonlinear multivariate regression model: Iterated nonlinear seemingly unrelated regression estimates
McElroy, Marjorie B.,
Burmeister, Edwin

296297. Comments on ``Missingdata adjustments in large surveys''
Sande, I. G.

298299. Comments on ``Missingdata adjustments in large surveys''
Scheuren, Fritz

300301. Reply to comments on ``Missingdata adjustments in large surveys''
Little, Roderick J. A.

303312. Normalized quadratic systems of consumer demand functions
Diewert, W. E.,
Wales, T. J.

313325. Twostage budgeting and exact aggregation
Jorgenson, Dale W.,
Slesnick, Daniel T.,
Stoker, Thomas M.

327334. Multivariate measures of wellbeing and an analysis of inequality in the Michigan data
Maasoumi, Esfandiar,
Nickelsburg, Gerald

335337. Truncation bias and the measurement of income inequality
Fichtenbaum, Rudy,
Shahidi, Hushang

339349. Productivity analysis of U.S. manufacturing using a stochasticcoefficients production function (Ref: V7 p471474)
Narasimham, Gorti V. L.,
Swamy, P. A. V. B.,
Reed, R. C.

351358. The empirical relationship between money, prices, and income revisited
Serletis, Apostolos

359371. Housing depreciation and aging bias in the consumer price index
Randolph, William C.

373379. Combination of economic forecasts: An oddsmatrix approach (Ref: V4 p3946)
Gupta, Sunil,
Wilton, Peter C.

381384. Multiperiod forecasts of interest rates
Dua, Pami

385390. Classificationerror models and labormarket dynamics
Meyer, Bruce D.

391398. A heterogeneous conditional logit model of choice
Steckel, Joel H.,
Vanhonacker, Wilfried R.

401407. A reexamination of Friedman's consumption puzzle (C/R: p408414)
Stock, James H.

408409. Comments on ``A reexamination of Friedman's consumption puzzle''
Watson, Mark W.

410412. Comments on ``A reexamination of Friedman's consumption puzzle''
Dickey, D. A.

413414. Reply to comments on ``A reexamination of Friedman's consumption puzzle''
Stock, James H.

415427. Combining robust and traditional least squares methods: A critical evaluation (C/R: p428451)
Janson, Marius A.

428428. Comments on ``Combining robust and traditional least squares methods: A critical evaluation''
Hogg, Robert V.

429432. Comments on ``Combining robust and traditional least squares methods: A critical evaluation''
Cook, R. Dennis

4349. Risk measurement for eventdependent security returns
Lockwood, Larry J.,
Kadiyala, K. Rao

432441. Comments on ``Combining robust and traditional least squares methods: A critical evaluation''
Easton, George S.

442447. Comments on ``Combining robust and traditional least squares methods: A critical evaluation''
Belsley, David A.,
Welsch, Roy E.

447449. Comments on ``Combining robust and traditional least squares methods: A critical evaluation''
Koenker, Roger

450451. Reply to comments on ``Combining robust and traditional least squares methods: A critical evaluation''
Janson, Marius A.

453464. An application of operationalsubjective statistical methods to rational expectations (C/R: p465477)
Blattenberger, Gail,
Lad, Frank

465466. Comments on ``An application of operationalsubjective statistical methods to rational expectations''
Geweke, John

466469. Comments on ``An application of operationalsubjective statistical methods to rational expectations''
Garber, Steven,
Poirier, Dale J.

470472. Comments on ``An application of operationalsubjective statistical methods to rational expectations''
Diebold, Francis X.

473474. Comments on ``An application of operationalsubjective statistical methods to rational expectations''
Swamy, P. A. V. B.,
Barth, J. R.

475477. Reply to comments on ``An application of operationalsubjective statistical methods to rational expectations''
Blattenberger, Gail,
Lad, Frank

479486. The secular and cyclical behavior of real GDP in 19 OECD countries, 19571983
Geweke, John

487500. Disclosure risk and disclosure avoidance for microdata
Paass, Gerhard

501504. The prediction sum of squares as a general measure for regression diagnostics
Quan, Nguyen T.

505509. An analysis of nonlinearities, heteroscedasticity, and functional form in the market model
McDonald, Bill,
Lee, ChengFew

5157. The stablelaw model of stock returns
Akgiray, Vedat,
Booth, G. Geoffrey

511515. Pitfalls in the estimation of a differenced model
Maeshiro, Asatoshi,
Vali, Shapoor

5967. Translog flexible functional forms and substitutability of monetary assets
Serletis, Apostolos

6977. The interactive and causal relationships involving precious metal price movements: An analysis of the gold and silver markets
Chan, M. W. Luke,
Mountain, Dean C.

7986. Estimating the cost of a warranty
Frees, Edward W.

8795. Timeseries modeling for statistical process control
Alwan, Layth C.,
Roberts, Harry V.

97104. A latentvariable model of quality determination
Gertler, Paul J.