Volume 21; Issue 1

Main
Journal of Business and Economic Statistics
Volume 21; Issue 1

Journal of Business and Economic Statistics

Volume 21; Issue 1

1

Time-Varying Smooth Transition Autoregressive Models

Lundbergh, Stefan, Teräsvirta, Timo, van Dijk, Dick

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 620 KB

english, 2003

2

Business Cycle Asymmetries

Clements, Michael P, Krolzig, Hans-Martin

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 463 KB

english, 2003

3

Front Matter

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 164 KB

english, 2003

4

Was There a Riverside Miracle? A Hierarchical Framework for Evaluating Programs with Grouped Data

Rajeev H. Dehejia

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 388 KB

english, 2003

5

Nonparametric Applications of Bayesian Inference

Gary Chamberlain and Guido W. Imbens

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 257 KB

english, 2003

6

Estimating the Benefit Incidence of an Antipoverty Program by Propensity-Score Matching

Jyotsna Jalan and Martin Ravallion

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 462 KB

english, 2003

7

Testing the Normality Assumption in the Sample Selection Model with an Application to Travel Demand

Bas van der Klaauw and Ruud H. Koning

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 878 KB

english, 2003

8

Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 361 KB

english, 2003

9

A Note on Rubin's Statistical Matching Using File Concatenation with Adjusted Weights and Multiple Imputations

Chris Moriarity and Fritz Scheuren

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 340 KB

english, 2003

10

Bayesian Modeling and Computations in Final-Offer Arbitration

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 230 KB

english, 2003

11

Flexible Covariance Structures for Categorical Dependent Variables through Finite Mixtures of Generalized Extreme Value Models

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 398 KB

english, 2003

12

Parameterized Expectations Algorithm and the Moving Bounds

Lilia Maliar and Serguei Maliar

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 242 KB

english, 2003

13

Bayesian Analysis of Endogenous Delay Threshold Models

Gary Koop and Simon M. Potter

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 382 KB

english, 2003

14

Time-Varying Smooth Transition Autoregressive Models

Stefan Lundbergh, Timo Teräsvirta and Dick van Dijk

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 624 KB

english, 2003

15

Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models

Alain Guay and Olivier Scaillet

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 389 KB

english, 2003

16

A New PC-Based Test for Varian's Weak Separability Conditions

Adrian R. Fleissig and Gerald A. Whitney

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 413 KB

english, 2003

17

Tests of Rank in Reduced Rank Regression Models

Gonzalo Camba-Mendez, George Kapetanios, Richard J. Smith and Martin R. Weale

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 382 KB

english, 2003

18

Robust Stationarity Tests in Seasonal Time Series Processes

A. M. Robert Taylor

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 314 KB

english, 2003

19

Testing for Nonlinear Autoregression

Ignacio N. Lobato

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 376 KB

english, 2003

20

On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 368 KB

english, 2003

21

Valid Bayesian Estimation of the Cointegrating Error Correction Model

Rodney W. Strachan

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 376 KB

english, 2003

22

Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions

Michael P. Clements and Hans-Martin Krolzig

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 607 KB

english, 2003

23

Back Matter

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 2.02 MB

english, 2003

24

Semiparametric Estimation of the Optimal Reserve Price in First-Price Auctions

Tong Li, Isabelle Perrigne and Quang Vuong

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 435 KB

english, 2003

25

A Note on Rubin's Statistical Matching Using File Concatenation With Adjusted Weights and Multiple Imputations

Moriarity, Chris, Scheuren, Fritz

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 216 KB

english, 2003

26

On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 252 KB

english, 2003

27

Was There a Riverside Miracle? A Hierarchical Framework for Evaluating Programs With Grouped Data

Dehejia, Rajeev H

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 276 KB

english, 2003

28

Estimating the Benefit Incidence of an Antipoverty Program by Propensity-Score Matching

Jalan, Jyotsna, Ravallion, Martin

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 261 KB

english, 2003

29

Parameterized Expectations Algorithm and the Moving Bounds

Maliar, Lilia, Maliar, Serguei

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 233 KB

english, 2003

30

Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models

Guay, Alain, Scaillet, Olivier

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 274 KB

english, 2003

31

Testing the Normality Assumption in the Sample Selection Model With an Application to Travel Demand

van der Klaauw, Bas, Koning, Ruud H

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 502 KB

english, 2003

32

Robust Stationarity Tests in Seasonal Time Series Processes

Robert Taylor, A. M

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 234 KB

english, 2003

33

Bayesian Modeling and Computations in Final-Offer Arbitration

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 177 KB

english, 2003

34

Bayesian Analysis of Endogenous Delay Threshold Models

Koop, Gary, Potter, Simon M

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 259 KB

english, 2003

35

Valid Bayesian Estimation of the Cointegrating Error Correction Model

Strachan, Rodney W

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 271 KB

english, 2003

36

A New PC-Based Test for Varian's Weak Separability Conditions

Fleissig, Adrian R, Whitney, Gerald A

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 586 KB

english, 2003

37

Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 241 KB

english, 2003

38

Testing for Nonlinear Autoregression

Lobato, Ignacio N

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 296 KB

english, 2003

39

Tests of Rank in Reduced Rank Regression Models

Camba-Mendez, Gonzalo, Kapetanios, George, Smith, Richard J, Weale, Martin R

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 267 KB

english, 2003

40

Flexible Covariance Structures for Categorical Dependent Variables Through Finite Mixtures of Generalized Extreme Value Models

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 260 KB

english, 2003

41

Nonparametric Applications of Bayesian Inference

Chamberlain, Gary, Imbens, Guido W

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 218 KB

english, 2003

42

Semiparametric Estimation of the Optimal Reserve Price in First-Price Auctions

Li, Tong, Perrigne, Isabelle, Vuong, Quang

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 336 KB

english, 2003