Current Index to Statistics
The Review of Economics and Statistics
Analyzing frequencies of several types of events: A mixed multinomial-Poisson approach
Terza, Joseph V.
Wilson, Paul W.
Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
The inappropriate use of serial correlation tests in dynamic linear models
Sample stratification with non-nested alternatives: Theory and a hedonic example
Goodman, Allen C.
Dubin, Robin A.
An `expanded equation' approach to weak-exogeneity tests in structural systems and a monetary application
Revankar, Nagesh S.
The estimation of $M$ disaggregate time series when contemporaneous and temporal aggregates are known
Di Fonzo, Tommaso
The asymptotic variance of extreme bounds
Data loss from pretest to posttest as a sample selection problem
Becker, William E.
Walstad, William B.
Robust and partially adaptive estimation of regression models
Butler, Richard J.
McDonald, James B.
Nelson, Ray D.
White, Steven B.
Error components in grouped data: Is it ever worth weighting?
Dickens, William T.
Constructing confidence intervals using the bootstrap: An application to a multi-product cost function
Eakin, B. Kelly
McMillen, Daniel P.
Buono, Mark J.
Why are long-run parameter estimates so disparate?
Fiebig, Denzil G.
A Monte Carlo evaluation of the Box-Cox difference transformation
Seaks, Terry G.
Vines, Donna P.
Estimation of a linear SUR model with unequal numbers of observations
A comparison of the forecasting ability of ECM and VAR models
LeSage, James P.
A VARMA test on the Gibson paradox
Lee, Chi-Wen Jevons