Current Index to Statistics
Journal of Business & Economic Statistics
Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H.
Exchange-rate volatility and foreign trade: Evidence from thirteen LDC's
Arize, Augustine C.
Slottje, Daniel J.
Identifying bull and bear markets in stock returns
Maheu, John M.
McCurdy, Thomas H.
The contribution of establishment births and deaths to employment growth
Spletzer, James R.
Measuring regional cost of living
Phillips, Keith R.
Sigalla, Fiona D.
Market microstructure research databases: History and projections
Wood, Robert A.
Some reflections on analysis of high-frequency data
Andersen, Torben G.
Some econometric recipes for high-frequency data cooking
Bayesian portfolio selection: An empirical analysis of the S&P 500 Index 1970-1996
Polson, Nicholas G.
Tew, Bernard V.
Semiparametric ARCH models: An estimating function approach
Li, David X.
Turtle, H. J.
Stock returns and dividend yields revisited: A new way to look at an old problem
Full Bayesian inference for GARCH and EGARCH models
Vrontos, I. D.
Politis, D. N.
Bayesian analysis of dynamic bivariate mixture models: Can they explain the behavior of returns and trading volume?
Confidence sets for cointegrating coefficients based on stationarity tests
Wright, Jonathan H.
Inference for generalized Gini indices using the iterated-bootstrap method
The demand for lotto: the role of conscious selection
Interest-rate arbitrage in currency baskets: forecasting weights and measuring risk
Chistoffersen, Peter F.
Long-range dependence in daily stock volatilities
Ray, Bonnie K.
Tsay, Ruey S.
Unit-root test are useful for selecting forecasting models
Diebold, Francis X.
Pooling in dynamic panel-data models: An application to forecasting GDP growth rates
Hoogstrate, Andre J.
Hoogstrate, André J.
Palm, Franz C.
Pfann, Gerard A.
Modeling the sources of output growth in a panel of countries
Steel, Mark F. J.
Time series and cross-section information in affine term-structure models
de Jong, Frank
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Changepoint tests designed for the analysis of hiring data arising in employment discrimination cases
Gastwirth, Joseph L.
Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the United States
Bierens, Herman J.
Bayesian dynamic factor models and portfolio allocation
Statistical inference for random-variance option pricing
Confidence intervals for univariate impulse responses with a near unit root
Wright, Jonathan H.
A Bayesian time series model of multiple structural changes in level, trend, and variance
Testing for full insurance using exogenous information
Ham, John C.
Estimating Coke's and Pepsi's price and advertising strategies
Karp, Larry S.
Perloff, Jeffrey M.
Residual-based tests for normality in autoregressions: Asymptotic theory and simulation evidence
Long memory in stock-market trading volume
Lobato, Ignacio N.
Forecasting the penetration of a new product - a Bayesian approach
Pammer, Scott E.
Fong, Duncan K. H.
Arnold, Steven F.
Modeling the ECU against the U.S. dollar: A structural monetary interpretation
La Cour, Lisbeth
Testing for the cointegrating rank of a VAR process with structural shifts
Modeling and short-term forecasting of New South Wales electricity system load
Inequality orderings, normalized stochastic dominance, and statistical inference
Formby, John P.
Smith, W. James
Chow, Victor K.
Stationary components in stock prices: An exact pointwise most powerful invariant test
Shively, Philip A.
``Rule-of-thumb'' consumption, intertemporal substitution, and risk aversion
Weber, Christian E.
Modeling selectivity in count-data models
van Ophem, Hans
Efficient computation of hierarchical trends
Francke, M. K.
de Vos, A. F.
Aggregate consumption and the predictability of asset returns
Strongly consistent determination of cointegrating rank via canonical correlations
Poskitt, D. S.
Estimating restricted cointegrating vectors