Journal of Business & Economic Statistics

A scholarly quarterly journal that publishes articles dealing with a broad range of applied problems in business and economic statistics. For business and academic audiences.

Correction.(Correction Notice)
July 01, 2005

Exchange rates and Markov switching dynamics.
July 01, 2005

On the econometrics of the Bass diffusion model.
July 01, 2005

Is the consumer sector competitive in the U.K.? A test using household...
July 01, 2005

Modeling parametric evolution in a random utility framework.
July 01, 2005

A new class of multivariate skew densities, with application to genera...
July 01, 2005

Monetary policy in a Markov-switching vector error-correction model: i...
July 01, 2005

A failure in the measurement of inflation: results from a hedonic and ...
July 01, 2005

The sensitivity of economic statistics to coding errors in personal id...
April 01, 2005

The structural break in the equity premium.(stock returns)
April 01, 2005

Job turnover and the returns to seniority.
April 01, 2005

Bias-corrected estimation in dynamic panel data models.
April 01, 2005

The wealth-consumption ratio and the consumption-habit ratio.
April 01, 2005

A discrete-state continuous-time model of financial transactions price...
April 01, 2005

Kernel estimation of average derivatives and differences.
April 01, 2005

Panel and pseudo-panel estimation of cross-sectional and time series e...
April 01, 2005

Estimating housing demand with an application to explaining racial seg...
January 01, 2005

Tests for skewness, kurtosis, and normality for time series data.
January 01, 2005

Hedonic price indexes with unobserved product characteristics, and app...
January 01, 2005

Convergence rates to purchasing power parity for traded and nontraded ...
January 01, 2005

Long swings in exchange rates: are they really in the data?
January 01, 2005

Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. r...
January 01, 2005

Bayesian estimates for vector autoregressive models.
January 01, 2005

Influence diagnostics in generalized autoregressive conditional hetero...
January 01, 2005

The Zellner Thesis Award in business and economic statistics.
January 01, 2005

A nonparametric approach to measuring and testing curvature.
January 01, 2005

Optimal power for testing potential cointegrating vectors with known p...
January 01, 2005

CAViaR: conditional autoregressive value at risk by regression quantil...
October 01, 2004

Tests for unit-root versus threshold specification with an application...
October 01, 2004

Regime shifts, risk premiums in the term structure, and the business c...
October 01, 2004

The measurement of medicaid coverage in the SIPP: evidence from a comp...
October 01, 2004

Decreasing relative risk aversion, risk sharing, and the permanent inc...
October 01, 2004

Bayesian analysis of interval data contingent valuation models and pri...
October 01, 2004

Dynamics and seasonality in quarterly panel data: an analysis of earni...
October 01, 2004

Out-of-sample performance of discrete-time spot interest rate models.
October 01, 2004

Testing asset pricing models with coskewness.
October 01, 2004

The Zellner Thesis Award in business and economic statistics.
October 01, 2004

Editors' report 2003.(Editorial)
October 01, 2004

Asset returns and state-dependent risk preferences.
July 01, 2004

Duration dependence in stock prices: an analysis of bull and bear mark...
July 01, 2004

The performance of German firms in the business-related service sector...
July 01, 2004

The minimum wage: consequences for prices and quantities in low-wage l...
July 01, 2004

An analysis of speaking fluency of immigrants using ordered response m...
July 01, 2004

Semiparametric approaches to welfare evaluations in binary response mo...
July 01, 2004

Optimal residual-based tests for fractional cointegration and exchange...
July 01, 2004

State space models with a common stochastic variance.
July 01, 2004

Testing for the monotone likelihood ratio assumption.
July 01, 2004

Modeling regional interdependencies using a global error-correcting ma...
April 01, 2004

Estimation and welfare analysis with large demand systems.
April 01, 2004

Spatial modeling of house prices using normalized distance-weighted su...
April 01, 2004

Choice behavior under time-variant quality: state dependence versus "p...
April 01, 2004

Assessing generalized method-of-moments estimates of the federal reser...
April 01, 2004

Hierarchical models for employment decisions.
April 01, 2004

Financial constraints and farm investment: a Bayesian examination.
January 01, 2004

Editorial announcement.(Editorial)
January 01, 2004

Sampling frequency and the comparison between matched-model and hedoni...
January 01, 2004

Deviance information criterion for comparing stochastic volatility mod...
January 01, 2004

An empirical Bayes procedure for improving individual-level estimates ...
January 01, 2004

Semiparametric duration models.
January 01, 2004

Bayesian analysis of the heterogeneity model.
January 01, 2004

Moment and memory properties of linear conditional heteroscedasticity ...
January 01, 2004

On the performance of some robust instrumental variables estimators.
January 01, 2004

How do behavioral assumptions affect structural inference? Evidence fr...
January 01, 2004

The less-volatile U.S. economy: a Bayesian investigation of timing, br...
January 01, 2004

The Zellner Thesis Award in Business and Economic Statistics.
January 01, 2004

Iterative and recursive estimation in structural nonadaptive models.
October 01, 2003

Variance shifts, structural breaks, and stationarity tests.
October 01, 2003

Maximum likelihood estimation and inference in multivariate conditiona...
October 01, 2003

Bayes estimates of Markov trends in possibly cointegrated series: an a...
October 01, 2003

Business cycle duration dependence reconsidered.
October 01, 2003

Estimation of dynamic bivariate mixture models: comments on Watanabe (...
October 01, 2003

The estimation of dynamic bivariate mixture models: reply to Liesenfel...
October 01, 2003

The Zellner Thesis Award in business and economic statistics.
October 01, 2003

Editors' report 2002.(Editorial)
October 01, 2003

Wealth accumulation over the life cycle and precautionary savings.
July 01, 2003

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