Journal of Business & Economic Statistics

Titel Veröffentlichungsdatum Sprache Zitate
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes2002/07/01English230
Real-Time Forecasts of the Real Price of Oil2012/04/01English227
Finite-Sample Properties of Some Alternative GMM Estimators1996/07/01English226
Natural and Quasi-Experiments in Economics1995/04/01English226
Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model2004/01/01English225
Social Networks and the Identification of Peer Effects2013/07/01English225
A Comparison of the Real-Time Performance of Business Cycle Dating Methods2008/01/01English215
Conditional Jump Dynamics in Stock Market Returns2002/07/01English214
Testing and Valuing Dynamic Correlations for Asset Allocation2006/04/01English212
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models2005/07/01English211
Business-Cycle Phases and Their Transitional Dynamics1994/07/01208
Bayesian Analysis of Stochastic Volatility Models1994/10/01English207
Semiparametric Smooth Coefficient Models2002/07/01English204
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility2016/01/02English204
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations2011/10/01English203
Testing for a Unit Root in a Time Series With a Changing Mean1990/04/01English202
Should Macroeconomic Forecasters Use Daily Financial Data and How?2013/04/01English201
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach2015/07/03English198
Time-Series Modeling for Statistical Process Control1988/01/01198
The Effects of Birth Inputs on Birthweight2008/10/01English197
Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1992/07/01English196
Finite-Sample Properties of Some Alternative GMM Estimators1996/07/01196
Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters2009/01/01English194
A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms1991/07/01193
Persistence in Variance, Structural Change, and the GARCH Model1990/04/01English192
Approximate Asymptotic P Values for Structural-Change Tests1997/01/01191
Deviance Information Criterion for Comparing Stochastic Volatility Models2004/01/01English190
Evidence on Structural Instability in Macroeconomic Time Series Relations1996/01/01English188
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection1994/10/01187
Generalized Shrinkage Methods for Forecasting Using Many Predictors2012/10/01English187