Journal of Business & Economic Statistics

Title Publication Date Language Citations
[Issues Involved with the Seasonal Adjustment of Economic Time Series]: Comment1984/10/01
[Testing for Common Features]: Comment1993/10/01
[Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data]: Comment1986/10/01
[The Quantitative Significance of the Lucas Critique]: Reply1991/10/01
An Introduction to Linear Programming1986/10/01
Does the Swiss National Bank Stabilize the Swiss Franc Exchange Rates?1987/01/01
[Stable Factors in Security Returns: Identification Using Cross-Validation]: Reply1988/01/01
Selecting Regressors for Prediction Using PRESS and White t Statistics1991/01/01
[Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys]: Comment1991/04/01
Relative Commodity Prices and Cointegration1989/10/01
The Analysis of Cross-Classified Data Having Ordered Categories1985/07/01
Comments on "Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting," by P. W. Otter1992/10/01
[On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous]: Comment1992/01/01
[Missing-Data Adjustments in Large Surveys]: Comment1988/07/01
Correction: A Superpopulation Theory Approach to the Design of Price Index Estimators with Small Sampling Biases1985/01/01
Basic Statistics: A Modern Approach1986/01/01
[Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys]: Reply1991/04/01
[Real and Spurious Long-Memory Properties of Stock-Market Data]: Comment1998/07/01
[Posterior Probabilities of the Independence Axiom with Nonexperimental Data (Or Buckle up and Fan out)]: Comment1992/01/01
OECD Economic Outlook: How We Got Here and Where We're Headed1984/04/01
The Persistence of Shocks to Macroeconomic Time Series: Some Evidence from Economic Theory1996/04/01
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests1994/04/01
Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation1995/01/01
The Impact of Unemployment Insurance Benefit Levels on Recipiency1995/04/01
Comment: Administrative Statistics: A BLS Perspective1985/10/01
Nonstationarity of Regressors and Tests on Real-Interest-Rate Behavior1995/01/01
Risk Measurement for Event-Dependent Security Returns1988/01/01
Symmetric Test for Second Differencing in Univariate Time Series1987/10/01
Prediction Tests for Structural Stability of Multiple Time Series1989/01/01
The Appropriate Scale Variable in the U.S. Money Demand: An Application of Nonnested Tests of Consumption versus Income Measures1994/01/01