Journal of Business & Economic Statistics
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Publication Venue For
- Rank Tests at Jump Events. 37:312-321. 2019
- Bayesian Forecasting of Many Count-Valued Time Series 2019
- Comparing Possibly Misspecified Forecasts 2019
- Risk Measure Inference. 35:499-512. 2017
- Modeling Dependence in High Dimensions With Factor Copulas. 35:139-154. 2017
- Inference in High-Dimensional Panel Models With an Application to Gun Control. 34:590-605. 2016
- Post-Selection Inference for Generalized Linear Models With Many Controls. 34:606-619. 2016
- Comment. 33:22-24. 2015
- Multiple Imputation of Missing or Faulty Values Under Linear Constraints. 32:375-386. 2014
- Bayesian Analysis of Latent Threshold Dynamic Models. 31:151-164. 2013
- Habit persistence and teen sex: Could increased access to contraception have unintended consequences for teen pregnancies?. 30:312-325. 2012
- Forecast rationality tests based on multi-horizon bounds. 30:1-17. 2012
- Forecast rationality tests based on multi-horizon bounds: Comment. 30:25-29. 2012
- Out-of-sample forecast tests robust to the choice of window size. 30:432-453. 2012
- Rejoinder. 30:36-40. 2012
- Predictability of output growth and inflation: A multi-horizon survey approach. 29:397-410. 2011
- Nonparametric identification and estimation in a Roy model with common nonpecuniary returns. 29:201-215. 2011
- Cointegration and long-run asset allocation. 29:161-173. 2011
- Heteroscedastic transformation models with covariate dependent censoring. 29:40-48. 2011
- The distributional impacts of minimum wage increases when both labor supply and labor demand are endogenous. 29:12-23. 2011
- Volatility jumps. 29:356-371. 2011
- Multi-index binary response analysis of large data sets. 28:67-81. 2010
- Comment. 26:294-295. 2008
- Comment. 26:297-302. 2008
- Comment. 26:303-307. 2008
- Comment. 25:143-162. 2007
- Simulation methods for Lévy-driven continuous-time autoregressive moving average (CARMA) stochastic volatility models. 24:455-469. 2006
- Volatility forecasting with range-based EGARCH models. 24:470-486. 2006
- Comment. 24:173-179. 2006
- Gradients in spatial response surfaces with application to urban land values. 24:77-90. 2006
- Confidence intervals for half-life deviations from purchasing power parity. 23:432-442. 2005
- Recursive predictability tests for real-time data. 23:336-345. 2005
- Regime shifts, risk premiums in the term structure, and the business cycle. 22:396-409. 2004
- Spatial Modeling of House Prices Using Normalized Distance-Weighted Sums of Stationary Processes. 22:206-213. 2004
- An Empirical Bayes Procedure for Improving Individual-Level Estimates and Predictions from Finite Mixtures of Multinomial Logit Models. 22:121-125. 2004
- Comment [2] (multiple letters). 20:321-324+335. 2002
- Comment [6] (multiple letters). 20:331-332+335+337. 2002
- The message in daily exchange rates: A conditional-variance tale. 20:60-68. 2002
- Spatially disaggregated real estate indices. 19:341-357. 2001
- Testing target-zone models using efficient method of moments. 19:255-277. 2001
- Bayesian dynamic factor models and portfolio allocation. 18:338-357. 2000
- Equity trading volume and volatility: Latent information arrivals and common long-run dependencies. 17:9-21. 1999
- Spatio-temporal modeling of residential sales data. 16:312-321. 1998
- Periodic autoregressive conditional heteroscedasticity. 14:139-151. 1996
- Can speculative trading explain the volume-volatility relation?. 13:379-396. 1995
- Editor’s report. 12:369. 1994
- Editor’s report. 11:367. 1993
- Remarks on my term at JBES. 11:428-431. 1993
- Solving nonlinear dynamic models on parallel computers. 11:325-330. 1993
- The journal of business & economic statistics: The first 10 years and a look ahead. 11:425. 1993
- The journal of business & economic statistics: The first 10 years and a look ahead. 11:425-426. 1993
- Solving the stochastic growth model by policy-function iteration. 8:27-29. 1990
- Solving the stochastic growth model by using quadrature methods and value-function iterations. 8:49-51. 1990
- The Message in Daily Exchange Rates: A Conditional-Variance Tale. 7:297-297. 1989
- Modeling heteroscedasticity in daily foreign-exchange rates. 7:307-317. 1989
- The message in daily exchange rates: A conditional-variance tale. 7:297-305. 1989
- Uncertainty about processes that shift over time: Modeling and analysis. 7:419-422. 1989
- Arbitrage pricing theory as a restricted nonlinear multivariate regression model: Iterated nonlinear seemingly unrelated regression estimates. 6:29-42. 1988
- The role of statistics in accounting, marketing, finance, and production. 6:261-272. 1988
- Estimation of seemingly unrelated tobit regressions via the em algorithm. 5:425-430. 1987
- Combining Economic Forecasts. 4:39-39. 1986
- Combining economic forecasts. 4:39-46. 1986
- Reply. 4:423-425. 1986