Narrow search
Showing 71 - 80 of 413
Cover Image
The effects of price aggregation bias in systems of demand equations
Derrick, Frederick W.; Wolken, John D. - In: Journal of business & economic statistics : JBES ; a … 3 (1985) 4, pp. 325-331
Persistent link: https://www.econbiz.de/10002085442
Cover Image
A test for superior predictive ability
Hansen, Peter Reinhard - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 365-380
Persistent link: https://www.econbiz.de/10003193404
Cover Image
A trading approach to testing for predictability
Anatolyev, Stanislav; Gerko, Alexander - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 455-461
Persistent link: https://www.econbiz.de/10003193494
Cover Image
The decline in US output volatility : structural changes and inventory investment
Herrera, Ana María; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 462-472
Persistent link: https://www.econbiz.de/10003193537
Cover Image
Trends and cycles in macroeconomic time series
Harvey, A. C. - In: Journal of business & economic statistics : JBES ; a … 3 (1985) 3, pp. 216-227
Persistent link: https://www.econbiz.de/10002833802
Cover Image
Monetary policy in a Markov-switching vector error-correction model : implications for the cost of disinflation and the price puzzle
Francis, Neville; Owyang, Michael T. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 305-313
Persistent link: https://www.econbiz.de/10003012959
Cover Image
Multiple time series modeling and extended sample cross-correlations
Tiao, George C.; Tsay, Rueys S. - In: Journal of business & economic statistics : JBES ; a … 1 (1983) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10002915404
Cover Image
The sensitivity of economic statistics to coding errors in personal identifiers
Abowd, John M.; Vilhuber, Lars - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 133-152
Persistent link: https://www.econbiz.de/10002781617
Cover Image
A discrete-state continuous-time model of financial transactions prices and times : the autoregressive conditional multinomial-autoregressive conditional duration model
Russell, Jeffrey R.; Engle, Robert F. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 166-180
Persistent link: https://www.econbiz.de/10002781639
Cover Image
The structural break in the equity premium
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 181-191
Persistent link: https://www.econbiz.de/10002781656