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Content
October 2011, Volume 29, Issue 4
- 579-586 Score Tests for Hyperbolic GARCH Models
by Muyi Li & Guodong Li & Wai Keung Li - 587-594 A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity
by Robert S. Chirinko & Steven M. Fazzari & Andrew P. Meyer - 597-597 Editors' Report 2011
by Keisuke Hirano & Jonathan Wright
July 2011, Volume 29, Issue 3
- 327-341 Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
by Todd E. Clark - 342-355 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
by Antonello Loddo & Shawn Ni & Dongchu Sun - 356-371 Volatility Jumps
by Viktor Todorov & George Tauchen - 372-381 The Intergenerational Transmission of Income Volatility: Is Riskiness Inherited?
by Stephen H. Shore - 382-396 Bayesian Inference in Structural Second-Price Common Value Auctions
by Bertil Wegmann & Mattias Villani - 397-410 Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach
by Andrew J. Patton & Allan Timmermann - 411-422 Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
by Tilmann Gneiting & Roopesh Ranjan - 423-438 A Test Against Spurious Long Memory
by Zhongjun Qu - 439-454 Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods
by Michal Pakoš
April 2011, Volume 29, Issue 2
- 201-215 Nonparametric Identification and Estimation in a Roy Model With Common Nonpecuniary Returns
by Patrick Bayer & Shakeeb Khan & Christopher Timmins - 216-227 Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate
by David F. Hendry & Kirstin Hubrich - 228-237 Dynamic Censored Regression and the Open Market Desk Reaction Function
by Robert Jong & Ana María Herrera - 238-249 Robust Inference With Multiway Clustering
by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller - 250-259 Estimation for Non-Negative Lévy-Driven CARMA Processes
by Peter J. Brockwell & Richard A. Davis & Yu Yang - 260-270 Tests for the Second Order Stochastic Dominance Based on L -Statistics
by José R. Berrendero & Javier Cárcamo - 271-281 The Increasingly Mixed Proportional Hazard Model: An Application to Socioeconomic Status, Health Shocks, and Mortality
by Paul Frijters & John P. Haisken-DeNew & Michael A. Shields - 282-294 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips - 295-306 Local and Global Rank Tests for Multivariate Varying-Coefficient Models
by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras - 307-318 Forecast Combination Across Estimation Windows
by M. Hashem Pesaran & Andreas Pick - 319-326 A Comparison of Sales Response Predictions From Demand Models Applied to Store-Level versus Panel Data
by Rick L. Andrews & Imran S. Currim & Peter S. H. Leeflang
January 2011, Volume 29, Issue 1
- 1-11 Bias-Corrected Matching Estimators for Average Treatment Effects
by Alberto Abadie & Guido W. Imbens - 12-23 The Distributional Impacts of Minimum Wage Increases When Both Labor Supply and Labor Demand Are Endogenous
by Tom Ahn & Peter Arcidiacono & Walter Wessels - 24-39 Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
by Xavier Gabaix & Rustam Ibragimov - 40-48 Heteroscedastic Transformation Models With Covariate Dependent Censoring
by Shakeeb Khan & Youngki Shin & Elie Tamer - 49-60 Identification of Expected Outcomes in a Data Error Mixing Model With Multiplicative Mean Independence
by Brent Kreider & John V. Pepper - 61-72 Estimating Income Poverty in the Presence of Missing Data and Measurement Error
by Cheti Nicoletti & Franco Peracchi & Francesca Foliano - 73-85 Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
by Robert C. Jung & Roman Liesenfeld & Jean-François Richard - 86-95 An Econometric Analysis of Some Models for Constructed Binary Time Series
by Don Harding & Adrian Pagan - 96-108 Adaptive Experimental Design Using the Propensity Score
by Jinyong Hahn & Keisuke Hirano & Dean Karlan - 109-125 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
by Xiangdong Long & Liangjun Su & Aman Ullah - 126-137 The Fed and the Stock Market: An Identification Based on Intraday Futures Data
by Stefania D'Amico & Mira Farka - 138-149 A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations
by Francesco Audrino & Fabio Trojani - 150-160 Evaluating Value-at-Risk Models via Quantile Regression
by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith - 161-173 Cointegration and Long-Run Asset Allocation
by Ravi Bansal & Dana Kiku - 174-185 Nonparametric Estimation of Labor Supply and Demand Factors
by Tsunao Okumura - 186-200 Autocontours: Dynamic Specification Testing
by Gloria González-Rivera & Zeynep Senyuz & Emre Yoldas
December 2010, Volume 30, Issue 1
March 2009, Volume 30, Issue 2
- 173-180 A State Space Approach to Extracting the Signal From Uncertain Data
by Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard
July 2009, Volume 30, Issue 2
- 181-190 VAR Estimation and Forecasting When Data Are Subject to Revision
by N. Kundan Kishor & Evan F. Koenig
December 2009, Volume 30, Issue 1
- 143-148 Do the Consumer Price Index's Utilities Adjustments for Owners’ Equivalent Rent Distort Inflation Measurement?
by Randal J. Verbrugge