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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
364
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251
Optimal residual-based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10002135512
Saved in:
252
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
253
Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
Bec, Frédérique
;
BenSalem, Mélika
;
Carrasco, Marine
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 382-395
Persistent link: https://www.econbiz.de/10002372870
Saved in:
254
Regime shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10002372889
Saved in:
255
Decreasing relative risk aversion, risk sharing, and the permanent income hypothesis
Zhang, Qiang
;
Ōgaki, Masao
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10002372964
Saved in:
256
Testing asset pricing models with coskewness
Barone-Adesi, Giovanni
;
Gagliardini, Patrick
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 474-485
Persistent link: https://www.econbiz.de/10002374125
Saved in:
257
Estimating the benefit incidence of an antipoverty program by propensity-score matching
Jalan, Jyotsna
;
Ravallion, Martin
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 19-30
Persistent link: https://www.econbiz.de/10001728810
Saved in:
258
Using weights to adjust for sample selection when auxiliary information is available
Nevo, Aviv
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10001728816
Saved in:
259
Wealth accumulation over the life cycle and precautionary savings
Cagetti, Marco
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 339-353
Persistent link: https://www.econbiz.de/10001785806
Saved in:
260
A stochastic frontier analysis of financing constraints on investment : the case of financial liberalization in Taiwan
Wang, Hung-jen
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 406-419
Persistent link: https://www.econbiz.de/10001785811
Saved in:
261
Martingale property of exchange rates and central bank interventions
Yılmaz, Kamil
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 383-395
Persistent link: https://www.econbiz.de/10001785814
Saved in:
262
Estimation of dynamic bivariate mixture models : comments on Watanabe (2000)
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 570-576
Persistent link: https://www.econbiz.de/10001807032
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263
Macroeconomic forecasting using diffusion indexes
Stock, James H.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10001660369
Saved in:
264
Regime switching in interest rates
Ang, Andrew
;
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
Saved in:
265
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
Saved in:
266
Costly reversible investment with fixed costs : an empirical study
Asano, Hirokatsu
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10001660379
Saved in:
267
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
268
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
Saved in:
269
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 390-411
Persistent link: https://www.econbiz.de/10001695288
Saved in:
270
Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model
Neely, Christopher J.
;
Roy, Amlan
;
Whiteman, Charles H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001646350
Saved in:
271
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
272
A formalization of seasonal encompassing with an application to a German macromodel
Beyer, Andreas
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 315-323
Persistent link: https://www.econbiz.de/10001603251
Saved in:
273
Improving federal-funds rate forecasts in VAR models used for policy analysis
Robertson, John C.
;
Tallman, Ellis W.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 324-330
Persistent link: https://www.econbiz.de/10001603253
Saved in:
274
Spatially disaggregated real estate indices
Iversen, Edwin S.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 341-357
Persistent link: https://www.econbiz.de/10001603257
Saved in:
275
Interpreting instrumental variables estimates of the returns to schooling
Kling, Jeffrey R.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 358-364
Persistent link: https://www.econbiz.de/10001603259
Saved in:
276
Estimation with response error and nonresponse : food-stamp participation in the SIPP
Bollinger, Christopher R.
;
David, Martin Heidenhain
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10001568812
Saved in:
277
Intertemporal variation in financial constraints on investment : a time-varying parameter approach using panel data
Tahmiscioglu, A. Kamil
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 153-165
Persistent link: https://www.econbiz.de/10001568814
Saved in:
278
Cointegration and threshold adjustment
Enders, Walter
;
Siklos, Pierre L.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
Saved in:
279
Testing for full insurance using exogenous information
Ham, John C.
;
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 387-397
Persistent link: https://www.econbiz.de/10001521450
Saved in:
280
Long memory in stock-market trading volume
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 410-427
Persistent link: https://www.econbiz.de/10001521494
Saved in:
281
Modeling the ECU against the US dollar : a structural monetary interpretation
Funding La Cour, Lisbeth
;
MacDonald, Ronald
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 436-450
Persistent link: https://www.econbiz.de/10001521509
Saved in:
282
"Rule-of-thumb" consumption, intertemporal substitution, and risk aversion
Weber, Christian E.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 497-502
Persistent link: https://www.econbiz.de/10001521716
Saved in:
283
Modeling selectivity in count-data models
Ophem, Hans van
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 503-511
Persistent link: https://www.econbiz.de/10001521718
Saved in:
284
A time-varying parameter model to test for predictability and integration in the stock markets of transition economies
Rockinger, Michael
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001543452
Saved in:
285
Explaining long- and short-run interactions in time series data
Picci, Lucio
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 85-94
Persistent link: https://www.econbiz.de/10001543454
Saved in:
286
Volatility of stock-market indexes : an analysis based on SEMIFAR models
Beran, Jan
;
Ocker, Dirk
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 103-116
Persistent link: https://www.econbiz.de/10001543462
Saved in:
287
Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001469682
Saved in:
288
The demand for lotto : the role of conscious selection
Farrell, Lisa
(
contributor
)
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 228-241
Persistent link: https://www.econbiz.de/10001469689
Saved in:
289
Interest-rate arbitrage in currency baskets : forecasting weights and measuring risk
Christoffersen, Peter F.
;
Giorgianni, Lorenzo
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 242-253
Persistent link: https://www.econbiz.de/10001469690
Saved in:
290
Long-range dependence in daily stock volatilities
Ray, Bonnie K.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 254-262
Persistent link: https://www.econbiz.de/10001469693
Saved in:
291
Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001441577
Saved in:
292
Stock returns and dividend yields revisited : a new way to look at an old problem
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 18-30
Persistent link: https://www.econbiz.de/10001441585
Saved in:
293
Aggregate consumption and the predictability of asset returns
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
Saved in:
294
Time series and cross-section information in affine term-structure models
Jong, Frank de
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 300-314
Persistent link: https://www.econbiz.de/10001493859
Saved in:
295
A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
Saved in:
296
Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
Pesaran, M. Hashem
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10001253388
Saved in:
297
Humps and bumps in lifetime consumption
Attanasio, Orazio P.
(
contributor
)
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 22-35
Persistent link: https://www.econbiz.de/10001253391
Saved in:
298
Beyond the CPI : an augmented cost-of-living index
Nordhaus, William D.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10001410672
Saved in:
299
Modified stationarity tests with data-dependent model-selection rules
Leybourne, Stephen James
;
McCabe, Brendan Peter Martin
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 264-270
Persistent link: https://www.econbiz.de/10001410705
Saved in:
300
Can supply and demand parameters be recovered from data generated by market institutions?
Cox, James C.
;
Oaxaca, Ronald L.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 285-297
Persistent link: https://www.econbiz.de/10001410710
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