Journal of Business & Economic Statistics, Volume 11, Issue 1 (1993)

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Journal of Business & Economic Statistics, Volume 11, Issue 1 (1993)

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Original Articles

Article
Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts
James H. Albert & Siddhartha Chib
Pages: 1-15
Published online: 02 Jul 2012
AbstractforBayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts | References | PDF (612.4 KB)
  • 245 Views
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Article
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances
John H. H. Lee & Maxwell L. King
Pages: 17-27
Published online: 02 Jul 2012
AbstractforA Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances | References | PDF (403 KB)
  • 29 Views
  • 16 CrossRef citations
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Article
Tests of Independence in Parametric Models With Applications and Illustrations
A. Colin Cameron & Pravin K. Trivedi
Pages: 29-43
Published online: 02 Jul 2012
AbstractforTests of Independence in Parametric Models With Applications and Illustrations | References | PDF (566.8 KB)
  • 29 Views
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Article
Investment in Capital Assets and Economic Performance: The U.S. Chemicals and Primary-Metals Industries in Transition
Catherine J. Morrison
Pages: 45-60
Published online: 02 Jul 2012
AbstractforInvestment in Capital Assets and Economic Performance: The U.S. Chemicals and Primary-Metals Industries in Transition | References | PDF (530.5 KB)
  • 26 Views
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Article
Seminonparametric Estimation of Binary-Choice Models With an Application to Labor-Force Participation
Siegfried Gabler, François Laisney & Michael Lechner
Pages: 61-80
Published online: 02 Jul 2012
AbstractforSeminonparametric Estimation of Binary-Choice Models With an Application to Labor-Force Participation | References | PDF (770.3 KB)
  • 51 Views
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Article
Detecting Level Shifts in Time Series
Nathan S. Balke
Pages: 81-92
Published online: 02 Jul 2012
AbstractforDetecting Level Shifts in Time Series | References | PDF (442.3 KB)
  • 81 Views
  • 21 CrossRef citations
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Article
Long Memory in Foreign-Exchange Rates
Yin-Wong Cheung
Pages: 93-101
Published online: 02 Jul 2012
AbstractforLong Memory in Foreign-Exchange Rates | References | PDF (363 KB)
  • 70 Views
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Article
A Fractional Cointegration Analysis of Purchasing Power Parity
Yin-Wong Cheung & Kon S. Lai
Pages: 103-112
Published online: 02 Jul 2012
AbstractforA Fractional Cointegration Analysis of Purchasing Power Parity | References | PDF (401.3 KB)
  • 74 Views
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Article
Cyclical Patterns in the Variance of Economic Activity
Mark W. French & Daniel E. Sichel
Pages: 113-119
Published online: 02 Jul 2012
AbstractforCyclical Patterns in the Variance of Economic Activity | References | PDF (308.2 KB)
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