Journal of Business & Economic Statistics, Volume 12, Issue 2 (1994)

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Journal of Business & Economic Statistics, Volume 12, Issue 2 (1994)

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Original Articles

Article
The Statistical Properties of the Equity Estimator
R. Carter Hill & P. A. Cartwright
Pages: 141-147
Published online: 02 Jul 2012
AbstractforThe Statistical Properties of the Equity Estimator | References | PDF (4.9 MB)
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Article
The Statistical Properties of the Equity Estimator: A Reply
Lakshman Krishnamurthi & Arvind Rangaswamy
Pages: 149-153
Published online: 02 Jul 2012
AbstractforThe Statistical Properties of the Equity Estimator: A Reply | References | PDF (3.2 MB)
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Miscellany

The Statistical Properties of the Equity Estimator: A Rejoinder
R. Carter Hill & P. A. Cartwright
Page: 155
Published online: 02 Jul 2012
CitationforThe Statistical Properties of the Equity Estimator: A Rejoinder | PDF (566.3 KB)
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The Statistical Properties of the Equity Estimator: Reply to Rejoinder
Lakshman Krishnamurthi & Arvind Rangaswamy
Page: 155
Published online: 02 Jul 2012
CitationforThe Statistical Properties of the Equity Estimator: Reply to Rejoinder | PDF (566.3 KB)
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Original Articles

Article
A Consistent Test for a Unit Root
S. J. Leybourne & B. P. M. McCabe
Pages: 157-166
Published online: 02 Jul 2012
AbstractforA Consistent Test for a Unit Root | References | PDF (8 MB)
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Article
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests
James G. MacKinnon
Pages: 167-176
Published online: 02 Jul 2012
AbstractforApproximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests | References | PDF (7.8 MB)
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Article
Variance-Ratio Tests: Small-Sample Properties With an Application to International Output Data
Stephen G. Cecchetti & Pok-sang LAM
Pages: 177-186
Published online: 02 Jul 2012
AbstractforVariance-Ratio Tests: Small-Sample Properties With an Application to International Output Data | References | PDF (7.8 MB)
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Article
Approximately Median-Unbiased Estimation of Autoregressive Models
Donald W. K. Andrews & Hong-Yuan Chen
Pages: 187-204
Published online: 02 Jul 2012
AbstractforApproximately Median-Unbiased Estimation of Autoregressive Models | References | PDF (13.2 MB)
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Article
Precautionary Saving: An Explanation for Excess Sensitivity of Consumption
Michel Normandin
Pages: 205-219
Published online: 02 Jul 2012
AbstractforPrecautionary Saving: An Explanation for Excess Sensitivity of Consumption | References | PDF (11.4 MB)
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Article
Estimating End-use Demand: A Bayesian Approach
Luc Bauwens, Denzil G. Fiebig & Mark F. J. Steel
Pages: 221-231
Published online: 02 Jul 2012
AbstractforEstimating End-use Demand: A Bayesian Approach | References | PDF (8.9 MB)
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Article
Patterns in Residential Gas and Electricity Consumption: An Econometric Analysis
Ray-Shine Lee & Nsrvikar Singh
Pages: 233-241
Published online: 02 Jul 2012
AbstractforPatterns in Residential Gas and Electricity Consumption: An Econometric Analysis | References | PDF (7.2 MB)
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Article
Coordinate Space Versus Index Space Representations as Estimation Methods: An Application to How Macro Activity Affects the U.S. Income Distribution
Hang K. Ryu & Daniel J. Slottje
Pages: 243-251
Published online: 02 Jul 2012
AbstractforCoordinate Space Versus Index Space Representations as Estimation Methods: An Application to How Macro Activity Affects the U.S. Income Distribution | References | PDF (6.4 MB)
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Article
Endogenous Trading Volume and Momentum in Stock-Return Volatility
Christopher G. Lamoureux & William D. Lastrapes
Pages: 253-260
Published online: 02 Jul 2012
AbstractforEndogenous Trading Volume and Momentum in Stock-Return Volatility | References | PDF (5 MB)
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Article
Imposing Linear Homogeneity on Box–Tidwell Flexible Functional Forms
Richard T. Shin & John S. Ying
Pages: 261-265
Published online: 02 Jul 2012
AbstractforImposing Linear Homogeneity on Box–Tidwell Flexible Functional Forms | References | PDF (3.8 MB)
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