Journal of Business & Economic Statistics, Volume 32, Issue 3 (2014)

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Journal of Business & Economic Statistics, Volume 32, Issue 3 (2014)

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Discussion

Discussion
HAC Corrections for Strongly Autocorrelated Time Series
Ulrich K. Müller
Pages: 311-322
Published online: 28 Jul 2014
AbstractforHAC Corrections for Strongly Autocorrelated Time Series | Full Text | References | PDF (349.5 KB)
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Discussion
Comment
Nicholas M. Kiefer
Pages: 322-323
Published online: 28 Jul 2014
CitationforComment | Full Text | References | PDF (117 KB)
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Discussion
Comment
Matias D. Cattaneo & Richard K. Crump
Pages: 324-329
Published online: 28 Jul 2014
First Page PreviewforComment | Full Text | References | PDF (147.6 KB)
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Discussion
Comment
Yixiao Sun
Pages: 330-334
Published online: 28 Jul 2014
First Page PreviewforComment | Full Text | References | PDF (199.8 KB)
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Discussion
Comment
Timothy J. Vogelsang
Pages: 334-338
Published online: 28 Jul 2014
First Page PreviewforComment | Full Text | References | PDF (376.4 KB)
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Article
Rejoinder
Ulrich K. Müller
Pages: 338-340
Published online: 28 Jul 2014
First Page PreviewforRejoinder | Full Text | References | PDF (246.9 KB)
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Original Articles

Article
Scanner Data and the Treatment of Quality Change in Nonrevisable Price Indexes
Jan de Haan & Frances Krsinich
Pages: 341-358
Published online: 28 Jul 2014
AbstractforScanner Data and the Treatment of Quality Change in Nonrevisable Price Indexes | Full Text | References | PDF (1.3 MB)
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Article
Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators
Mehmet Caner & Xu Han
Pages: 359-374
Published online: 28 Jul 2014
AbstractforSelecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators | Full Text | References | PDF (272.1 KB)
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Article
Multiple Imputation of Missing or Faulty Values Under Linear Constraints
Hang J. Kim, Jerome P. Reiter, Quanli Wang, Lawrence H. Cox & Alan F. Karr
Pages: 375-386
Published online: 28 Jul 2014
AbstractforMultiple Imputation of Missing or Faulty Values Under Linear Constraints | Full Text | References | PDF (623.4 KB) | Supplemental
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Article
A Nonparametric Test of the Predictive Regression Model
Ted Juhl
Pages: 387-394
Published online: 28 Jul 2014
AbstractforA Nonparametric Test of the Predictive Regression Model | Full Text | References | PDF (423.7 KB)
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Article
Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
Stephen G. Donald, Yu-Chin Hsu & Robert P. Lieli
Pages: 395-415
Published online: 28 Jul 2014
AbstractforTesting the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT | Full Text | References | PDF (302.6 KB) | Supplemental
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Article
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates
Heejoon Han & Dennis Kristensen
Pages: 416-429
Published online: 28 Jul 2014
AbstractforAsymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates | Full Text | References | PDF (381.7 KB) | Supplemental
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Article
Market-Based Credit Ratings
Drew D. Creal, Robert B. Gramacy & Ruey S. Tsay
Pages: 430-444
Published online: 28 Jul 2014
AbstractforMarket-Based Credit Ratings | Full Text | References | PDF (520.3 KB)
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Article
Varying Naïve Bayes Models With Applications to Classification of Chinese Text Documents
Guoyu Guan, Jianhua Guo & Hansheng Wang
Pages: 445-456
Published online: 28 Jul 2014
AbstractforVarying Naïve Bayes Models With Applications to Classification of Chinese Text Documents | Full Text | References | PDF (387.8 KB)
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Article
On the Estimation of Integrated Volatility With Jumps and Microstructure Noise
Bing-Yi Jing, Zhi Liu & Xin-Bing Kong
Pages: 457-467
Published online: 28 Jul 2014
AbstractforOn the Estimation of Integrated Volatility With Jumps and Microstructure Noise | Full Text | References | PDF (291.7 KB)
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Article
Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures
Manuel Wiesenfarth, Carlos Matías Hisgen, Thomas Kneib & Carmen Cadarso-Suarez
Pages: 468-482
Published online: 28 Jul 2014
AbstractforBayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures | Full Text | References | PDF (534.5 KB) | Supplemental
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