Journal of Business & Economic Statistics, Volume 33, Issue 4 (2015)

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Journal of Business & Economic Statistics, Volume 33, Issue 4 (2015)

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Original Articles

Article
Cross-Correlation Matrices for Tests of Independence and Causality Between Two Multivariate Time Series
Michael W. Robbins & Thomas J. Fisher
Pages: 459-473
Published online: 27 Oct 2015
AbstractforCross-Correlation Matrices for Tests of Independence and Causality Between Two Multivariate Time Series | Full Text | References | PDF (576.8 KB)
  • 866 Views
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Article
Identification and Inference With Many Invalid Instruments
Michal Kolesár, Raj Chetty, John Friedman, Edward Glaeser & Guido W. Imbens
Pages: 474-484
Published online: 27 Oct 2015
AbstractforIdentification and Inference With Many Invalid Instruments | Full Text | References | PDF (221.6 KB) | Supplemental
  • 3416 Views
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Article
Estimating Conditional Average Treatment Effects
Jason Abrevaya, Yu-Chin Hsu & Robert P. Lieli
Pages: 485-505
Published online: 27 Oct 2015
AbstractforEstimating Conditional Average Treatment Effects | Full Text | References | PDF (442 KB)
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Article
A Covariate Selection Criterion for Estimation of Treatment Effects
Xun Lu
Pages: 506-522
Published online: 27 Oct 2015
AbstractforA Covariate Selection Criterion for Estimation of Treatment Effects | Full Text | References | PDF (247.2 KB)
  • 755 Views
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Article
Bounds on Treatment Effects in the Presence of Sample Selection and Noncompliance: The Wage Effects of Job Corps
Xuan Chen & Carlos A. Flores
Pages: 523-540
Published online: 27 Oct 2015
AbstractforBounds on Treatment Effects in the Presence of Sample Selection and Noncompliance: The Wage Effects of Job Corps | Full Text | References | PDF (670.2 KB) | Supplemental
  • 970 Views
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Article
Adaptive Modeling Procedure Selection by Data Perturbation
Yongli Zhang & Xiaotong Shen
Pages: 541-551
Published online: 27 Oct 2015
AbstractforAdaptive Modeling Procedure Selection by Data Perturbation | Full Text | References | PDF (216.2 KB)
  • 340 Views
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Article
A New Pearson-Type QMLE for Conditionally Heteroscedastic Models
Ke Zhu & Wai Keung Li
Pages: 552-565
Published online: 27 Oct 2015
AbstractforA New Pearson-Type QMLE for Conditionally Heteroscedastic Models | Full Text | References | PDF (722 KB)
  • 378 Views
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Article
Bayesian Inference in Regime-Switching ARMA Models With Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Regime Shifts
Chang-Jin Kim & Jaeho Kim
Pages: 566-578
Published online: 27 Oct 2015
AbstractforBayesian Inference in Regime-Switching ARMA Models With Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Regime Shifts | Full Text | References | PDF (404.2 KB)
  • 597 Views
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Article
Estimating the Parameters of Stochastic Volatility Models Using Option Price Data
A. S. Hurn, K. A. Lindsay & A. J. McClelland
Pages: 579-594
Published online: 27 Oct 2015
AbstractforEstimating the Parameters of Stochastic Volatility Models Using Option Price Data | Full Text | References | PDF (334 KB) | Supplemental
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Article
Simulation-Based Density Estimation for Time Series Using Covariate Data
Yin Liao & John Stachurski
Pages: 595-606
Published online: 27 Oct 2015
AbstractforSimulation-Based Density Estimation for Time Series Using Covariate Data | Full Text | References | PDF (346.8 KB)
  • 358 Views
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List of Reviewers

Editorial Collaborators
Pages: 607-609
Published online: 27 Oct 2015
First Page PreviewforEditorial Collaborators | Full Text | PDF (44.6 KB)
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Free Access

Miscellaneous

Editorial Board EOV
Page: 610
Published online: 27 Oct 2015
CitationforEditorial Board EOV | Full Text | PDF (41.5 KB)
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