Journal of Business & Economic Statistics, Volume 5, Issue 3 (1987)

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Journal of Business & Economic Statistics, Volume 5, Issue 3 (1987)

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Original Articles

Article
Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
S. J. Grossman, A. Melino & R. J. Shiller
Pages: 315-327
Published online: 02 Jul 2012
AbstractforEstimating the Continuous-Time Consumption-Based Asset-Pricing Model | References | PDF (458.6 KB)
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Article
A New Model for Learning Curves, DARM
John McDonald
Pages: 329-335
Published online: 02 Jul 2012
AbstractforA New Model for Learning Curves, DARM | References | PDF (225 KB)
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Commentary

Article Commentary
Comment
Norman Keith Womer & J. Wayne Patterson
Pages: 336-337
Published online: 02 Jul 2012
CitationforComment | References | PDF (53.2 KB)
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Miscellany

Reply
John McDonald
Page: 338
Published online: 02 Jul 2012
CitationforReply | PDF (29 KB)
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Original Articles

Article
The Measurement of Inflation: A Stochastic Approach
Kenneth W. Clements & H. Y. Izan
Pages: 339-350
Published online: 02 Jul 2012
AbstractforThe Measurement of Inflation: A Stochastic Approach | References | PDF (402.7 KB)
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Article
The Informational Efficiency of Weekly Money Announcements An Econometric Critique
Michael T. Belongia & Richard G. Sheehan
Pages: 351-356
Published online: 02 Jul 2012
AbstractforThe Informational Efficiency of Weekly Money Announcements An Econometric Critique | References | PDF (231.7 KB)
  • 18 Views
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Article
Bayesian Estimation and Prediction for the Beta-Binomial Model
Jack C. Lee & Darius J. Sabavala
Pages: 357-367
Published online: 02 Jul 2012
AbstractforBayesian Estimation and Prediction for the Beta-Binomial Model | References | PDF (377.8 KB)
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Article
The Detection of Influential Observations for Allocation, Separation, and the Determination of Probabilities in a Bayesian Framework
Wesley Johnson
Pages: 369-381
Published online: 02 Jul 2012
AbstractforThe Detection of Influential Observations for Allocation, Separation, and the Determination of Probabilities in a Bayesian Framework | References | PDF (477.5 KB)
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Article
A Note on Overdifferencing and the Equivalence of Seasonal Time Series Models With Monthly Means and Models With (0, 1, 1)12 Seasonal Parts When ⊖ = 1
William Bell
Pages: 383-387
Published online: 02 Jul 2012
AbstractforA Note on Overdifferencing and the Equivalence of Seasonal Time Series Models With Monthly Means and Models With (0, 1, 1)12 Seasonal Parts When ⊖ = 1 | References | PDF (174.5 KB)
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Article
Composite Forecasting: An Integrated Approach and Optimality Reconsidered
Robert F. Phillips
Pages: 389-395
Published online: 02 Jul 2012
AbstractforComposite Forecasting: An Integrated Approach and Optimality Reconsidered | References | PDF (250.4 KB)
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Article
Forecasting Wheat Exports: Do Exchange Rates Matter?
David A. Bessler & Ronald A. Babula
Pages: 397-406
Published online: 02 Jul 2012
AbstractforForecasting Wheat Exports: Do Exchange Rates Matter? | References | PDF (310.3 KB)
  • 60 Views
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Article
Unobservable Transactions Price and the Measurement of a Supply and Demand Model for the American Steel Industry
Robert P. Rogers
Pages: 407-415
Published online: 02 Jul 2012
AbstractforUnobservable Transactions Price and the Measurement of a Supply and Demand Model for the American Steel Industry | References | PDF (324.3 KB)
  • 21 Views
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Article
The Probability Distribution of Future Demand
The Case of Hydro Quebec
Jean-Thomas Bernard & Michael R. Veall
Pages: 417-424
Published online: 02 Jul 2012
AbstractforThe Probability Distribution of Future Demand | References | PDF (258.9 KB)
  • 28 Views
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Article
Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm
Cliff J. Huang, Frank A. Sloan & Killard W. Adamache
Pages: 425-430
Published online: 02 Jul 2012
AbstractforEstimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm | References | PDF (191 KB)
  • 37 Views
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Article
MulticolIinearity Problems in Modeling Time Series With Trading-Day Variation
Teresita S. Salinas & Steven C. Hillmer
Pages: 431-436
Published online: 02 Jul 2012
AbstractforMulticolIinearity Problems in Modeling Time Series With Trading-Day Variation | References | PDF (199.7 KB)
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