Journal of Business & Economic Statistics, Volume 6, Issue 1 (1988)

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Journal of Business & Economic Statistics, Volume 6, Issue 1 (1988)

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Original Articles

Article
Stable Factors in Security Returns: Identification Using Cross-Validation
Delores A. Conway & Marc R. Reinganum
Pages: 1-15
Published online: 02 Jul 2012
AbstractforStable Factors in Security Returns: Identification Using Cross-Validation | References | PDF (802.7 KB)
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Commentary

Article Commentary
Comment
Nai-fu Chen
Page: 16
Published online: 02 Jul 2012
CitationforComment | PDF (59.5 KB)
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Original Articles

Article
Comment
J. D. Jobson
Pages: 16-20
Published online: 02 Jul 2012
AbstractforComment | References | PDF (266.7 KB)
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Commentary

Article Commentary
Comment
Robert F. Stambaugh
Pages: 20-21
Published online: 02 Jul 2012
CitationforComment | References | PDF (116.7 KB)
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Article Commentary
Comment
Stephen J. Brown
Pages: 21-23
Published online: 02 Jul 2012
First Page PreviewforComment | References | PDF (120.5 KB)
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Miscellany

Reply
Delores A. Conway & Marc R. Reinganum
Pages: 24-28
Published online: 02 Jul 2012
First Page PreviewforReply | References | PDF (246.8 KB)
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Original Articles

Article
Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model Iterated Nonlinear Seemingly Unrelated Regression Estimates
Marjorie B. McElroy & Edwin Burmeister
Pages: 29-42
Published online: 02 Jul 2012
AbstractforArbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model Iterated Nonlinear Seemingly Unrelated Regression Estimates | References | PDF (675.4 KB)
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Article
Risk Measurement for Event-Dependent Security Returns
Larry J. Lockwood & K. Rao Kadiyala
Pages: 43-49
Published online: 02 Jul 2012
AbstractforRisk Measurement for Event-Dependent Security Returns | References | PDF (403.7 KB)
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Article
The Stable-Law Model of Stock Returns
Vedat Akgiray & G. Geoffrey Booth
Pages: 51-57
Published online: 02 Jul 2012
AbstractforThe Stable-Law Model of Stock Returns | References | PDF (345 KB)
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Article
Translog Flexible Functional Forms and Substitutability of Monetary Assets
Apostolos Serletis
Pages: 59-67
Published online: 02 Jul 2012
AbstractforTranslog Flexible Functional Forms and Substitutability of Monetary Assets | References | PDF (448.6 KB)
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Article
The Interactive and Causal Relationships Involving Precious Metal Price Movements An Analysis of the Gold and Silver Markets
M. W. Luke Chan & Dean C. Mountain
Pages: 69-77
Published online: 02 Jul 2012
AbstractforThe Interactive and Causal Relationships Involving Precious Metal Price Movements An Analysis of the Gold and Silver Markets | References | PDF (476.1 KB)
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Article
Estimating the Cost of a Warranty
Edward W. Frees
Pages: 79-86
Published online: 02 Jul 2012
AbstractforEstimating the Cost of a Warranty | References | PDF (451.3 KB)
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Article
Time-Series Modeling for Statistical Process Control
Layth C. Alwan & Harry V. Roberts
Pages: 87-95
Published online: 02 Jul 2012
AbstractforTime-Series Modeling for Statistical Process Control | References | PDF (477.5 KB)
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Article
A Latent-Variable Model of Quality Determination
Paul J. Gertler
Pages: 97-104
Published online: 02 Jul 2012
AbstractforA Latent-Variable Model of Quality Determination | References | PDF (393.2 KB)
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Article
Serial Correlation and the Combination of Forecasts
Francis X. Diebold
Pages: 105-111
Published online: 02 Jul 2012
AbstractforSerial Correlation and the Combination of Forecasts | References | PDF (345.3 KB)
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Article
Variance Estimators of the Gini Coefficient—Probability Sampling
Arne Sandström, Jan H. Wretman & Bertil Walden
Pages: 113-119
Published online: 02 Jul 2012
AbstractforVariance Estimators of the Gini Coefficient—Probability Sampling | References | PDF (339.7 KB)
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Article
An Engineering/Econometric Analysis of Seasonal Energy Demand and Conservation in the Pacific Northwest
Jeffrey A. Dubin & Steven E. Henson
Pages: 121-134
Published online: 02 Jul 2012
AbstractforAn Engineering/Econometric Analysis of Seasonal Energy Demand and Conservation in the Pacific Northwest | References | PDF (702.2 KB)
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Short Communications

Article
Comment on “A Neglected Method of Separating Demand and Supply in Time Series Regression,” by Stephen E. Haynes and Joe A. Stone
Kan H. Young
Pages: 135-138
Published online: 02 Jul 2012
AbstractforComment on “A Neglected Method of Separating Demand and Supply in Time Series Regression,” by Stephen E. Haynes and Joe A. Stone | References | PDF (215.4 KB)
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Miscellany

Reply
Stephen E. Haynes & Joe A. Stone
Pages: 138-140
Published online: 02 Jul 2012
First Page PreviewforReply | References | PDF (139.8 KB)
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Book Reviews

Book Review
Book Reviews
A. Buse & James E. Gentle
Pages: 141-143
Published online: 02 Jul 2012
First Page PreviewforBook Reviews | References | PDF (147.9 KB)
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