Journal of business & economic statistics

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  Año 2005, Vol. 23, Número 4

  • A Test for Superior Predictive Ability

    Peter Reinhard Hansen

    págs. 365-380

    

  • Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch -Singer Hypothesis

    Helle Bunzel, Timothy J. Vogelsang

    págs. 381-394

    

  • Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence

    Brendan McCabe, David Harris, Stephen Leybourne

    págs. 395-409

    

  • Do Panels Help Solve the Purchasing Power Parity Puzzle?

    Christian J. Murray, David H. Papell

    págs. 410-415

    

  • Evaluation and Combination of Conditional Quantile Forecasts

    Raffaella Giacomini, Ivana Komunjer

    págs. 416-431

    

  • Confidence Intervals for Half-Life Deviations From Purchasing Power Parity

    Barbara Rossi

    págs. 432-442

    

  • An Unobserved-Component Model With Switching Permanent and Transitory Innovations

    Ruey S. Tsay

    págs. 443-454

    

  • A Trading Approach to Testing for Predictability

    Stanislav Anatolyev, Alexander Gerko

    págs. 455-461

    

  • The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment

    Ana María Herrera, Elena Pesavento

    págs. 462-472

    

  • Purchase-Frequency Bias in Random-Coefficients Brand-Choice Models

    Sachin Gupta, Anand V. Bodapati

    págs. 473-484

    

  • The Hedonic Regression Time-Dummy Method and the Monotonicity Axioms

    Daniel Melser

    págs. 485-492

    

  • The Zeliner Thesis Award in Business and Economic Statistics

    págs. 493-494

    

  • Editor's Report 2004

    Torben G. Andersen

    pág. 495