Table Of Content

Journal of Business & Economic Statistics CONTENTS OF VOLUME 19 (Numbers 74-77) INDEX TO VOLUME 19 (2001) ARTICLES, BY AUTH \bbring, Jaap H., van den Berg, Gerard J., and Coh , Carbs.) Cycles and Compositional Varia | 1M r, Christopher R.) “nt.” 436 de All oza, Manuel, “Forecasting an \ndersson, John, “On the Normal Inverse Gaussian S : CC n Partial Accumulation: A Volati Model,” 44 Series With Seasonal Patterns,” Angrist, Joshua D., “Estimation | able Models With Dummy Endogenous Regres: Simpl le Pierre L., “Cointegration and Strategies for Empirical Practice, Reply, Baillie, Richard T., and Han, Young-W Ol Eral ICM sis of Diffusion Models With Chung, Chae-Shick, and Tauche ] | H., and Griffin, James } he | Erde . Testing for Choice Dynam- \ddiction: The Case for M. Rabiul A., Silvapu lervy! 1 Sil orent Christophe, “Overcoming Paramsothy, “Tests Agai Inequality ( aint Nona MA-Model-Based Signal Extrac- *n Some Nuisance Parameters ative: Test of ARCH in ARCH-M Mod 245 ler, V \nindya) and Ocker, Dirk, “Volatility of Stock-Marke Goi Butterworth Filters for Trend and \n Analysis Based on SEMI FAR Mos (3 Cycl mic Time Series,” 365 Berkowitz, Jeremy, “Testing Density Forecasts, With Applica Grede bson, Tor, “Bootstrap Testing tions to Risk Management,” 465 Lit egrating Vectors,” 63 Beyer, Andreas, “A Formalization of Seasonal Enc assin res W., S regor W., and Yetman, James, With an Application to a German Macromodel,” 315 us,” 34 Bollinger, Christopher R., and David, Martin H., “Estin fin M Badi H.) With Response Error and Nonresponse: Food-St: Partic la \ngrist, Joshua D., 16 ipation in the SIPP,” 129 Hall, A cs 4 yn Chung, Chae-Shick, and Bonham, Carl S., and Cohen, Richard H., “To Pool, or Neither: Testing the Rational-Expectations Hypotl lan, ‘ \ ie, Richard T.) esis Using Survey Data,” 278 aseg mi, Hideo, “Bayesian Analysis Breitung, Jérg, “Rank Tests for Nonlinear Cointegrati 3 | n E es Est on With Measurement Errors and Burridge, Peter, and Taylor, A. M. Robert, “On the I | 292 of Regression-Based Tests for Seasonal Unit Roots in the sman, R 1, K Kees G., Kool, Clemens J. M., and Presence of Higher-Order Serial Correlation,’ 374 alm, | Tail-| Estimates in Small Samples,” 208 Carrasco, Raquel, “Binary Choice With Binary Endog R., an s, Guido W., “Bias From Classical Regressors in Panel Data: Estimating the Effect of Fert and O : Measurement Error,” 475 on Female Labor Participation,” 385 G t on Angrist, Joshua D., 27 (also Cecchetti, Stephen G., and Rich, Robert W., “Struct mates of the U.S. Sacrifice Ratio,” 416 Iversen, | Spatially Disaggregated Real Estate Chib, Siddhartha, and Winkelmann, Rainer, “Marko\ Indice Monte Carlo Analysis of Correlated Count Data,” 42% Jacobson, 7 G 1off, Mikael) Chung, Chae-Shick, and Tauchen, George, “Testing Target- Kandilorou, Helen Magdalinos, Michael) Zone Models Using Efficient Method of Moments,” 255; Kim, Jae H., “Bootstrap-After-Bootstrap Prediction Intervals Reply, 276 for Autoregressive Models.” 117 496 Journal of Business & Economic Statistics, Index to Volume 19 Kling, Jeffrey R., “Interpreting Instrumental Variables Esti- Roy, Amlan (see Neely, Christopher J.) mates of the Returns to Schooling,” 358 Roy, Anindya, and Fuller, Wayne A., “Estimation for Autore- Koedijk, Kees G. (see Huisman, Ronald) gressive Time Series With a Root Near 1,” 482 Koehler, Anne B. (see Snyder, Ralph D.) Santos Silva, J. M. C., “Influence Diagnostics and Estimation Kool, Clemens J. M. (see Huisman, Ronald) Algorithms for Powell’s SCLS,” 55 Kozumi, Hideo (see Hasegawa, Hikaru) Shin, Dong Wan, and Lee, Oesook, “Tesis for Asymmetry in Lee, Oesook (see Shin, Dong Wan) Possibly Nonstationary Time Series Data,’ 233 Magdalinos, Michael, and Kandilorou, Helen, “Specification Siklos, Pierre L. (see Enders, Walter) Analysis in Equations With Stochastic Regressors,” 226 Silvapulle, Mervyn J. (see Beg, A. B. M. Rabiul A.) Mendoza, Manuel (see de Alba, Enrique) Silvapulle, Paramsothy (see Beg, A. B. M. Rabiul A.) Moffitt, Robert A., Comment on Angrist, Joshua C., 20 Smith, Gregor W. (see Gregory, Allan W.) Mullahy, John, Comment on Angrist, Joshua C., 23 Smith, Richard J. (see Taylor, A. M. Robert) Neely, Christopher J., Roy, Amlan, and Whiteman, Charles H., Snyder, Ralph D., Ord, J. Keith, and Koehler, Anne B., “Pre- “Risk Aversion Versus Intertemporal Substitution: A Case diction Intervals for ARIMA Models,” 217 Study of Identification Failure in the Intertemporal Con- Sun, Baohong (see Erdem, Tiilin) sumption Capital Asset Pricing Model,” 395 Tahmiscioglu, A. Kamil, “Intertemporal Variation in Finan- Nelson, Charles R., Piger, Jeremy, and Zivot, Eric, “Markov cial Constraints on Investment: A Time-Varying Parameter Regime Switching and Unit-Root Tests,” 404 Approach Using Panel Data,” 153 Ocker, Dirk (see Beran, Jan) Tallman, Ellis W. (see Robertson, John C.) Ord, J. Keith (see Snyder, Ralph D.) Tauchen, George (see Chung, Chae-Shick) Palm, Franz (see Huisman, Ronald) Taylor, A. M. Robert, and Smith, Richard J., “Tests of the Sea- Pedroni, Peter, Comment on Chung, Chae-Shick, and Tauchen, sonal Unit-Root Hypothesis Against Heteroscedastic Sea- George, 271 sonal Integration,” 192 (also see Burridge, Peter) Picci, Lucio, “Explaining Long- and Short-Run Interactions in Timmermann, Allan, “Structural Breaks, Incomplete Informa- Time Series Data,” 85 tion, and Stock Prices,” 299 Piger, Jeremy (see Nelson, Charles R.) Todd, Petra, Comment on Angrist, Joshua C., 25 Planas, Christophe (see Fiorentini, Gabriele) Urga, Giovanni (see Rockinger, Michael) Racine, Jeffrey, “On the Nonlinear Predictability of Stock van den Berg, Gerard J. (see Abbring, Jaap H.) Returns Using Financial and Economic Variables,” 380 van Ours, Jan C. (see Abbring, Jaap H.) Rich, Robert W. (see Cecchetti, Stephen G.) West, Kenneth D., “Tests for Forecast Encompassing When Robertson, John C., and Tallman, Ellis W., “Improving Forecasts Depend on Estimated Regression Parameters,” Federal-Funds Rate Forecasts in VAR Models Used for Pol- 29 icy Analysis,” 324 Whiteman, Charles H. (see Neely, Christopher J.) Rockinger, Michael, and Urga, Giovanni, “A Time-Varying Winkelmann, Rainer (see Chib, Siddhartha) Parameter Model to Test for Predictability and Integration Yetman, James (see Gregory, Allan W.) in the Stock Markets of Transition Economies,” 73 Zivot, Eric (see Nelson, Charles R.)