Table Of Content

Journal of Business & Economic Statistics CONTENTS OF VOLUME 22 (Numbers 85-88) Articles Editorial Collaborators Index to Volume 22 INDEX TO VOLUME 22 (2004) ARTICLES, BY AUTHOR Alvarez, Javier, “Dynamics and Seasonality in Quarterly Panel Engle, R nganelli, Simone, “CAViaR: Condi- Data: An Analysis of Earnings Mobility in Spain,” 443 tional Autoregressive Value at Risk by Regression Quan- Baltagi, Badi H., Comment on Pesaran, M Hashem, tiles Schuermann, Til, and Weiner, Scott M., 163 ner, Klaus) Banerjee, S., Gelfand, A. E., Knight, J. R., and Sirmans, C. F,, Carmelo J., Steel, Mark F. J., and “Spatial Modeling of House Prices Using Normalized Dis- ) José, “Bayesian Analysis of Inter- tance- Weighted Sums of Stationary Processes,” 206 tion Models and Pricing Policies,” Bansal, Ravi, Tauchen, George, and Zhou, Hao, “Regime Shifts, Risk Premiums in the Term Structure, and the Busi Tiichler, Regina, and Otter, Tho- ness Cycle,” 396 of the Heterogeneity Model,” 2 Barone Adesi, Giovanni, Gagliardini, Patrick, and Urga, Gio Gagliard rone Adesi, Giovanni) vanni, “Testing Asset Pricing Models With Coskewness,” Galles, ¢ ideau, Eric) 474 Gelfand riee. S ) Bec, Frédérique, Ben Salem, Mélika, and Carrasco, Marine, Ghysels, | nd Hall, Alastair, “Editorial Announcement,” 1 “Tests for Unit-Root versus Threshold Specification With an Gordon \mour, Pascal, “Asset Returns and Application to the Purchasing Power Parity Relationship,” tate-Dependent Risk Preferences,” 241 382 Hall, A Eric) Belluzzo, Walter, Jr., “Semiparametric Approaches to Welfare Hart, Cl Sergio H., “Financial Constraints and Evaluations in Binary Response Models,” 322 Farm Investment Bayesian Examination,” 51 Belman, Dale (see Wolfson, Paul) Hennes Roosen, Jutta) Ben Salem, Mélika (see Bec, Frédérique) Hildretl e Card, David) Berg, Andreas, Meyer, Renate, and Yu, Jun, “Deviance Infor- mation Criterion for Comparing Stochastic Volatility Mod- Hong o, and Zhao, Feng, “Out-of-Sample els,’ 107 Perf Time Spot Interest Rate Models,” Bos, Charles S. (see Koopman, Siem Jan) 45) Card, David, Hildreth, Andrew K. G., and Shore-Sheppard, Honoré, B 1ojia, “On the Performance of Some Lara D., “The Measurement of Medicaid Coverage in the Robust Instr ables Estimators,”’ 30 SIPP: Evidence From a Comparison of Matched Records,” Houser, D *r, Joachim, “How Do Behavioral 410 Assump t Structural Inference? Evidence From Carrasco, Marine (see Bec, Frédérique) Davidson, James, “Moment and Memory Properties of Linear Hu, Luojiz Fé onore Bo I - Conditional Heteroscedasticity Models, and a New Model,” Johansen, S¢gre on Pesaran, M. Hashem, Schuer- 16 mann lil, ar er, Scott M., 169 Deltas, George, and Zacharias, Eleftherios, “Sampling Fre- Jondeau, | n, Hervé, and Gallés, Clémentine, “As- quency and the Comparison Between Matched-Model and sessing Uen eralized Method-of-Moments Estimates of the Hedonic Regression Price Indexes,” 94 Federal Reserve Reaction Function,” 225 Dennis, Richard, and Lopez, Jose A., Comment on Pesaran, Kadane, Joseph B., and Woodworth, George G., “Hierarchical M. Hashem, Schuermann, Til, and Weiner, Scott M., 165 Models for Employment Decisions,” 182 Drost, Feike C., and Werker, Bas J. M., “Semiparametric Dura- tion Models,” 40 © 2004 American Statistical Association Dustmann, Christian, and van Soest, Arthur, “An Analysis of Journal of Business & Economic Statistics Speaking Fluency of Immigrants Using Ordered Response October 2004, Vol. 22, No. 4 Models With Classification Errors,” 312 DOI! 10.1198/073500104000000442 492 Journal of Business & Economic Statistics, October 2004 Kaiser, Ulrich (see Van, Phu Nguyen) Schuermann, Til (see Pesaran, M. Hashem) Kamakura, Wagner A., and Wedel, Michel, “An Empirical Shore-Sheppard, Lara D. (see Card, David) Bayes Procedure for Improving Individual-Level Estimates Sirmans, C. F. (see Banerjee, S.) and Predictions From Finite Mixtures of Multinomial Logit St-Amour, Pascal (see Gordon, Stephen) Models,” 121 Steel, Mark F. J. (see Fernandez, C armen) Kim, Chang-Jin, Nelson, Charles R.., and Piger, Jeremy, “The Tauchen, George (see Bansal, Ravi) Less-Volatile U.S. Economy: A Bayesian Investigation Timmermann, Allan (see Lunde, A\sger) of Timing. Breadth, and Potential Explanations,” 80 Tiichler, Regina (see Friihwirth-Schnatter, Sylvia) Knight, J. R. (see Banerjee, S.) Urga, Giovanni (see Barone Adesi, Giovanni) Koopman, Siem Jan, and Bos, Charles S., “State Space Models Van, Phu Nguyen, Laisney, Francois, and Kaiser, Ulrich, “The With a Common Stochastic Variance,” 346 Performance of German Firms in the Business-Related Ser- Laisney, Francois (see Van, Phu Nguyen) vice Sector: A Dynamic Analysis,” 274 Le Bihan, Hervé (see Jondeau, Eric) van Soest, Arthur (see Dustmann, Christian) Lence, Sergio H. (see Hart, Chad E.) Vazquez-Polo, Francisco José (see Fernandez, Carmen) Leon, Carmelo J. (see Fernandez, Carmen) von Haefen, Roger H., Phaneuf, Daniel J., and Parsons, Li, Haitao (see Hong, Yongmiao) George R., “Estimation and Welfare Analysis With Large I opez. Jose A. (see Dennis, Richard) Demand Systems,” 194 Lunde, Asger, and Timmermann, Allan, “Duration Dependence Wallis, Kenneth F., Comment on Pesaran, M Hashem, in Stock Prices: An Analysis of Bull and Bear Markets,” 253 Schuermann, Til, and Weiner, Scott M., 172 Manganelli, Simone (see Engle, Robert F.) Meyer, Renate (see Berg, Andreas) Weiner, Scott M. (see Pesaran, M. Hashem) Moeltner, Klaus, and Englin, Jeffrey, “Choice Behavior Under Werker, Bas J. M. (see Drost. Feike C.) lime-Variant Quality: State Dependence Versus “Play-It-by- Winter, Joachim (see Houser, Daniel Ear” in Selecting Ski Resorts,” 214 Wolfson, Paul, and Belman, Dale, “The Minimum Wage Con- Nelson, Charles R. (see Kim, Chang-Jin) sequences for Prices and Quantities in Low-Wage Labor Nielsen, Morten Orregaard, “Optimal Residual-Based Tests for Markets,” 296 Fractional Cointegration and Exchange Rate Dynamics,” Woodworth, George G. (see Kadane Joseph B.) 33] Yu, Jun (see Berg, Andreas) Ogaki, Masao (see Zhang, Qiang) Zacharias, Eleftherios (see Deltas, George) Otter, Thomas (see Friihwirth-Schnatter, Sylvia) Parsons, George R. (see von Haefen, Roger H.) Zhang, Qiang, and Ogaki, Masao, “Decreasing Relative Risk Pesaran, M. Hashem Schuermann, Til. and Weiner, Scott M., Aversion, Risk Sharing , and the Permanent Income Hypoth- “Modeling Regional Interdependencies Using a Global esis,” 421 Error-Correcting Macroeconometric Model,” 129; Rejoin- Zhao, Feng (see Hong, Yongmiao) der | 75 Zhou, Hao (see Bansal, Ravi) Phaneuf, Daniel J. (see von Haefen, Roger H.) Editor’s Report 2004, 488 Piger, Jeremy (see Kim, Chang-Jin) Editorial Collaborators, 489 Roosen, Jutta, and Hennessy, David A.., “Testing for the The Zellner Thesis Award in Business and Economic Statistics, Monotone Likelihood Ratio Assumption,” 358 126: 486