Table Of Content

Journal of Business & Economic Statistics: Index to Volume 23 Inoue, Atsushi, and Rossi, Barbara, “Recursive Predictability Owyang, Michael T. (see Francis, Neville) Tests for Real-Time Data,” 336 Papell, David H. (see Murray, Christian J.) Jansson, Michael (see Elliott, Graham) Pesavento, Elena (see Elliott, Graham) Jiang, Wei (see Abrevaya, Jason) Pesavento, Elena (see Herrera, Ana Maria) Kahn, Matthew E. (see Bajari, Patrick) Ravikumar, Pradeep (see Cohen, William W.) Kim, Chang-Jin, Morley, James C., and Nelson, Charles R., Rossi, Barbara, “Confidence Intervals for Half-Life Deviations “The Structural Break in the Equity Premium,” 181 From Purchasing Power Parity,” 432 Kim, Jaebeom, “Convergence Rates to Purchasing Power Par- Rossi, Barbara (see Inoue, Atsushi) ity for Traded and Nontraded Goods: A Structural Error- Russell, Jeffrey R., and Engle, Robert F., “A Discrete-State Correction Model Approach,” 76 Continuous-Time Model of Financial Transactions Prices Kim, Jin Gyo, Menzefricke, Ulrich, and Feinberg, Fred M., and Times: The Autoregressive Conditional Multinomial— “Modeling Parametric Evolution in a Random Utility Frame- Autoregressive Conditional Duration Model,” 166 work,” 282 Sieg, Holger (see Coppejans, Mark) King, Maxwell L. (see Zhang, Xibin) Klaassen, Franc, “Long Swings in Exchange Rates: Are They Silver, Mick, and Heravi, Saeed, “A Failure in the Measurement Really in the Data?” 87 of Inflation: Results From a Hedonic and Matched Experi- Komunjer, Ivana (see Giacomini, Raffaella) ment Using Scanner Data,’ 269 Kuan, Chung-Ming, Huang, Yu-Lieh, and Tsay, Ruey S., Smith, Aaron, “Level Shifts and the Illusion of Long Memory “An Unobserved-Component Model With Switching Perma- in Economic Time Series,” 321 nent and Transitory Innovations,” 443 Starzec, Christophe (see Gardes, Francois) Laurent, Sébastien (see Bauwens, Luc) Sun, Dongchu (see Ni, Shawn) Leybourne, Stephen (see Harris, David) Tsay, Ruey S. (see Kuan, Chung-Ming) Li, Yuming, “The Wealth-Consumption Ratio and the van der Klaauw, Wilbert, Comment on Abowd, John M., and Consumption-Habit Ratio,” 226 Vilhuber, Lars, 154 McCabe, Brendan (see Harris, David) Vilhuber, Lars (see Abowd, John M.) Melser, Daniel, “The Hedonic Regression Time-Dummy Vogelsang, Timothy J. (see Bunzel, Helle) Method and the Monotonicity Axioms,” 485 Whitney, Gerald A. (see Fleissig, Adrian R.) Menezes-Filho, Naercio, “Is the Consumer Sector Competitive Winkler, William E., Comment on Abowd, John M., and in the U.K.? A Test Using Household-Level Demand Elas- Vilhuber, Lars, 153 ticities and Firm-Level Price Equations,” 295 Zhang, Xibin, and King, Maxwell L., “Influence Diagnostics in Menzefricke, Ulrich (see Kim, Jin Gyo) Generalized Autoregressive Conditional Heteroscedasticity Morley, James C. (see Kim, Chang-Jin) Processes,” 118 Murray, Christian J., and Papell, David H., “Do Panels Help Correction 363 Solve the Purchasing Power Parity Puzzle?” 410 Nelson, Charles R. (see Kim, Chang-Jin) Editors’ Report 2004, 495 Ng, Serena (see Bai, Jushan) Editorial Collaborators, 496 Ni, Shawn, and Sun, Dongchu, “Bayesian Estimates for Vector The Zellner Thesis Award in Business and Economic Statistics Autoregressive Models,” 105 130; 493