Journal of business & economic statistics

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  Año 2007, Vol. 25, Número 1

  • Editorial Announcement

    Torben G. Andersen

    pág. 1

    

  • Common Features in Economics and Finance: An Overview of Recent Developments

    Giovanni Urga

    págs. 2-11

    

  • A Note on Common Cycles, Common Trends, and Convergence

    Andrew Harvey, Thomas Trimbur, Vasco Carvalho

    págs. 12-20

    

  • Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data

    Niels Haldrup, Andreu Sansó i Rosselló, Svend Hylleberg, Gabriel Pons

    págs. 21-32

    

  • Co-Breaking: Recent Advances and a Synopsis of the Literature

    Michael Massmann, David F. Hendry

    págs. 33-51

    

  • Determining the Number of Primitive Shocks in Factor Models

    Serena Ng

    págs. 52-60

    

  • A Multivariate Generalized Orthogonal Factor GARCH Model

    Pentti Saikkonen, Markku Lanne

    págs. 61-75

    

  • Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?

    Farshid Vahid, Heather M. Anderson

    págs. 76-90

    

  • Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel

    Mark W. Watson, Dante Amengual

    págs. 91-96

    

  • Estimating and Combining National Income Distributions Using Limited Data

    William E. Griffiths, Duangkamon Chotikapanich, D. S. Prasada Rao

    págs. 97-109

    

  • A More Timely and Useful Index of Leading Indicators

    Robert H. McGuckin, Victor Zarnowitz, Ataman Ozyyildirim

    págs. 110-120