Journal of business & economic statistics

• 

  Año 1993, Vol. 11, Número 1

  • Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts

    Siddhartha Chib, James H. Albert

    págs. 1-15

    

  • A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances

    John H.H. Lee, Maxwell L. King

    págs. 17-27

    

  • Tests of Independence in parametric Models With Applications and Illustrations

    Pravin K. Trivedi, A. Colin Cameron

    págs. 29-43

    

  • Investment in Capital Assets and Economic Performance: The U.S. Chemicals and Primary-Metals Industries in Transition

    Catherine J. Morrison

    págs. 45-60

    

  • Seminonparametric Estimation of Binary Choice Models With an Application to Labor-Force Participation

    François Laisney, Siegfried Gabler, Michael Lechner

    págs. 61-80

    

  • Detecting Level Shifts in Time Series

    Nathan S. Balke

    págs. 81-92

    

  • Long Memory in Foreign-Exchange Rates

    págs. 93-101

    

  • A fractional Cointegration Analysis of Purchasing Power Parity

    Kon S. Lai

    págs. 103-112

    

  • Cyclical Pattern in the Variance of Economic Activity

    Mark W. French, Daniel E. Sichel

    págs. 113-119