Journal of business & economic statistics

• 

  Año 1998, Vol. 16, Número 3

  • Real and spurious long-memory properties of stock-market data

    N.E. Savin, I.N. Lobato

    págs. 261-268

    

  • Comment

    Clive W. Granger

    págs. 268-269

    

  • Comment

    John Geweke

    págs. 269-271

    

  • Comment

    pág. 272

    

  • Comment

    Richard T. Baillie

    págs. 273-276

    

  • Comment

    P.M. Robinson

    págs. 276-279

    

  • Reply

    I.N. Lobato, N.E. Savin

    págs. 280-283

    

  • A maximum likelihood approach for non-Gaussian stochastic volatility models

    Lawrence Harris, Moshe Fridman

    págs. 284-291

    

  • The estimation of food expenditures from household budget data in the presence of bulk purchase

    Javier Ruiz-Castillo Ucelay, Daniel Pena

    págs. 292-303

    

  • Unit-root tests and asymmetric adjustment with an example using the term structure of interest

    Walter Enders, C.W.J. Granger

    págs. 304-311

    

  • Spatio-temporal modeling of residential sales data

    Alan E. Gelfand, Sujit K. Ghosh

    págs. 312-321

    

  • Inference rates for Gini-based tax progressivity indexes

    John A. Bishop, John P. Formby

    págs. 322-330

    

  • A simple method for imposing local curvature in some flexible consumer-demand systems

    David L. Ryan, Terence J. Wales

    págs. 331-338

    

  • Estimation of autocorrelations of survey errors with application to trend estimation in small areas

    Moshe Feder, Danny Pfeffermann

    págs. 339-348

    

  • A locally optimal seasonal unit-root test

    Mehmet Caner

    págs. 349-356

    

  • An EM algorithm for conditionally heteroscedastic factor models

    Enrique Sentana Iváñez, Antonis Demos

    págs. 357-361

    

  • Construction of confidence intervals for the mean of a population containing many zero values

    Alan H. Kvanli

    págs. 362-368