Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji 073500107000000359
Journal of Business & Economic Statistics
ISSN: 0735-0015 (Print) 1537-2707 (Online) Journal homepage: http://www.tandfonline.com/loi/ubes20
Index to Volume 25 (2007)
To cite this article: (2007) Index to Volume 25 (2007), Journal of Business & Economic Statistics,
25:4, 506-507, DOI: 10.1198/073500107000000359
To link to this article: http://dx.doi.org/10.1198/073500107000000359
Published online: 01 Jan 2012.
Submit your article to this journal
Article views: 27
View related articles
Full Terms & Conditions of access and use can be found at
http://www.tandfonline.com/action/journalInformation?journalCode=ubes20
Download by: [Universitas Maritim Raja Ali Haji]
Date: 12 January 2016, At: 23:13
Journal of Business & Economic Statistics
CONTENTS OF VOLUME 25
(Numbers 97–100)
Articles. . . . . . . . . . . . . . . . . . . . . .1, 123, 247, 377
Editorial Collaborators . . . . . . . . . . . . . . . . . . . 504
Index to Volume 25 . . . . . . . . . . . . . . . . . . . . . . 506
INDEX TO VOLUME 25 (2007)
Downloaded by [Universitas Maritim Raja Ali Haji] at 23:13 12 January 2016
ARTICLES, BY AUTHOR
Amengual, Dante, and Watson, Mark W., “Consistent Estimation of the Number of Dynamic Factors in a Large N and T
Panel,” 91
Amisano, Gianni, and Giacomini, Raffaella, “Comparing Density Forecasts via Weighted Likelihood Ratio Tests,” 177
Anderson, Heather M., and Vahid, Farshid, “Forecasting the
Volatility of Australian Stock Returns: Do Common Factors
Help?,” 76
Bai, Jushan, and Ng, Serena, “Determining the Number of
Primitive Shocks in Factor Models,” 52
Baillie, Richard T., and Kapetanios, George, “Testing for Neglected Nonlinearity in Long-Memory Models,” 447
Beaulieu, Marie-Claude, Dufour, Jean-Marie, and Khalaf,
Lynda, “Multivariate Tests of Mean–Variance Efficiency
With Possibly Non-Gaussian Errors: An Exact SimulationBased Approach,” 398
Benedetto, Gary, Haltiwanger, John, Lane, Julia, and McKinney, Kevin, “Using Worker Flows to Measure Firm Dynamics,” 299
Bradley, Ralph, “Analytical Bias Reduction for Small Samples
in the U.S. Consumer Price Index,” 337
Campbell, Sean D., “Macroeconomic Volatility, Predictability,
and Uncertainty in the Great Moderation: Evidence From the
Survey of Professional Forecasters,” 191
Carvalho, Vasco, Harvey, Andrew, and Trimbur, Thomas,
“A Note on Common Cycles, Common Trends, and Convergence,” 12
Chen, Yi-Ting, “Moment-Based Copula Tests for Financial Returns,” 377
Chernov, Mikhail, “On the Role of Risk Premia in Volatility
Forecasting,” 411
Chotikapanich, Duangkamon, Griffiths, William E., and Prasada
Rao, D. S., “Estimating and Combining National Income
Distributions Using Limited Data,” 97
Christiano, Lawrence J., Comment on Marco Del Negro, Frank
Schorfheide, Frank Smets, and Rafael Wouters, 143
Del Negro, Marco, Schorfheide, Frank, Smets, Frank, and
Wouters, Rafael, “On the Fit of New Keynesian Models,”
123; Rejoinder 159
Deschênes, Olivier, “Estimating the Effects of Family Background on the Return to Schooling,” 265
Devereux, Paul J., “Improved Errors-in-Variables Estimators
for Grouped Data,” 278
Dufour, Jean-Marie (see Beaulieu, Marie-Claude)
Faust, Jon, Comment on Marco Del Negro, Frank Schorfheide,
Frank Smets, and Rafael Wouters, 154
Fougère, Denis, Le Bihan, Hervé, and Sevestre, Patrick, “Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation,” 247
Gallant, A. Ronald, Comment on Marco Del Negro, Frank
Schorfheide, Frank Smets, and Rafael Wouters, 151
Giacomini, Raffaella (see Amisano, Gianni)
Griffiths, William E. (see Chotikapanich, Duangkamon)
Gürkaynak, Refet S., Sack, Brian P., and Swanson, Eric T.,
“Market-Based Measures of Monetary Policy Expectations,”
201
Haldrup, Niels, Hylleberg, Svend, Pons, Gabriel, and Sansó,
Andreu, “Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data,” 21
Haltiwanger, John (see Benedetto, Gary)
Harvey, Andrew (see Carvalho, Vasco)
Hendry, David F., and Massmann, Michael, “Co-Breaking: Recent Advances and a Synopsis of the Literature,” 33
Heravi, Saeed (see Silver, Mick)
Hylleberg, Svend (see Haldrup, Niels)
Jiang, Guohua (see Wang, Hansheng)
Kapetanios, George (see Baillie, Richard T.)
Khalaf, Lynda (see Beaulieu, Marie-Claude)
Kilian, Lutz, Comment on Marco Del Negro, Frank Schorfheide, Frank Smets, and Rafael Wouters, 156
Koopman, Siem Jan (see Menkveld, Albert J.)
Krauth, Brian V., “Peer and Selection Effects on Youth Smoking in California,” 288
Lane, Julia (see Benedetto, Gary)
Lanne, Markku, and Saikkonen, Pentti, “A Multivariate Generalized Orthogonal Factor GARCH,” 61
Larsson, Rolf, and Lyhagen, Johan, “Inference in Panel Cointegration Models With Long Panels,” 473
506
© 2007 American Statistical Association
Journal of Business & Economic Statistics
October 2007, Vol. 25, No. 4
DOI 10.1198/073500107000000359
Downloaded by [Universitas Maritim Raja Ali Haji] at 23:13 12 January 2016
Journal of Business & Economic Statistics: Index to Volume 24
Le Bihan, Hervé (see Fougère, Denis)
Li, Guodong (see Wang, Hansheng)
Loudermilk, Margaret S., “Estimation of Fractional Dependent
Variables in Dynamic Panel Data Models With an Application to Firm Dividend Policy,” 462
Lucas, André (see Menkveld, Albert J.)
Lyhagen, Johan (see Larsson, Rolf)
Massmann, Michael (see Hendry, David F.)
McGuckin, Robert H., Ozyildirim, Ataman, and Zarnowitz,
Victor, “A More Timely and Useful Index of Leading Indicators,” 110
McKinney, Kevin (see Benedetto, Gary)
Menkveld, Albert J., Koopman, Siem Jan, and Lucas, André,
“Modeling Around-the-Clock Price Discovery for CrossListed Stocks Using State Space Methods,” 213
Ng, Serena (see Bai, Jushan)
Ni, Shawn, Sun, Dongchu, and Sun, Xiaoqian, “Intrinsic
Bayesian Estimation of Vector Autoregression Impulse Responses,” 163
Nielsen, Morten Ørregaard, “Local Whittle Analysis of Stationary Fractional Cointegration and the Implied–Realized
Volatility Relation,” 427
Ozyildirim, Ataman (see McGuckin, Robert H.)
Pons, Gabriel (see Haldrup, Niels)
Prasada Rao, D. S. (see Chotikapanich, Duangkamon)
Rendon, Sílvio, “Does Wealth Explain Black–White Differences in Early Employment Careers?,” 484
Rungsuriyawiboon, Supawat, and Stefanou, Spiro E., “Dynamic Efficiency Estimation: An Application to U.S. Electric Utilities,” 226
Sack, Brian P. (see Gürkaynak, Refet S.)
Saikkonen, Pentti (see Lanne, Markku)
Sansó, Andreu (see Haldrup, Niels)
507
Schorfheide, Frank (see Del Negro, Marco)
Sevestre, Patrick (see Fougère, Denis)
Silver, Mick, and Heravi, Saeed, “The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes,” 239
Sims, Christopher A., Comment on Marco Del Negro, Frank
Schorfheide, Frank Smets, and Rafael Wouters, 152
Smets, Frank (see Del Negro, Marco)
Stefanou, Spiro E. (see Rungsuriyawiboon, Supawat)
Sun, Dongchu (see Ni, Shawn)
Sun, Xiaoqian (see Ni, Shawn)
Swanson, Eric T. (see Gürkaynak, Refet S.)
Tarozzi, Alessandro, “Calculating Comparable Statistics From
Incomparable Surveys, With an Application to Poverty in
India,” 314
Trimbur, Thomas (see Carvalho, Vasco)
Tse, Y. K. (see Yang, Z. L.)
Urga, Giovanni, “Common Features in Economics and Finance:
An Overview of Recent Developments,” 2
Vahid, Farshid (see Anderson, Heather M.)
Wang, Hansheng, Li, Guodong, and Jiang, Guohua, “Robust
Regression Shrinkage and Consistent Variable Selection
Through the LAD-Lasso,” 347
Watson, Mark W. (see Amengual, Dante)
Wouters, Rafael (see Del Negro, Marco)
Yang, Z. L., and Tse, Y. K., “A Corrected Plug-in Method for
Quantile Interval Construction Through a Transformed Regression,” 356
Zarnowitz, Victor (see McGuckin, Robert H.)
Editors’ Report 2006, 503
Editorial Collaborators, 504
The Zellner Thesis Award in Business and Economic Statistics
121; 501
ISSN: 0735-0015 (Print) 1537-2707 (Online) Journal homepage: http://www.tandfonline.com/loi/ubes20
Index to Volume 25 (2007)
To cite this article: (2007) Index to Volume 25 (2007), Journal of Business & Economic Statistics,
25:4, 506-507, DOI: 10.1198/073500107000000359
To link to this article: http://dx.doi.org/10.1198/073500107000000359
Published online: 01 Jan 2012.
Submit your article to this journal
Article views: 27
View related articles
Full Terms & Conditions of access and use can be found at
http://www.tandfonline.com/action/journalInformation?journalCode=ubes20
Download by: [Universitas Maritim Raja Ali Haji]
Date: 12 January 2016, At: 23:13
Journal of Business & Economic Statistics
CONTENTS OF VOLUME 25
(Numbers 97–100)
Articles. . . . . . . . . . . . . . . . . . . . . .1, 123, 247, 377
Editorial Collaborators . . . . . . . . . . . . . . . . . . . 504
Index to Volume 25 . . . . . . . . . . . . . . . . . . . . . . 506
INDEX TO VOLUME 25 (2007)
Downloaded by [Universitas Maritim Raja Ali Haji] at 23:13 12 January 2016
ARTICLES, BY AUTHOR
Amengual, Dante, and Watson, Mark W., “Consistent Estimation of the Number of Dynamic Factors in a Large N and T
Panel,” 91
Amisano, Gianni, and Giacomini, Raffaella, “Comparing Density Forecasts via Weighted Likelihood Ratio Tests,” 177
Anderson, Heather M., and Vahid, Farshid, “Forecasting the
Volatility of Australian Stock Returns: Do Common Factors
Help?,” 76
Bai, Jushan, and Ng, Serena, “Determining the Number of
Primitive Shocks in Factor Models,” 52
Baillie, Richard T., and Kapetanios, George, “Testing for Neglected Nonlinearity in Long-Memory Models,” 447
Beaulieu, Marie-Claude, Dufour, Jean-Marie, and Khalaf,
Lynda, “Multivariate Tests of Mean–Variance Efficiency
With Possibly Non-Gaussian Errors: An Exact SimulationBased Approach,” 398
Benedetto, Gary, Haltiwanger, John, Lane, Julia, and McKinney, Kevin, “Using Worker Flows to Measure Firm Dynamics,” 299
Bradley, Ralph, “Analytical Bias Reduction for Small Samples
in the U.S. Consumer Price Index,” 337
Campbell, Sean D., “Macroeconomic Volatility, Predictability,
and Uncertainty in the Great Moderation: Evidence From the
Survey of Professional Forecasters,” 191
Carvalho, Vasco, Harvey, Andrew, and Trimbur, Thomas,
“A Note on Common Cycles, Common Trends, and Convergence,” 12
Chen, Yi-Ting, “Moment-Based Copula Tests for Financial Returns,” 377
Chernov, Mikhail, “On the Role of Risk Premia in Volatility
Forecasting,” 411
Chotikapanich, Duangkamon, Griffiths, William E., and Prasada
Rao, D. S., “Estimating and Combining National Income
Distributions Using Limited Data,” 97
Christiano, Lawrence J., Comment on Marco Del Negro, Frank
Schorfheide, Frank Smets, and Rafael Wouters, 143
Del Negro, Marco, Schorfheide, Frank, Smets, Frank, and
Wouters, Rafael, “On the Fit of New Keynesian Models,”
123; Rejoinder 159
Deschênes, Olivier, “Estimating the Effects of Family Background on the Return to Schooling,” 265
Devereux, Paul J., “Improved Errors-in-Variables Estimators
for Grouped Data,” 278
Dufour, Jean-Marie (see Beaulieu, Marie-Claude)
Faust, Jon, Comment on Marco Del Negro, Frank Schorfheide,
Frank Smets, and Rafael Wouters, 154
Fougère, Denis, Le Bihan, Hervé, and Sevestre, Patrick, “Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation,” 247
Gallant, A. Ronald, Comment on Marco Del Negro, Frank
Schorfheide, Frank Smets, and Rafael Wouters, 151
Giacomini, Raffaella (see Amisano, Gianni)
Griffiths, William E. (see Chotikapanich, Duangkamon)
Gürkaynak, Refet S., Sack, Brian P., and Swanson, Eric T.,
“Market-Based Measures of Monetary Policy Expectations,”
201
Haldrup, Niels, Hylleberg, Svend, Pons, Gabriel, and Sansó,
Andreu, “Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data,” 21
Haltiwanger, John (see Benedetto, Gary)
Harvey, Andrew (see Carvalho, Vasco)
Hendry, David F., and Massmann, Michael, “Co-Breaking: Recent Advances and a Synopsis of the Literature,” 33
Heravi, Saeed (see Silver, Mick)
Hylleberg, Svend (see Haldrup, Niels)
Jiang, Guohua (see Wang, Hansheng)
Kapetanios, George (see Baillie, Richard T.)
Khalaf, Lynda (see Beaulieu, Marie-Claude)
Kilian, Lutz, Comment on Marco Del Negro, Frank Schorfheide, Frank Smets, and Rafael Wouters, 156
Koopman, Siem Jan (see Menkveld, Albert J.)
Krauth, Brian V., “Peer and Selection Effects on Youth Smoking in California,” 288
Lane, Julia (see Benedetto, Gary)
Lanne, Markku, and Saikkonen, Pentti, “A Multivariate Generalized Orthogonal Factor GARCH,” 61
Larsson, Rolf, and Lyhagen, Johan, “Inference in Panel Cointegration Models With Long Panels,” 473
506
© 2007 American Statistical Association
Journal of Business & Economic Statistics
October 2007, Vol. 25, No. 4
DOI 10.1198/073500107000000359
Downloaded by [Universitas Maritim Raja Ali Haji] at 23:13 12 January 2016
Journal of Business & Economic Statistics: Index to Volume 24
Le Bihan, Hervé (see Fougère, Denis)
Li, Guodong (see Wang, Hansheng)
Loudermilk, Margaret S., “Estimation of Fractional Dependent
Variables in Dynamic Panel Data Models With an Application to Firm Dividend Policy,” 462
Lucas, André (see Menkveld, Albert J.)
Lyhagen, Johan (see Larsson, Rolf)
Massmann, Michael (see Hendry, David F.)
McGuckin, Robert H., Ozyildirim, Ataman, and Zarnowitz,
Victor, “A More Timely and Useful Index of Leading Indicators,” 110
McKinney, Kevin (see Benedetto, Gary)
Menkveld, Albert J., Koopman, Siem Jan, and Lucas, André,
“Modeling Around-the-Clock Price Discovery for CrossListed Stocks Using State Space Methods,” 213
Ng, Serena (see Bai, Jushan)
Ni, Shawn, Sun, Dongchu, and Sun, Xiaoqian, “Intrinsic
Bayesian Estimation of Vector Autoregression Impulse Responses,” 163
Nielsen, Morten Ørregaard, “Local Whittle Analysis of Stationary Fractional Cointegration and the Implied–Realized
Volatility Relation,” 427
Ozyildirim, Ataman (see McGuckin, Robert H.)
Pons, Gabriel (see Haldrup, Niels)
Prasada Rao, D. S. (see Chotikapanich, Duangkamon)
Rendon, Sílvio, “Does Wealth Explain Black–White Differences in Early Employment Careers?,” 484
Rungsuriyawiboon, Supawat, and Stefanou, Spiro E., “Dynamic Efficiency Estimation: An Application to U.S. Electric Utilities,” 226
Sack, Brian P. (see Gürkaynak, Refet S.)
Saikkonen, Pentti (see Lanne, Markku)
Sansó, Andreu (see Haldrup, Niels)
507
Schorfheide, Frank (see Del Negro, Marco)
Sevestre, Patrick (see Fougère, Denis)
Silver, Mick, and Heravi, Saeed, “The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes,” 239
Sims, Christopher A., Comment on Marco Del Negro, Frank
Schorfheide, Frank Smets, and Rafael Wouters, 152
Smets, Frank (see Del Negro, Marco)
Stefanou, Spiro E. (see Rungsuriyawiboon, Supawat)
Sun, Dongchu (see Ni, Shawn)
Sun, Xiaoqian (see Ni, Shawn)
Swanson, Eric T. (see Gürkaynak, Refet S.)
Tarozzi, Alessandro, “Calculating Comparable Statistics From
Incomparable Surveys, With an Application to Poverty in
India,” 314
Trimbur, Thomas (see Carvalho, Vasco)
Tse, Y. K. (see Yang, Z. L.)
Urga, Giovanni, “Common Features in Economics and Finance:
An Overview of Recent Developments,” 2
Vahid, Farshid (see Anderson, Heather M.)
Wang, Hansheng, Li, Guodong, and Jiang, Guohua, “Robust
Regression Shrinkage and Consistent Variable Selection
Through the LAD-Lasso,” 347
Watson, Mark W. (see Amengual, Dante)
Wouters, Rafael (see Del Negro, Marco)
Yang, Z. L., and Tse, Y. K., “A Corrected Plug-in Method for
Quantile Interval Construction Through a Transformed Regression,” 356
Zarnowitz, Victor (see McGuckin, Robert H.)
Editors’ Report 2006, 503
Editorial Collaborators, 504
The Zellner Thesis Award in Business and Economic Statistics
121; 501