Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2010%2E284in
Journal of Business & Economic Statistics
ISSN: 0735-0015 (Print) 1537-2707 (Online) Journal homepage: http://www.tandfonline.com/loi/ubes20
Index to Volume 28
To cite this article: (2010) Index to Volume 28, Journal of Business & Economic Statistics, 28:4,
577-578, DOI: 10.1198/jbes.2010.284in
To link to this article: http://dx.doi.org/10.1198/jbes.2010.284in
Published online: 01 Jan 2012.
Submit your article to this journal
Article views: 34
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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: 00:38
Journal of Business & Economic Statistics
CONTENTS OF VOLUME 28
(Numbers 109–112)
Articles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1, 201, 329, 453
Editorial Collaborators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 575
Index to Volume 28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
Downloaded by [Universitas Maritim Raja Ali Haji] at 00:38 12 January 2016
INDEX TO VOLUME 28 (2010)
ARTICLES, BY AUTHOR
Aguirregabiria, Victor, “Another Look at the Identification of
Dynamic Discrete Decision Processes: An Application to
Retirement Behavior,” 201
Anatolyev, Stanislav, and Gospodinov, Nikolay, “Modeling Financial Return Dynamics via Decomposition,” 232
Ausín, M. Concepción (see Galeano, Pedro)
Bajari, Patrick, Hong, Han, Krainer, John, and Nekipelov, Denis, “Estimating Static Models of Strategic Interactions,”
469
Bakshi, Gurdip, Madan, Dilip, and Panayotov, George, “Deducing the Implications of Jump Models for the Structure
of Stock Market Crashes, Rallies, Jump Arrival Rates, and
Extremes,” 380
Bassett Jr., Gilbert W. (see Koenker, Roger)
Briesch, Richard A., Chintagunta, Pradeep K., and Matzkin,
Rosa L., “Nonparametric Discrete Choice Models With Unobserved Heterogeneity,” 291
Chintagunta, Pradeep K. (see Briesch, Richard A.)
Christoffersen, Peter, Dorion, Christian, Jacobs, Kris, and
Wang, Yintian, “Volatility Components, Affine Restrictions,
and Nonnormal Innovations,” 483
Crossley, Thomas F., and Pendakur, Krishna, “The CommonScaling Social Cost-of-Living Index,” 523
Damrongplasit, Kannika, Hsiao, Cheng, and Zhao, Xueyan,
“Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia,” 344
Davidson, Russell, and MacKinnon, James G., “Wild Bootstrap Tests for IV Regression,” 128
Dorion, Christian (see Christoffersen, Peter)
Escanciano, J. Carlos, and Olmo, Jose, “Backtesting Parametric Value-at-Risk With Estimation Risk,” 36
Fry, Renée, Martin, Vance L., and Tang, Chrismin, “A New
Class of Tests of Contagion With Applications,” 423
Galeano, Pedro, and Ausín, M. Concepción, “The Gaussian
Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection,” 559
Gospodinov, Nikolay, “Inference in Nearly Nonstationary
SVAR Models With Long-Run Identifying Restrictions,” 1
Gospodinov, Nikolay (see Anatolyev, Stanislav)
Gourieroux, Christian, and Sufana, Razvan, “Derivative Pricing With Wishart Multivariate Stochastic Volatility,” 438
Hansen, Christian, McDonald, James B., and Newey, Whitney
K., “Instrumental Variables Estimation With Flexible Distributions,” 13
Hirano, Keisuke (see Lewbel, Arthur)
Hong, Han (see Bajari, Patrick)
Hong, Seung Hyun, and Phillips, Peter C. B., “Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity,” 96
Hsiao, Cheng (see Damrongplasit, Kannika)
Hurvich, Clifford M., and Wang, Yi, “A Pure-Jump TransactionLevel Price Model Yielding Cointegration,” 539
Ibragimov, Rustam, and Müller, Ulrich K., “t-Statistic Based
Correlation and Heterogeneity Robust Inference,” 453
Jacobs, Kris (see Christoffersen, Peter)
Juárez, Miguel A., and Steel, Mark F. J., “Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions,” 52
Kamakura, Wagner (see Naik, Prasad A.)
Kapetanios, George, “A Testing Procedure for Determining
the Number of Factors in Approximate Factor Models With
Large Datasets,” 397
Kejriwal, Mohitosh, and Perron, Pierre, “Testing for Multiple Structural Changes in Cointegrated Regression Models,”
503
Kiefer, Nicholas M., “Default Estimation and Expert Information,” 320
Koci˛ecki, Andrzej, “A Prior for Impulse Responses in Bayesian
Structural VAR Models,” 115
Koenker, Roger, and Bassett Jr., Gilbert W., “March Madness,
Quantile Regression Bracketology, and the Hayek Hypothesis,” 26
Koop, Gary, Leon-Gonzalez, Roberto, and Strachan, Rodney
W., “Dynamic Probabilities of Restrictions in State Space
Models: An Application to the Phillips Curve,” 370
577
© 2010 American Statistical Association
Journal of Business & Economic Statistics
October 2010, Vol. 28, No. 4
DOI: 10.1198/jbes.2010.284in
Downloaded by [Universitas Maritim Raja Ali Haji] at 00:38 12 January 2016
578
Koopman, Siem Jan, Mallee, Max I. P., and Van der Wel,
Michel, “Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying
Parameters,” 329
Korniotis, George M., “Estimating Panel Models With Internal
and External Habit Formation,” 145
Kottas, Athanasios (see Taddy, Matthew A.)
Krainer, John (see Bajari, Patrick)
Lanne, Markku, and Lütkepohl, Helmut, “Structural Vector
Autoregressions With Nonnormal Residuals,” 159
Leon-Gonzalez, Roberto (see Koop, Gary)
Lewbel, Arthur, Ng, Serena, Hirano, Keisuke, and Wright,
Jonathan, “Editors’ Report 2009,” 574
Lieli, Robert P., and Nieto-Barthaburu, Augusto, “Optimal Binary Prediction for Group Decision Making,” 308
Lütkepohl, Helmut (see Lanne, Markku)
MacKinnon, James G. (see Davidson, Russell)
Madan, Dilip (see Bakshi, Gurdip)
Mallee, Max I. P. (see Koopman, Siem Jan)
Manski, Charles F., and Molinari, Francesca, “Rounding Probabilistic Expectations in Surveys,” 219
Martin, Vance L. (see Fry, Renée)
Matzkin, Rosa L. (see Briesch, Richard A.)
McDonald, James B. (see Hansen, Christian)
Mishra, Santosh, Su, Liangjun, and Ullah, Aman, “Semiparametric Estimator of Time Series Conditional Variance,” 256
Molinari, Francesca, “Missing Treatments,” 82
Molinari, Francesca (see Manski, Charles F.)
Müller, Ulrich K. (see Ibragimov, Rustam)
Naik, Prasad A., Wedel, Michel, and Kamakura, Wagner,
“Multi-Index Binary Response Analysis of Large Data Sets,”
67
Nankervis, John C., and Savin, N. E., “Testing for Serial Correlation: Generalized Andrews–Ploberger Tests,” 246
Nekipelov, Denis (see Bajari, Patrick)
Newey, Whitney K. (see Hansen, Christian)
Ng, Serena (see Lewbel, Arthur)
Nieto-Barthaburu, Augusto (see Lieli, Robert P.)
Journal of Business & Economic Statistics: Index to Volume 28
Olmo, Jose (see Escanciano, J. Carlos)
Panayotov, George (see Bakshi, Gurdip)
Pendakur, Krishna, and Woodcock, Simon, “Glass Ceilings or
Glass Doors? Wage Disparity Within and Between Firms,”
181
Pendakur, Krishna (see Crossley, Thomas F.)
Perron, Pierre, and Qu, Zhongjun, “Long-Memory and Level
Shifts in the Volatility of Stock Market Return Indices,” 275
Perron, Pierre (see Kejriwal, Mohitosh)
Phillips, Peter C. B. (see Hong, Seung Hyun)
Phillips, Robert F., “Iterated Feasible Generalized LeastSquares Estimation of Augmented Dynamic Panel Data
Models,” 410
Qu, Zhongjun (see Perron, Pierre)
Savin, N. E. (see Nankervis, John C.)
Scaillet, Olivier, and Topaloglou, Nikolas, “Testing for Stochastic Dominance Efficiency,” 169
Song, Minjae, “The Quality Adjusted Price Index in the Pure
Characteristics Demand Model,” 190
Steel, Mark F. J. (see Juárez, Miguel A.)
Strachan, Rodney W. (see Koop, Gary)
Su, Liangjun (see Mishra, Santosh)
Sufana, Razvan (see Gourieroux, Christian)
Taddy, Matthew A., and Kottas, Athanasios, “A Bayesian Nonparametric Approach to Inference for Quantile Regression,”
357
Tang, Chrismin (see Fry, Renée)
Topaloglou, Nikolas (see Scaillet, Olivier)
Ullah, Aman (see Mishra, Santosh)
Van der Wel, Michel (see Koopman, Siem Jan)
Wang, Yi (see Hurvich, Clifford M.)
Wang, Yintian (see Christoffersen, Peter)
Wedel, Michel (see Naik, Prasad A.)
Woodcock, Simon (see Pendakur, Krishna)
Wright, Jonathan (see Lewbel, Arthur)
Zhao, Xueyan (see Damrongplasit, Kannika)
The Zellner Thesis Award in Business and Economic Statistics,
572
ISSN: 0735-0015 (Print) 1537-2707 (Online) Journal homepage: http://www.tandfonline.com/loi/ubes20
Index to Volume 28
To cite this article: (2010) Index to Volume 28, Journal of Business & Economic Statistics, 28:4,
577-578, DOI: 10.1198/jbes.2010.284in
To link to this article: http://dx.doi.org/10.1198/jbes.2010.284in
Published online: 01 Jan 2012.
Submit your article to this journal
Article views: 34
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: 00:38
Journal of Business & Economic Statistics
CONTENTS OF VOLUME 28
(Numbers 109–112)
Articles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1, 201, 329, 453
Editorial Collaborators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 575
Index to Volume 28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
Downloaded by [Universitas Maritim Raja Ali Haji] at 00:38 12 January 2016
INDEX TO VOLUME 28 (2010)
ARTICLES, BY AUTHOR
Aguirregabiria, Victor, “Another Look at the Identification of
Dynamic Discrete Decision Processes: An Application to
Retirement Behavior,” 201
Anatolyev, Stanislav, and Gospodinov, Nikolay, “Modeling Financial Return Dynamics via Decomposition,” 232
Ausín, M. Concepción (see Galeano, Pedro)
Bajari, Patrick, Hong, Han, Krainer, John, and Nekipelov, Denis, “Estimating Static Models of Strategic Interactions,”
469
Bakshi, Gurdip, Madan, Dilip, and Panayotov, George, “Deducing the Implications of Jump Models for the Structure
of Stock Market Crashes, Rallies, Jump Arrival Rates, and
Extremes,” 380
Bassett Jr., Gilbert W. (see Koenker, Roger)
Briesch, Richard A., Chintagunta, Pradeep K., and Matzkin,
Rosa L., “Nonparametric Discrete Choice Models With Unobserved Heterogeneity,” 291
Chintagunta, Pradeep K. (see Briesch, Richard A.)
Christoffersen, Peter, Dorion, Christian, Jacobs, Kris, and
Wang, Yintian, “Volatility Components, Affine Restrictions,
and Nonnormal Innovations,” 483
Crossley, Thomas F., and Pendakur, Krishna, “The CommonScaling Social Cost-of-Living Index,” 523
Damrongplasit, Kannika, Hsiao, Cheng, and Zhao, Xueyan,
“Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia,” 344
Davidson, Russell, and MacKinnon, James G., “Wild Bootstrap Tests for IV Regression,” 128
Dorion, Christian (see Christoffersen, Peter)
Escanciano, J. Carlos, and Olmo, Jose, “Backtesting Parametric Value-at-Risk With Estimation Risk,” 36
Fry, Renée, Martin, Vance L., and Tang, Chrismin, “A New
Class of Tests of Contagion With Applications,” 423
Galeano, Pedro, and Ausín, M. Concepción, “The Gaussian
Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection,” 559
Gospodinov, Nikolay, “Inference in Nearly Nonstationary
SVAR Models With Long-Run Identifying Restrictions,” 1
Gospodinov, Nikolay (see Anatolyev, Stanislav)
Gourieroux, Christian, and Sufana, Razvan, “Derivative Pricing With Wishart Multivariate Stochastic Volatility,” 438
Hansen, Christian, McDonald, James B., and Newey, Whitney
K., “Instrumental Variables Estimation With Flexible Distributions,” 13
Hirano, Keisuke (see Lewbel, Arthur)
Hong, Han (see Bajari, Patrick)
Hong, Seung Hyun, and Phillips, Peter C. B., “Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity,” 96
Hsiao, Cheng (see Damrongplasit, Kannika)
Hurvich, Clifford M., and Wang, Yi, “A Pure-Jump TransactionLevel Price Model Yielding Cointegration,” 539
Ibragimov, Rustam, and Müller, Ulrich K., “t-Statistic Based
Correlation and Heterogeneity Robust Inference,” 453
Jacobs, Kris (see Christoffersen, Peter)
Juárez, Miguel A., and Steel, Mark F. J., “Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions,” 52
Kamakura, Wagner (see Naik, Prasad A.)
Kapetanios, George, “A Testing Procedure for Determining
the Number of Factors in Approximate Factor Models With
Large Datasets,” 397
Kejriwal, Mohitosh, and Perron, Pierre, “Testing for Multiple Structural Changes in Cointegrated Regression Models,”
503
Kiefer, Nicholas M., “Default Estimation and Expert Information,” 320
Koci˛ecki, Andrzej, “A Prior for Impulse Responses in Bayesian
Structural VAR Models,” 115
Koenker, Roger, and Bassett Jr., Gilbert W., “March Madness,
Quantile Regression Bracketology, and the Hayek Hypothesis,” 26
Koop, Gary, Leon-Gonzalez, Roberto, and Strachan, Rodney
W., “Dynamic Probabilities of Restrictions in State Space
Models: An Application to the Phillips Curve,” 370
577
© 2010 American Statistical Association
Journal of Business & Economic Statistics
October 2010, Vol. 28, No. 4
DOI: 10.1198/jbes.2010.284in
Downloaded by [Universitas Maritim Raja Ali Haji] at 00:38 12 January 2016
578
Koopman, Siem Jan, Mallee, Max I. P., and Van der Wel,
Michel, “Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying
Parameters,” 329
Korniotis, George M., “Estimating Panel Models With Internal
and External Habit Formation,” 145
Kottas, Athanasios (see Taddy, Matthew A.)
Krainer, John (see Bajari, Patrick)
Lanne, Markku, and Lütkepohl, Helmut, “Structural Vector
Autoregressions With Nonnormal Residuals,” 159
Leon-Gonzalez, Roberto (see Koop, Gary)
Lewbel, Arthur, Ng, Serena, Hirano, Keisuke, and Wright,
Jonathan, “Editors’ Report 2009,” 574
Lieli, Robert P., and Nieto-Barthaburu, Augusto, “Optimal Binary Prediction for Group Decision Making,” 308
Lütkepohl, Helmut (see Lanne, Markku)
MacKinnon, James G. (see Davidson, Russell)
Madan, Dilip (see Bakshi, Gurdip)
Mallee, Max I. P. (see Koopman, Siem Jan)
Manski, Charles F., and Molinari, Francesca, “Rounding Probabilistic Expectations in Surveys,” 219
Martin, Vance L. (see Fry, Renée)
Matzkin, Rosa L. (see Briesch, Richard A.)
McDonald, James B. (see Hansen, Christian)
Mishra, Santosh, Su, Liangjun, and Ullah, Aman, “Semiparametric Estimator of Time Series Conditional Variance,” 256
Molinari, Francesca, “Missing Treatments,” 82
Molinari, Francesca (see Manski, Charles F.)
Müller, Ulrich K. (see Ibragimov, Rustam)
Naik, Prasad A., Wedel, Michel, and Kamakura, Wagner,
“Multi-Index Binary Response Analysis of Large Data Sets,”
67
Nankervis, John C., and Savin, N. E., “Testing for Serial Correlation: Generalized Andrews–Ploberger Tests,” 246
Nekipelov, Denis (see Bajari, Patrick)
Newey, Whitney K. (see Hansen, Christian)
Ng, Serena (see Lewbel, Arthur)
Nieto-Barthaburu, Augusto (see Lieli, Robert P.)
Journal of Business & Economic Statistics: Index to Volume 28
Olmo, Jose (see Escanciano, J. Carlos)
Panayotov, George (see Bakshi, Gurdip)
Pendakur, Krishna, and Woodcock, Simon, “Glass Ceilings or
Glass Doors? Wage Disparity Within and Between Firms,”
181
Pendakur, Krishna (see Crossley, Thomas F.)
Perron, Pierre, and Qu, Zhongjun, “Long-Memory and Level
Shifts in the Volatility of Stock Market Return Indices,” 275
Perron, Pierre (see Kejriwal, Mohitosh)
Phillips, Peter C. B. (see Hong, Seung Hyun)
Phillips, Robert F., “Iterated Feasible Generalized LeastSquares Estimation of Augmented Dynamic Panel Data
Models,” 410
Qu, Zhongjun (see Perron, Pierre)
Savin, N. E. (see Nankervis, John C.)
Scaillet, Olivier, and Topaloglou, Nikolas, “Testing for Stochastic Dominance Efficiency,” 169
Song, Minjae, “The Quality Adjusted Price Index in the Pure
Characteristics Demand Model,” 190
Steel, Mark F. J. (see Juárez, Miguel A.)
Strachan, Rodney W. (see Koop, Gary)
Su, Liangjun (see Mishra, Santosh)
Sufana, Razvan (see Gourieroux, Christian)
Taddy, Matthew A., and Kottas, Athanasios, “A Bayesian Nonparametric Approach to Inference for Quantile Regression,”
357
Tang, Chrismin (see Fry, Renée)
Topaloglou, Nikolas (see Scaillet, Olivier)
Ullah, Aman (see Mishra, Santosh)
Van der Wel, Michel (see Koopman, Siem Jan)
Wang, Yi (see Hurvich, Clifford M.)
Wang, Yintian (see Christoffersen, Peter)
Wedel, Michel (see Naik, Prasad A.)
Woodcock, Simon (see Pendakur, Krishna)
Wright, Jonathan (see Lewbel, Arthur)
Zhao, Xueyan (see Damrongplasit, Kannika)
The Zellner Thesis Award in Business and Economic Statistics,
572