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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.

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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)

ARTICLES, BY AUTHOR

Amengual, Dante, and Watson, Mark W., “Consistent Estima-tion of the Number of Dynamic Factors in a LargeN _andT

Panel,” 91

Amisano, Gianni, and Giacomini, Raffaella, “Comparing Den-sity 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 Ne-glected 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 Simulation-Based Approach,” 398

Benedetto, Gary, Haltiwanger, John, Lane, Julia, and McKin-ney, Kevin, “Using Worker Flows to Measure Firm Dynam-ics,” 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 Con-vergence,” 12

Chen, Yi-Ting, “Moment-Based Copula Tests for Financial Re-turns,” 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 Back-ground 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, “Het-erogeneity in Consumer Price Stickiness: A Microecono-metric Investigation,” 247

Gallant, A. Ronald, Comment on Marco Del Negro, Frank Schorfheide, Frank Smets, and Rafael Wouters, 151 Giacomini, Raffaella (seeAmisano, Gianni)

Griffiths, William E. (seeChotikapanich, 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 In-teraction of Stocks and Flows in Daily Airport Data,” 21 Haltiwanger, John (see_{Benedetto, Gary)}

Harvey, Andrew (seeCarvalho, Vasco)

Hendry, David F., and Massmann, Michael, “Co-Breaking: Re-cent 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 Schor-fheide, Frank Smets, and Rafael Wouters, 156

Koopman, Siem Jan (seeMenkveld, Albert J.)

Krauth, Brian V., “Peer and Selection Effects on Youth Smok-ing in California,” 288

Lane, Julia (see_{Benedetto, Gary)}

Lanne, Markku, and Saikkonen, Pentti, “A Multivariate Gener-alized Orthogonal Factor GARCH,” 61

Larsson, Rolf, and Lyhagen, Johan, “Inference in Panel Cointe-gration Models With Long Panels,” 473

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Journal of Business & Economic Statistics: Index to Volume 24 507

Le Bihan, Hervé (see_{Fougère, Denis)}

Li, Guodong (seeWang, Hansheng)

Loudermilk, Margaret S., “Estimation of Fractional Dependent Variables in Dynamic Panel Data Models With an Applica-tion to Firm Dividend Policy,” 462

Lucas, André (seeMenkveld, Albert J.) Lyhagen, Johan (seeLarsson, Rolf) Massmann, Michael (seeHendry, David F.)

McGuckin, Robert H., Ozyildirim, Ataman, and Zarnowitz, Victor, “A More Timely and Useful Index of Leading In-dicators,” 110

McKinney, Kevin (seeBenedetto, Gary)

Menkveld, Albert J., Koopman, Siem Jan, and Lucas, André, “Modeling Around-the-Clock Price Discovery for Cross-Listed 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 Re-sponses,” 163

Nielsen, Morten Ørregaard, “Local Whittle Analysis of Sta-tionary 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 Differ-ences in Early Employment Careers?,” 484

Rungsuriyawiboon, Supawat, and Stefanou, Spiro E., “Dy-namic Efficiency Estimation: An Application to U.S. Elec-tric Utilities,” 226

Sack, Brian P. (see_{Gürkaynak, Refet S.)}

Saikkonen, Pentti (see_{Lanne, Markku)}

Sansó, Andreu (see_{Haldrup, Niels)}

Schorfheide, Frank (see_{Del Negro, Marco)}

Sevestre, Patrick (see_{Fougère, Denis)}

Silver, Mick, and Heravi, Saeed, “The Difference Between He-donic Imputation Indexes and Time Dummy HeHe-donic In-dexes,” 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 (seeCarvalho, Vasco) Tse, Y. K. (seeYang, 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 Re-gression,” 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