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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 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.

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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

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 Fi-nancial Return Dynamics via Decomposition,” 232

Ausín, M. Concepción (see_{Galeano, Pedro)}

Bajari, Patrick, Hong, Han, Krainer, John, and Nekipelov, De-nis, “Estimating Static Models of Strategic Interactions,” 469

Bakshi, Gurdip, Madan, Dilip, and Panayotov, George, “De-ducing 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 Un-observed 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 Common-Scaling Social Cost-of-Living Index,” 523

Damrongplasit, Kannika, Hsiao, Cheng, and Zhao, Xueyan, “Decriminalization and Marijuana Smoking Prevalence: Ev-idence From Australia,” 344

Davidson, Russell, and MacKinnon, James G., “Wild Boot-strap Tests for IV Regression,” 128

Dorion, Christian (see_{Christoffersen, Peter)}

Escanciano, J. Carlos, and Olmo, Jose, “Backtesting Paramet-ric 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: Parame-ter Estimation, Value at Risk Calculation, and Portfolio Se-lection,” 559

Gospodinov, Nikolay, “Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions,” 1 Gospodinov, Nikolay (seeAnatolyev, Stanislav)

Gourieroux, Christian, and Sufana, Razvan, “Derivative Pric-ing With Wishart Multivariate Stochastic Volatility,” 438 Hansen, Christian, McDonald, James B., and Newey, Whitney

K., “Instrumental Variables Estimation With Flexible Dis-tributions,” 13

Hirano, Keisuke (see_{Lewbel, Arthur)}

Hong, Han (seeBajari, Patrick)

Hong, Seung Hyun, and Phillips, Peter C. B., “Testing Linear-ity in Cointegrating Relations With an Application to Pur-chasing Power Parity,” 96

Hsiao, Cheng (see_{Damrongplasit, Kannika)}

Hurvich, Clifford M., and Wang, Yi, “A Pure-Jump Transaction-Level 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 Clus-tering of Non-Gaussian Panel Data Based on Skew-t

Distri-butions,” 52

Kamakura, Wagner (seeNaik, 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 Multi-ple Structural Changes in Cointegrated Regression Models,” 503

Kiefer, Nicholas M., “Default Estimation and Expert Informa-tion,” 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 Hypothe-sis,” 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

October 2010, Vol. 28, No. 4 DOI:10.1198/jbes.2010.284in

577

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578 Journal of Business & Economic Statistics: Index to Volume 28

Koopman, Siem Jan, Mallee, Max I. P., and Van der Wel, Michel, “Analyzing the Term Structure of Interest Rates Us-ing the Dynamic Nelson–Siegel Model With Time-VaryUs-ing 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 Bi-nary 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 Prob-abilistic 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, “Semipara-metric Estimator of Time Series Conditional Variance,” 256 Molinari, Francesca, “Missing Treatments,” 82

Molinari, Francesca (seeManski, Charles F.)

Müller, Ulrich K. (seeIbragimov, 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 Cor-relation: 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.)}

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 Least-Squares 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 Sto-chastic 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 Non-parametric 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