Journal of Business & Economic Statistics

The parsimonious Bass diffusion model is frequently used to forecast adoptions of new products and to compare the...

Statistical offices use the matched-model method to compile consumer price indexes to measure inflation. In markets where models...

Random utility models have become standard econometric tools, allowing parameter inference for individual-level categorical choice data. Such models...

This article tests the hypothesis of perfect competition in the consumer nondurables sector of the U.K. economy. First,...

Monetary policy vector autoregressions (VARs) typically presume stability of the long-run outcomes. We introduce the possibility of switches...

This article presents a systematic and extensive empirical study on the presence of Markov switching dynamics in three...

We propose a practical and flexible method to introduce skewness in multivariate symmetric distributions. Applying this procedure to...

Bun, M. J. G., and Carree, M. A. (2005), "Bias-Corrected Estimation in Dynamic Panel Data Models," Journal of...