Journal of the Royal Statistical Society: Series A (Statistics in Society)

Cover image for Vol. 177 Issue 4

Edited By: A. Chevalier and L. Sharples

Impact Factor: 1.573

ISI Journal Citation Reports © Ranking: 2013: 11/45 (Social Sciences Mathematical Methods); 23/119 (Statistics & Probability)

Online ISSN: 1467-985X

Associated Title(s): Journal of the Royal Statistical Society: Series B (Statistical Methodology), Journal of the Royal Statistical Society: Series C (Applied Statistics), Significance

Virtual Issues


Virtual Issues from Journal of the Royal Statistical Society: Series A (Statistics in Society)

Economics and Finance Virtual Issue,

Published: 01 Oct 2010

Introduction:

Welcome to Economics and Finance Virtual Issue from the Journal of the Royal Statistical Society.

Read a collection of economics and finance papers, published in the last two years, from the Journal's 3 Series:

Series A – Statistics in Society
Series B – Statistical Methodology
Series C – Applied Statistics

Papers 1 – 6 listed below address Economics

Papers 7 – 15 address Finance

Household debt and financial assets: evidence from Germany, Great Britain and the USA (Series A)
Sarah Brown and Karl Taylor


Immigrant wage differentials, ethnicity and occupational segregation (Series A)
Robert J. R. Elliott and Joanne K. Lindley


High wage workers and low wage firms: negative assortative matching or limited mobility bias (Series A)
M. J. Andrews, L. Gill, T. Schank and R. Upward


Calculating compensation for loss of future earnings: estimating and using work life expectancy (Series A)
Zoltan Butt, Steven Haberman, Richard Verrall and Victoria Wass


Measuring firm performance by using linear and non-parametric quantile regressions (Series C)
Manuel Landajo, Javier De Andrés and Pedro Lorca


The construction and analysis of a consistent set of input–output tables for the Irish economy (Series A)
Gerard Keogh and Patrick Quill


An econometric analysis of dividends and share repurchases by US firms (Series A)
Alok Bhargava


Time varying and dynamic models for default risk in consumer loans (Series A)
Jonathan Crook and Tony Bellotti


Evolution of capital structure in east Asia–corporate inertia or endeavours? (Series A)
Nigel Driffield and Sarmistha Pal


Model-based measurement of latent risk in time series with applications (Series A)
Frits Bijleveld, Jacques Commandeur, Phillip Gould and Siem Jan Koopman


Particle Markov chain Monte Carlo methods (Series B)
Christophe Andrieu, Arnaud Doucet and Roman Holenstein


Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities (Series B)
Holger Dette and Efstathios Paparoditis


Splines for financial volatility (Series B)
Francesco Audrino and Peter Bühlmann


Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models (Series B)
Feike C. Drost, Ramon van den Akker and Bas J. M. Werker


Modelling price paths in on-line auctions: smoothing sparse and unevenly sampled curves by using semiparametric mixed models (Series B)
Florian Reithinger, Wolfgang Jank, Gerhard Tutz and Galit Shmueli


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