Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Cover image for Vol. 79 Issue 3

Edited By: D. Dunson and P. Fryzlewicz

Impact Factor: 4.61

ISI Journal Citation Reports © Ranking: 2016: 2/124 (Statistics & Probability)

Online ISSN: 1467-9868

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

Virtual Issues

Virtual Issues from Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Economics and Finance Virtual Issue,

Published: 07 Oct 2010


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

FREE for you to browse are 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