Information about:
Jan Kmenta

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www.cerge.cuni.cz/people/faculty/profiles/kmenta.asp
Postal Address:
Phone:

Affiliation

• Economics Department
  University of Michigan

  Location: Ann Arbor, Michigan (United States)
  Homepage: http://www.econ.lsa.umich.edu/
  Email:
  Phone: (734) 764-2355
  Fax: (734) 764-2769
  Postal: 611 S. Tappan Street, Ann Arbor, MI 48109-1220
  Handle: RePEc:edi:edumius (registered authors at this institution)

• Center for Economic Research and Graduate Education (CERGE)
  Charles University

  Location: Praha, Czech Republic
  Homepage: http://www.cerge.cuni.cz/
  Email:
  Phone: (420-2) 240 05 111
  Fax: (420-2) 242 27 143
  Postal: Politickych veznu 7, P.O. Box 882, 111 21 Praha 1
  Handle: RePEc:edi:cergecz (registered authors at this institution)

Working papers

1. Doran, H. & Kmenta, J., 1991. "Multiple Minima in the Estimation of Models with Autoregressive Disturbances," Papers 91-2, Michigan - Center for Research on Economic & Social Theory.
   Published as:
   • Doran, Howard & Kmenta, Jan, 1992. "Multiple Minima in the Estimation of Models with Autoregressive Disturbances," The Review of Economics and Statistics, MIT Press, vol. 74(2), pages 354-57, May. [Downloadable!] (restricted)

2. Keener, R.W. & Kmenta, J. & Weber, N.C., 1990. "Estimation of the Covariance Matrix of the Least Squares regression Coefficients when the Disturbance Covariance Matrix is of Unknown Form," Papers 90-19, Michigan - Center for Research on Economic & Social Theory.
   Published as:
   • Keener, Robert W. & Kmenta, Jan & Weber, Neville C., 1991. "Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form," Econometric Theory, Cambridge University Press, vol. 7(01), pages 22-45, March. [Downloadable!]

3. Bhattacharyya, D.K. & Kmenta, J., 1989. "Testing Hypotheses About Regression Coefficients In Misspecified Models," Papers 90-05, Michigan - Center for Research on Economic & Social Theory.

1. Kmenta, Jan, 2009. "E. Kocenda and A. Cerný, Elements of Time Series Econometrics: An Applied Approach , Karolinum Press, Charles University, Prague (2007) ISBN 978-80-246-1370-3 (228 pp., $15.00, [euro]11.99)," Economic Systems, Elsevier, vol. 33(2), pages 185-187, June. [Downloadable!] (restricted)

2. Doran, Howard & Kmenta, Jan, 1992. "Multiple Minima in the Estimation of Models with Autoregressive Disturbances," The Review of Economics and Statistics, MIT Press, vol. 74(2), pages 354-57, May. [Downloadable!] (restricted)
   Other versions:
   • Doran, H. & Kmenta, J., 1991. "Multiple Minima in the Estimation of Models with Autoregressive Disturbances," Papers 91-2, Michigan - Center for Research on Economic & Social Theory.

3. Keener, Robert W. & Kmenta, Jan & Weber, Neville C., 1991. "Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form," Econometric Theory, Cambridge University Press, vol. 7(01), pages 22-45, March. [Downloadable!]
   Other versions:
   • Keener, R.W. & Kmenta, J. & Weber, N.C., 1990. "Estimation of the Covariance Matrix of the Least Squares regression Coefficients when the Disturbance Covariance Matrix is of Unknown Form," Papers 90-19, Michigan - Center for Research on Economic & Social Theory.

4. Doran, Howard E & Kmenta, Jan, 1986. "A Lack-of-Fit Test for Econometric Applications to Cross-Section Data," The Review of Economics and Statistics, MIT Press, vol. 68(2), pages 346-50, May. [Downloadable!] (restricted)

5. Jan Kmenta, 1983. "Some notes on the relevance of finite sample distribution theory," Econometric Reviews, Taylor and Francis Journals, vol. 2(1), pages 55-60. [Downloadable!] (restricted)

6. Lin, Karl & Kmenta, Jan, 1982. "Rigid Regression under Alternative Loss Criteria," The Review of Economics and Statistics, MIT Press, vol. 64(3), pages 488-94, August. [Downloadable!] (restricted)

7. Benus, J & Kmenta, J & Shapiro, Harold T, 1976. "The Dynamics of Household Budget Allocation to Food Expenditures," The Review of Economics and Statistics, MIT Press, vol. 58(2), pages 129-38, May. [Downloadable!] (restricted)

8. Oberhofer, W & Kmenta, J, 1974. "A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models," Econometrica, Econometric Society, vol. 42(3), pages 579-90, May. [Downloadable!] (restricted)

9. Kmenta, J & Smith, Paul E, 1973. "Autonomous Expenditures Versus Money Supply: An Application of Dynamic Multipliers," The Review of Economics and Statistics, MIT Press, vol. 55(3), pages 299-307, August. [Downloadable!] (restricted)

10. Oberhofer, W & Kmenta, J, 1973. "Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model," Econometrica, Econometric Society, vol. 41(1), pages 171-77, January. [Downloadable!] (restricted)

11. Kreinin, Mordechai E & Ramsey, James B & Kmenta, Jan, 1971. "Factor Substitution and Effective Protection Reconsidered," American Economic Review, American Economic Association, vol. 61(5), pages 891-900, December. [Downloadable!] (restricted)

1. Jan Kmenta & James B. Ramsey, 1980. "Problems and Issues in Evaluating Econometric Models," NBER Chapters, in: Evaluation of Econometric Models, pages 1-11 National Bureau of Economic Research, Inc. [Downloadable!]

2. Phoebus J. Dhrymes & E. Philip Howrey & Saul H. Hymans & Jan Kmenta & Edward E. Leamer & Richard E. Quanot & James B. Ramsey & Harold T. Shapiro & Victor Zarnowitz, 1972. "Criteria For Evaluation Of Econometric Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 3, pages 291-325 National Bureau of Economic Research, Inc. [Downloadable!]

3. RePEc:nbr:nberch:11690 is not listed on IDEAS

1. Jan Kmenta & James B. Ramsey, 1980. "Evaluation of Econometric Models," NBER Books, National Bureau of Economic Research, Inc, number kmen80-1.

This page was last updated on 2009-11-30.