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Cambridge University Press Econometric Theory Contact information of
Cambridge University Press: http://journals.cambridge.org/jid_ECT
For technical questions regarding this series, please contact
(Mike Eden) Series handle: repec:cup:etheor
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1994, Volume 10, Issue 02
1994, Volume 10, Issue 01 1-28 Series Estimation of Regression Functionals by Newey, Whitney K. [Downloadable!]
29-52 Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator by Lee, Sang-Won & Hansen, Bruce E. [Downloadable!]
53-69 Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity by Smith, Richard J. [Downloadable!]
70-90 On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity by de Jong, R.M. & Bierens, H.J. [Downloadable!]
91-115 A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration by Shin, Yongcheol [Downloadable!]
116-129 Symmetry, Regression Design, and Sampling Distributions by Chesher, Andrew & Peters, Simon [Downloadable!]
130-139 Estimation of a Panel Data Model in the Presence of Correlation Between Regressors and a Two-Way Error Component by Wyhowski, Donald J. [Downloadable!]
140-171 Some Exact Distribution Results for the Partially Restricted Reduced form Estimator by Kinal, Terrence W. & Knight, John L. [Downloadable!]
172-197 Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation by Koenker, Roger & Machado, Jos? A.F. & Skeels, Christopher L. & Welsh, Alan H. [Downloadable!]
198-219 Haavelmo's Identification Theory by Aldrich, John [Downloadable!]
221-222 E.J. (Ted) Hannan by Pagan, Adrian & Terrell, Deane [Downloadable!]
223-223 Efficient Estimation Under Heteroskedasticity by Wooldridge, Jeffrey M. [Downloadable!]
224-225 Difference Approach to the Adaptive Regression Model by Iksoon Im, Eric [Downloadable!]
226-226 A Nonlinear Measurement Error Model with Fixed Observed X (Berkson Case) by Sapra, S.K. [Downloadable!]
227-228 Variable Addition Test by Farebrother, R.W. [Downloadable!]
228-228 Efficiency as Correlation by Zheng, John Xu [Downloadable!]
228-231 An Alternative Derivation of the Likelihood Function for Heckman's Endogenous Dummy Variable Model by Bailey, Roy E. [Downloadable!]
226-227 Bounds on Coefficient Estimates When the Dependent Variable is Grouped by Farebrother, R.W. [Downloadable!]
223-224 The Wald, LR, and LM Inequality by Baltagi, Badi H. [Downloadable!]
1993, Volume 9, Issue 04 539-569 Adaptive Estimation in ARCH Models by Linton, Oliver [Downloadable!]
570-588 Estimation in Dynamic Linear Regression Models with Infinite Variance Errors by Knight, Keith [Downloadable!]
589-601 A Consistent Test of Stationary-Ergodicity by Domowitz, Ian & El-Gamal, Mahmoud A. [Downloadable!]
602-632 Consistency of a Method of Moments Estimator Based on Numerical Solutions to Asset Pricing Models by Burnside, Craig [Downloadable!]
633-648 Determination of Estimators with Minimum Asymptotic Covariance Matrices by Bates, Charles E. & White, Halbert [Downloadable!]
649-658 Specification Testing with Locally Misspecified Alternatives by Bera, Anil K. & Yoon, Mann J. [Downloadable!]
659-667 A Note on Asymptotic Power Calculations in Nearly Nonstationary Time Series by Swensen, Anders Rygh [Downloadable!]
668-679 A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model by Ohtani, Kazuhiro [Downloadable!]
680-685 On the Noninvertible Moving Average Time Series with Infinite Variance by Chan, Ngai Hang [Downloadable!]
687-687 Efficient Estimation with Orthogonal Regressors by Wooldridge, Jeffrey M. [Downloadable!]
688-689 Yule-Walker Prediction Error in a Random Walk Model by Hisamatsu, Hiroyuki [Downloadable!]
689-689 Reduced Rank Regression Asymptotics in Multivariate Regression by Phillips, Peter C.B. [Downloadable!]
690-690 Matrix Trace Inequalities Involving Simple Kronecker, and Hadamard Products by Neudecker, Heinz & Shuangzhe, Liu [Downloadable!]
691-691 A Matrix Equality Applicable in the Analysis of Mean-and-Covariance Structures by Shuangzhe, Liu [Downloadable!]
692-694 An Approximate Transformation for the Error Component Model with MA(q) Disturbances by Baltagi, Badi H. & Li, Qi [Downloadable!]
694-697 Comparison of GLS and OLS for a Linear Regression Model with Noninvertible MA(1) Errors by Alv?rez, Luis J. & Dolado, Juan J. [Downloadable!]
697-703 Tabulation of Farebrother's Test for Linear Restriction by Dufour, Jean-Marie & Mahseredjian, Sophie [Downloadable!]
703-703 Moore-Penrose Inverse of a Symmetric Matrix by Abdullah, Jalaluddin & Neudecker, Heinz & Shuangzhe, Liu [Downloadable!]
690-691 Instrumental Variable Estimation of a Simple Simultaneous Equations Model with a Singular Error Variance Matrix by Farebrother, R.W. [Downloadable!]
689-690 Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure by Phillips, Peter C.B. [Downloadable!]
689-689 Characterization of a Projector by Farebrother, R.W. & Trenkler, G. [Downloadable!]
687-688 Nested Effects by Baltagi, Badi H. [Downloadable!]
1993, Volume 9, Issue 03 329-342 Multivariate Time Series: A Polynomial Error Correction Representation Theorem by Gregoir, St?phane & Laroque, Guy [Downloadable!]
343-362 Point Optimal Tests for Testing the Order of Differencing in ARIMA Models by Saikkonen, Pentti & Luukkonen, Ritva [Downloadable!]
363-376 Asymptotic Expansions for Random Walks with Normal Errors by Knight, J.L. & Satchell, S.E. [Downloadable!]
377-401 Distribution of the ML Estimator of an MA(1) and a local level model by Shephard, Neil [Downloadable!]
402-412 The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case by Davidson, James [Downloadable!]
413-430 Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix by Lee, Lung-Fei [Downloadable!]
431-450 The VPRT: A Sequential Testing Procedure Dominating the SPRT by Cressie, Noel & Morgan, Peter B. [Downloadable!]
451-477 A Consistent Model Specification Test for Nonparametric Estimation of Regression Function Models by Gozalo, Pedro L. [Downloadable!]
478-493 Robust Model Selection and M-Estimation by Machado, Jos? A.F. [Downloadable!]
494-498 A Note on a Lagrange Multiplier Test for Testing an Autoregressive Unit Root by Saikkonen, Pentti [Downloadable!]
499-503 Median Unbiasedness of Estimators of Panel Data Censored Regression Models by Campbell, Jeffrey R. & Honor?, Bo E. [Downloadable!]
504-515 On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables by Ohtani, Kazuhiro & Hasegawa, Hikaru [Downloadable!]
521-521 MINQUE under Heteroskedasticity by Baltagi, Badi H. [Downloadable!]
522-523 Minimization of a Scalar Function Matrix by Iksoon Im, Eric & Snow, Marcellus S. [Downloadable!]
523-523 Inefficiency of the method of moments estimate for noninvertible MA(1) processes by Choi, In [Downloadable!]
524-524 Nonlinear transformations of LUS residuals by Farebrother, R.W [Downloadable!]
525-525 Binary Prediction by Koning, Ruud H. [Downloadable!]
526-527 When are Expectiles Percentiles? by Koenker, Roger [Downloadable!]
527-530 The Asymptotic Variance of the ML Estimator of MA(1) Coefficient by Chang, Young-Ho & Im, Eric Iksoon [Downloadable!]
530-533 Generalized Inverses of Partitioned Matrices by Trenkler, G?tz & Schipp, Bernhard & Neudecker, Heinz & Shuangzhe, Liu [Downloadable!]
534-536 Efficiency of Maximum Likelihood by Phillips, Peter C.B. & P?tscher, Benedikt M. [Downloadable!]
524-524 A Kronecker Matrix Inequality with a Statistical Application by Neudecker, Heinz & Satorra, Albert [Downloadable!]
523-524 Characterization of an orthogonal projection matrix by Farebrother, R.W. & Pordzik, P. & Trenkler, G. [Downloadable!]
521-522 ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations by Magee, Lonnie [Downloadable!]
1993, Volume 9, Issue 02 155-188 Continuous Weak Convergence and Stochastic Equicontinuity Results for Integrated Processes with an Application to the Estimation of a Regression Model by Saikkonen, Pentti [Downloadable!]
189-221 On the Asymptotic Power of Unit Root Tests by Abadir, Karim M. [Downloadable!]
222-240 Testing Identifiability and Specification in Instrumental Variable Models by Cragg, John G. & Donald, Stephen G. [Downloadable!]
241-262 Noncausality and Marginalization of Markov Processes by Florens, J.P. & Mouchart, M. & Rolin, J.M. [Downloadable!]
263-282 Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications by Choi, In [Downloadable!]
283-295 Identification and Estimation of Continuous Time Dynamic Systems With Exogenous Variables Using Panel Data by Hamerle, Alfred & Singer, Hermann & Nagl, Willi [Downloadable!]
296-309 A Curious Result on Exact FIML and Instrumental Variables by Calzolari, Giorgio & Sampoli, Letizia [Downloadable!]
311-311 Two New Co-Editors of Econometric Theory by Horowitz, Joel & Tanaka, Katsuto [Downloadable!]
313-313 The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models by Windmeijer, Frank A.G. [Downloadable!]
314-314 The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix by Paruolo, Paolo [Downloadable!]
315-316 A Derivation of the Limited Information Maximum Likelihood Estimator by Morimune, Kimio [Downloadable!]
316-322 The Three-Choice Multinomial Probit with Selectivity Corrections by Glewwe, Paul [Downloadable!]
322-323 Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity by Iksoon Im, Eric & Snow, Marcellus S. [Downloadable!]
323-324 Characterization of a Positive Semidefinite Matrix by Farebrother, R.W. [Downloadable!]
324-325 The Maximally Concentrated Unbiased Linear Estimator of ? by Farebrother, R.W. [Downloadable!]
325-326 Seemingly Unrelated Regression Equations with No Contemporaneous Observations by Farebrother, R.W. [Downloadable!]
326-328 Simultaneous Equations Bias in Level VAR Estimation by Phillips, P.C.B. [Downloadable!]
314-315 Trace Minimization of Singular Systems with Cross-Equation Restrictions by Baltagi, Badi H. & Savin, Berndt [Downloadable!]
313-314 Deriving Restricted Least Squares Estimator without a Lagrangean by Paruolo, Paolo [Downloadable!]
1993, Volume 9, Issue 01 1-18 Optimal Rates of Convergence of Parameter Estimators in the Binary Response Model with Weak Distributional Assumptions by Horowitz, Joel L. [Downloadable!]
19-35 Estimation of Cointegration Vectors with Linear Restrictions by Saikkonen, Pentti [Downloadable!]
36-61 An Alternative Approach to the Asymptotic Theory of Spurious Regression, Cointegration, and Near Cointegration by Tanaka, Katsuto [Downloadable!]
62-80 Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable by Kiviet, Jan F. & Phillips, Garry D.A. [Downloadable!]
81-93 Ols Bias in a Nonstationary Autoregression by Abadir, Karim M. [Downloadable!]
94-113 Variable Augmentation Specification Tests in the Exponential Family by Gurmu, Shiferaw & Trivedi, Pravin K. [Downloadable!]
117-143 Professor Marc Nerlove by Ghysels, Eric [Downloadable!]
145-145 Bounds on Coefficient Estimates When the Dependent Variable is Grouped by Fiebig, Denzil G. [Downloadable!]
146-146 Efficiency as Correlation by Oksanen, E.H. [Downloadable!]
147-148 Can More Information Make You Worse Off?? by Leamer, Ed [Downloadable!]
148-148 Instrumental Variables Estimator and Admissibility by Trenkler, G?etz [Downloadable!]
149-150 The Bias of the Standard Errors of OLS Process with an Arbitrary Variance on the Initial Observations by Koning, Ruud H. [Downloadable!]
150-153 Limit Theory in Cointegrated Vector Autoregressions by Phillips, Peter C.B. & Toda, Hiro Y. [Downloadable!]
148-149 A Class of Bivariate Density Functions with Common Marginals by Farebrother, R.W. [Downloadable!]
146-147 An Alternative Derivation of the Likelihood Function for Heckman's Endogenous Dummy Variable Model by Rilstone, Paul [Downloadable!]
145-146 Variable Addition Test by Wu, Ping [Downloadable!]
1991, Volume 7, Issue 04 435-449 Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models by P?tscher, B.M. [Downloadable!]
450-463 A Shortcut to LAD Estimator Asymptotics by Phillips, P.C.B. [Downloadable!]
464-486 The Exact Likelihood Function for an Empirical Job Search Model by Christensen, Bent Jesper & Kiefer, Nicholas M. [Downloadable!]
487-496 Estimating Orthogonal Impulse Responses via Vector Autoregressive Models by L?tkepohl, Helmut & Poskitt, D.S. [Downloadable!]
497-518 The Joint Distribution of Forecast Errors in the AR(1) Model by Kemp, Gordon C.R. [Downloadable!]
519-529 From Characteristic Function to Distribution Function: A Simple Framework for the Theory by Shephard, N.G. [Downloadable!]
531-542 Discrete Models for Estimating General Linear Continuous Time Systems by Chambers, Marcus J. [Downloadable!]
543-543 An Inequality for the Block-Partitioned Inverse by Harvey, A.C. & Neudecker, N. & Streibel, M. [Downloadable!]
544-545 The Heteroskedastic Consequences of an Arbitrary Variance for Initial Disturbance of an AR(1) Model by Kim, Jae Hoon [Downloadable!]
545-546 Correlation Among Unconstrained Variables in a Pooled Model by Hadi, Ali S. & Wells, Martin T. [Downloadable!]
546-548 The Characteristic Function of a Simple Random Walk Test Statistic by Farebrother, R.W. [Downloadable!]
548-549 A Metric Inequality for a Dissimilarity Coefficient in Multidimensional Scaling by P?tzelberger, Klaus & Neudecker, Heinz [Downloadable!]
549-558 Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case by Phillips, Peter C.B. & Dolado, Juan J. & Boswijk, H. Peter [Downloadable!]
543-544 Testing for Stationarity in the Components Representation of a Time Series by Kwiatkowski, D. & Phillips, P.C.B & Schmidt, P. [Downloadable!]
543-543 The Moore-Penrose Inverse of a Symmetric Matrix by Farebrother, R.W. & Iksoon Im, Eric [Downloadable!]
1991, Volume 7, Issue 03 269-306 On the Asymptotic Behavior of Least-Squares Estimators in AR Time Series with Roots Near the Unit Circle by Jeganathan, P. [Downloadable!]
307-340 Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality by Eastwood, Brian J. & Gallant, A. Ronald [Downloadable!]
341-368 Test Consistency with Varying Sampling Frequency by Perron, Pierre [Downloadable!]
369-384 On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models by Deschamps, Philippe J. [Downloadable!]
385-395 On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-sided Hypothesis by Silvapulle, Mervyn J. [Downloadable!]
397-403 The Concentration Ellipsoid of a Random Vector Revisited by Nordstr?m, Kenneth [Downloadable!]
404-408 Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables by Nowman, K. Ben [Downloadable!]
409-411 The Limits of Econometrics by Adrian C. Darnell and J. Lynne Evans, Edward Elgar Publishing Limited, 1990 by Poirier, Dale J. [Downloadable!]
417-417 Exogenous and Endogenous Sampling by Monfort, Alain [Downloadable!]
418-419 Variance Component Estimation Under Misspecification by Baltagi, Badi H. & Li, Qi [Downloadable!]
419-420 The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient by Snow, Marcellus S. & Iksoon, Eric [Downloadable!]
425-425 Conditional and Unconditional Independence by P?tzelberger, Klaus [Downloadable!]
427-428 Property of a Matrix Used in Multidimensional Scaling by Farebrother, R.W. [Downloadable!]
428-431 Optimal Structural Estimation of Triangular Systems: I. The Stationary Case by Boswijk, H. Peter [Downloadable!]
425-427 A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data by Koning, Ruud H. [Downloadable!]
417-418 Skewness and Kurtosis in Bivariate Regression by Magee, Lonnie [Downloadable!]
1991, Volume 7, Issue 02 163-185 Effects of Model Selection on Inference by P?tscher, B.M. [Downloadable!]
186-199 Asymptotics for Least Absolute Deviation Regression Estimators by Pollard, David [Downloadable!]
200-212 Limit Theory for M-Estimates in an Integrated Infinite Variance by Knight, Keith [Downloadable!]
213-221 Strong Laws for Dependent Heterogeneous Processes by Hansen, Bruce E. [Downloadable!]
222-235 The Bias of Forecasts from a First-Order Autoregression by Magnus, Jan R. & Pesaran, Bahram [Downloadable!]
236-252 A Continuous Time Approximation to the Stationary First-Order Autoregressive Model by Perron, Pierre [Downloadable!]
253-263 Nonuniform Bounds for Nonparametric t-Tests by Dufour, Jean-Marie & Hallin, Marc [Downloadable!]
265-268 Who Invented Local Power Analysis? by McManus, Douglas A. [Downloadable!]
1991, Volume 7, Issue 01 1-21 Asymptotically Efficient Estimation of Cointegration Regressions by Saikkonen, Pentti [Downloadable!]
22-45 Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form by Keener, Robert W. & Kmenta, Jan & Weber, Neville C. [Downloadable!]
46-68 Estimating Nonlinear Dynamic Models Using Least Absolute Error Estimation by Weiss, Andrew A. [Downloadable!]
69-84 Robust M-Tests by Peracchi, Franco [Downloadable!]
85-123 The Et Interview: Professor Sir Richard Stone by Pesaran, M. Hashem [Downloadable!]
125-131 Topics in Advanced Econometrics: Probability Foundations Phoebus J. Dhrymes, Springer-Verlag, 1989 by El-Gamal, Mahmoud [Downloadable!]
132-138 Econometric Analysis William H. Greene, Macmillan, 1990 by Trivedi, Pravin K. [Downloadable!]
139-139 Global Power of White's Test for Heteroskedasticity by Magee, Lonnie [Downloadable!]
140-141 A Simple Bayesian Estimation Problem with Laplace Disturbances and Absolute-Error Loss Function?Solution by Farebrother, R.W. [Downloadable!]
142-144 Estimation of Type 3 Tobit Model via the EM Algorithm by Sapra, S.K. [Downloadable!]
144-145 A Property of the Duplication Matrix by Neudecker, Heinz & Satorra, Albert [Downloadable!]
145-146 Comparison of t-Ratios by Farebrother, R.W. [Downloadable!]
146-153 Parameter Estimates Which Minimize the Sum of Functions of the Differences Between the Residuals by Bhat, Avanindra N. & Singh, Narendra [Downloadable!]
153-162 Estimation and Testing in Linear Models with Singular Covariance Matrices by Phillips, Peter C.B. [Downloadable!]
139-140 A Matrix Invariance Problem by Neudecker, Heinz & Satorra, Albert [Downloadable!]
1990, Volume 6, Issue 04 411-432 The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series Models by Tanaka, Katsuto [Downloadable!]
433-444 Testing for a Moving Average Unit Root by Tanaka, Katsuto [Downloadable!]
445-458 Functional Forms of Characteristic Functions and Characterizations of Multivariate Distributions by Chikuse, Yasuko [Downloadable!]
459-565 Strong Consistency in Nonlinear Regression by Richardson, G.D. & Bhattacharyya, B.B. [Downloadable!]
466-479 Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality by Andrews, Donald W.K. & Whang, Yoon-Jae [Downloadable!]
481-483 Lectures on Advanced Econometric Theory by Denis Sargan Edited by Meghnad Desai Basil Blackwell, 1988 by Holly, Alberto [Downloadable!]
485-485 Perpendicular Least Squares by Hansen, Bruce E. [Downloadable!]
486-487 The Limit Variance of g by Im, Eric Iksoon [Downloadable!]
487-488 Random Variable Generation via Double Sampling by Knight, J.L. & Satchell, S.E. [Downloadable!]
488-488 The Differencing Test in a Regression with Equicorrelated Disturbances by Baltagi, Badi H. [Downloadable!]
489-489 Testing Causality in an Autoregression with Cointegrated Regressors by Phillips, Peter C.B. & Toda, Hiro [Downloadable!]
490-490 A Best Linear Unbiased Estimator of R? with a Scalar Variance Matrix by Farebrother, R.W. [Downloadable!]
494-495 The Limit Distribution of the Generalized Inverse of a Singular Co-variance Matrix Estimate by Balestra, Pietro [Downloadable!]
490-494 The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process by Dolado, Juan J. & Hidalgo-Moreno, Javier [Downloadable!]
489-490 The Geometry of the Equivalence of OLS and GLS in the Linear Model by Phillips, Peter C.B. [Downloadable!]
485-485 Convergence to a Stochastic Integral by Hansen, Bruce E. [Downloadable!]
1990, Volume 6, Issue 03 295-317 Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions by Newey, Whitney K. & Powell, James L. [Downloadable!]
318-334 Stationarity and Persistence in the GARCH(1,1) Model by Nelson, Daniel B. [Downloadable!]
335-347 The Local Power of the CUSUM and CUSUM of Squares Tests by Ploberger, Werner & Kr?mer;, Walter [Downloadable!]
348-383 Model-free Asymptotically Best Forecasting of Stationary Economic Time Series by Bierens, Herman J. [Downloadable!]
385-402 Professor Michio Hatanaka by Maekawa, Koichi & Tanaka, Katsuto [Downloadable!]
403-403 Anthony Clement (Tony) Rayner 1938?1990 by Giles, D.E.A. [Downloadable!]
405-405 The Heteroskedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model by Baltagi, Badi H. & Li, Qi [Downloadable!]
406-407 A Metric Inequality for a Dissimilarity Coefficient in Multidimensional Scaling by Neudecker, H. [Downloadable!]
407-408 Optimal Structural Estimation of Triangular Systems: II. The Non-stationary Case by Phillips, Peter C.B. [Downloadable!]
408-409 Simultaneous Confidence Ellipsoids by Hadi, Ali S. & Wells, Martin T. [Downloadable!]
409-410 The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data by Koning, Ruud H. [Downloadable!]
405-406 The Characteristic Function of a Simple Random Walk Test Statistic by Farebrother, R.W. [Downloadable!]
405-405 Correlation Among Unconstrained Variables in a Pooled Model by Dineen, Chris [Downloadable!]
1990, Volume 6, Issue 02 123-150 Bandwidth Selection in Semiparametric Estimation of Censored Linear Regression Models by Hall, Peter & Horowitz, Joel L. [Downloadable!]
151-164 Perspectives in the History of Econometrics: A Review Essay of R. J. Epstein: A History of Econometrics by Morgan, Mary S. [Downloadable!]
165-169 On the Sensitivity of a Regression Coefficient to Monotonic Transformations by Yitzhaki, Shlomo [Downloadable!]
171-261 A Conversation on Econometric Methodology by Hendry, David F. & Learmer, Edward E. & Poirier, Dale J. [Downloadable!]
263-267 State Space Modeling of Time Series Masanao Aoki Springer-Verlag, 1987 by Deistler, M. [Downloadable!]
268-272 Analog Estimation Methods in Econometrics Charles F. Manski New York: Chapman and Hall, 1988, 150pp., $45.00 by Horowitz, Joel L. [Downloadable!]
273-281 Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50 by Pagan, A.R. [Downloadable!]
283-283 A Matrix Equation by Im, Eric Iksoon [Downloadable!]
285-285 Property of a Matrix Used in Multidimensional Scaling by Boswijk, H.P. & Neudecker, H. [Downloadable!]
286-286 Joint Estimation of Equilibrium Coefficients and Short-Run Dynamics by Phillips, P.C.B. [Downloadable!]
287-288 A Switching Regression Model with Imperfect Sample Separation and Several Regimes by Farebrother, R.W. [Downloadable!]
288-289 Unbiased Prediction in a Simple Simultaneous Equations Model by Farebrother, R.W. [Downloadable!]
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