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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
Download restrictions: Full text for ScienceDirect subscribers only Editor: T. Amemiya Editor: A. R. Gallant Editor: J. F. Geweke Editor: C. Hsiao Editor: P. M. Robinson Editor:
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(Heidi Boesdal) Series handle: repec:eee:econom
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14
1981, Volume 16, Issue 1
131-138 The role of bounded-influence estimation in model selection by Krasker, William S. [Downloadable! (restricted)]
139-149 On the concept of non-significant functions and its implications for regression analysis by Mundlak, Yair [Downloadable! (restricted)]
151-152 Posterior odds ratios for regression hypotheses : General considerations and some specific results by Zellner, Arnold [Downloadable! (restricted)]
153-153 Specification and inference in linear models by Florens, J. -P. & Mouchart, M. & Richard, J. -F. [Downloadable! (restricted)]
154-154 On the nature and discovery of structure by Pratt, John W. & Schlaifer, Robert [Downloadable! (restricted)]
155-155 Panel data and unobservable individual effects by Hausman, Jerry A. & Taylor, William E. [Downloadable! (restricted)]
156-156 Are employment decisions based on rational expectations? by Muellbauer, John [Downloadable! (restricted)]
157-157 Single-market disequilibrium models : Estimating and testing by Goldfeld, Stephen M. & Quandt, Richard E. [Downloadable! (restricted)]
158-158 Pitfalls of testing non-nested hypotheses by the lagrange multiplier method by Pesaran, M. H. [Downloadable! (restricted)]
159-159 Model formulation to simplify selection when specification is uncertain by Hendry, David F. & Richard, Jean-Francois [Downloadable! (restricted)]
160-161 Identification in models with autoregressive errors by Sargan, J. D. [Downloadable! (restricted)]
162-162 Estimating regression models of finite but unknown order by Geweke, John & Meese, Richard [Downloadable! (restricted)]
163-163 Robust estimation of ARIMA models by Vandaele, Walter [Downloadable! (restricted)]
164-164 Models of duration dependence by Chamberlain, Gary [Downloadable! (restricted)]
165-165 Approximations for densities of sufficient estimators by Durbin, J. [Downloadable! (restricted)]
166-166 Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters by Gourieroux, Christian & Holly, Alberto & Monfort, Alain [Downloadable! (restricted)]
167-167 Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity by Belsley, David A. [Downloadable! (restricted)]
1981, Volume 15, Issue 3 1981, Volume 15, Issue 2 177-209 A random coefficient approach to seasonal adjustment of economic time series by Havenner, A. & Swamy, P. A. V. B. [Downloadable! (restricted)]
211-245 On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form by Gallant, A. Ronald [Downloadable! (restricted)]
247-263 Causality and the independence phenomenon : The case of the demand for money by Hernandez-Iglesias, C. & Hernandez-Iglesias, F. [Downloadable! (restricted)]
265-287 Testing the restrictions implied by the rational expectations hypothesis by Hoffman, Dennis L. & Schmidt, Peter [Downloadable! (restricted)]
289-298 Estimators without moments : The case of the reciprocal of a normal mean by Zaman, Asad [Downloadable! (restricted)]
299-307 Joint estimation and testing for functional form and heteroskedasticity by Lahiri, Kajal & Egy, Daniel [Downloadable! (restricted)]
309-309 News Item by Perryman, M. Ray [Downloadable! (restricted)]
1981, Volume 15, Issue 1 13-24 On the control of structural models by Norman, Alfred L. [Downloadable! (restricted)]
25-28 On the control of structural models--comment by Chow, Gregory C. [Downloadable! (restricted)]
29-29 On the control of structural models--reply by Norman, Alfred L. [Downloadable! (restricted)]
31-48 A maximum probability approach to short-run policy by Tinsley, P. & Von Zur Muehlen, P. [Downloadable! (restricted)]
49-62 On the accuracy and efficiency of polynomial approximations in optimal macroeconomic policy determination by Palash, Carl J. [Downloadable! (restricted)]
65-92 Assessing international interdependence with a multi-country model by Howe, Howard & Hernandez-Cata, Ernesto & Stevens, Guy & Berner, Richard & Clark, Peter & Kwack, Sung Y. [Downloadable! (restricted)]
93-114 Indexing the U.S. economy : Simulation results with the MPS model by Flannery, Mark J. & Johnson, Lewis [Downloadable! (restricted)]
117-137 An expose of disguised deposits by Tinsley, P. A. & Garrett, Bonnie & Friar, Monica [Downloadable! (restricted)]
139-154 Imperfect asset elasticities and financial model building by Melton, William C. & Vance Roley, V. [Downloadable! (restricted)]
155-173 Economies to scale in federal reserve check processing operations by Humphrey, David Burras [Downloadable! (restricted)]
1980, Volume 14, Issue 3 287-306 Econometric analysis of residential time-of-use electricity pricing experiments by Caves, Douglas W. & Christensen, Laurits R. [Downloadable! (restricted)]
307-328 Further experience in Bayesian analysis using Monte Carlo integration by van Dijk, H. K. & Kloek, T. [Downloadable! (restricted)]
329-347 Decision rules for the choice of structural equations by Morimune, Kimio & Sawa, Takamitsu [Downloadable! (restricted)]
349-364 Consistent moment estimators of regression coefficients in the presence of errors in variables by Pal, Manoranjan [Downloadable! (restricted)]
365-379 Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1 by De Gooijer, Jan G. [Downloadable! (restricted)]
381-394 A note on the exact transformation associated with the first-order moving average process by Balestra, Pietro [Downloadable! (restricted)]
1980, Volume 14, Issue 2 161-181 A comparison of estimators for undersized samples by Swamy, P. A. V. B. [Downloadable! (restricted)]
183-194 On the existence of moments of partially restricted reduced form coefficients by Swamy, P. A. V. B. & Mehta, J. S. [Downloadable! (restricted)]
195-202 Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance by Kiefer, Nicholas M. [Downloadable! (restricted)]
203-225 On the efficient computation of the nonlinear full-information maximum-likelihood estimator by Belsley, David A. [Downloadable! (restricted)]
227-238 Long memory relationships and the aggregation of dynamic models by Granger, C. W. J. [Downloadable! (restricted)]
239-246 Classification probabilities for the disequilibrium model by Gersovitz, Mark [Downloadable! (restricted)]
247-255 Implications of the specification of technologies : Further evidence by Geary, Patrick T. & McDonnell, Edward J. [Downloadable! (restricted)]
257-264 Approximate maximum likelihood estimation with data sets that exceed computer limits by Duncan, Gregory M. [Downloadable! (restricted)]
265-270 The coefficient of determination and simultaneous equation systems by Knight, John L. [Downloadable! (restricted)]
271-276 The structure of simultaneous equations estimators : A comment by Anderson, G. J. [Downloadable! (restricted)]
277-280 Experience with using the Box-Cox transformation when forecasting economic time series : A comment by Poirier, Dale J. [Downloadable! (restricted)]
1980, Volume 14, Issue 1 3-8 Editor's introduction to part I by A. Barnett, William [Downloadable! (restricted)]
11-48 Economic monetary aggregates an application of index number and aggregation theory by Barnett, William A. [Downloadable! (restricted)]
49-53 Economic monetary aggregates--comment by Clements, Kenneth W. & Nguyen, Phuong [Downloadable! (restricted)]
55-56 Economic monetary aggregates--comment by Offenbacher, Edward K. [Downloadable! (restricted)]
57-59 Economic monetary aggregates--reply by Barnett, William A. [Downloadable! (restricted)]
61-91 Indicator and filter attributes of monetary aggregates : A nit-picking case for disaggregation by Tinsley, P. A. & Spindt, P. A. & Friar, M. E. [Downloadable! (restricted)]
95-114 Data revisions with moving average seasonal adjustment procedures by Pierce, David A. [Downloadable! (restricted)]
115-136 Effects of alternative seasonal adjustment procedures on monetary policy by Maravall, Agustin [Downloadable! (restricted)]
137-140 Effects of alternative seasonal adjustment procedures on monetary policy -- comment by Stokes, Houston H. [Downloadable! (restricted)]
141-158 Dynamic factor demand schedules for labor and capital under rational expectations by Meese, Richard [Downloadable! (restricted)]
1980, Volume 13, Issue 3 269-291 Full-information estimates of a nonlinear macroeconometric model by Fair, Ray C. & Parke, William R. [Downloadable! (restricted)]
293-303 On the estimation of multinomial logit models from relative frequency data by Parks, Richard W. [Downloadable! (restricted)]
305-325 Random coefficient first-order autoregressive models by Liu, Lon-Mu & Tiao, George C. [Downloadable! (restricted)]
327-340 Useful invariance results for generalized regression models by Breusch, Trevor S. [Downloadable! (restricted)]
341-363 Some identification and estimation results for regression models with stochastically varying coefficients by Pagan, Adrian [Downloadable! (restricted)]
365-390 On having your cake and eating it too : Econometric problems in estimating the demand for health services by Newhouse, Joseph P. & Phelps, Charles E. & Marquis, M. Susan [Downloadable! (restricted)]
391-402 To pool or not to pool? : A reexamination of Tobin's food demand problem by Izan, Haji Y. [Downloadable! (restricted)]
1980, Volume 13, Issue 2 139-157 Predictors for the first-order autoregressive process by Fuller, Wayne A. & Hasza, David P. [Downloadable! (restricted)]
159-183 Finite sample properties of estimators for autoregressive moving average models by Ansley, Craig F. & Newbold, Paul [Downloadable! (restricted)]
185-201 Estimating the autocorrelated error model with trended data by Park, Rolla Edward & Mitchell, Bridger M. [Downloadable! (restricted)]
203-223 Small sample considerations in estimation from panel data by Taylor, William E. [Downloadable! (restricted)]
225-251 The estimation of the ambulatory medical care technology where output is an unobservable variable by Over, A. Jr. & Smith, Kenneth R. [Downloadable! (restricted)]
253-266 Fiscal versus monetary policy : An application of transfer functions by Maloney, M. T. & Ireland, M. E. [Downloadable! (restricted)]
1980, Volume 13, Issue 1 1-3 Editors' introduction by Aigner, Dennis J. & Schmidt, Peter [Downloadable! (restricted)]
5-25 A survey of frontier production functions and of their relationship to efficiency measurement by Forsund, Finn R. & Lovell, C. A. Knox & Schmidt, Peter [Downloadable! (restricted)]
27-56 Maximum likelihood estimation of econometric frontier functions by Greene, William H. [Downloadable! (restricted)]
57-66 Likelihood functions for generalized stochastic frontier estimation by Stevenson, Rodney E. [Downloadable! (restricted)]
67-82 A Monte Carlo study of estimators of stochastic frontier production functions by Olson, Jerome A. & Schmidt, Peter & Waldman, Donald M. [Downloadable! (restricted)]
83-100 Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated by Schmidt, Peter & Lovell, C. A. Knox [Downloadable! (restricted)]
101-115 On the estimation of a flexible frontier production model by Greene, William H. [Downloadable! (restricted)]
117-138 On the estimation of deterministic and stochastic frontier production functions : A comparison by Broek, Julien van den & Forsund, Finn R. & Hjalmarsson, Lennart & Meeusen, Wim [Downloadable! (restricted)]
1980, Volume 12, Issue 3 251-283 Large sample estimation and testing procedures for dynamic equation systems by Palm, Franz & Zellner, Arnold [Downloadable! (restricted)]
285-299 The efficiency of estimating a random coefficient model by Raj, Baldev & Srivastava, Virender Kumar & Upadhyaya, Sushama [Downloadable! (restricted)]
301-318 Small samples and collateral information : An application of the hyperparameter model by Trivedi, P. K. [Downloadable! (restricted)]
319-333 A test of a disequilibrium model by Hwang, Hae-shin [Downloadable! (restricted)]
335-351 On the evaluation of poly-t density functions by Richard, J. -F. & Tompa, H. [Downloadable! (restricted)]
353-363 Finding common seasonal patterns among time series : An MDS approach by Raveh, Adi & Tapiero, Charles S. [Downloadable! (restricted)]
365-374 Predictions from ARMAX models by Baillie, Richard T. [Downloadable! (restricted)]
375-387 The lag relationship between wholesale and consumer prices : An application of the Hatanaka-Wallace procedure by Lew Silver, J. & Dudley Wallace, T. [Downloadable! (restricted)]
389-392 A note on a Bayesian estimator in an autocorrelated error model by Griffiths, William & Dao, Dan [Downloadable! (restricted)]
1980, Volume 12, Issue 2 103-142 Linear prediction and estimation methods for regression models with stationary stochastic coefficients by Swamy, P. A. V. B. & Tinsley, P. A. [Downloadable! (restricted)]
143-150 Improved stein-rule estimator for regression problems by Vinod, H. D. [Downloadable! (restricted)]
151-159 Estimation of regression coefficients after a preliminary test for homoscedasticity by Ohtani, Kazuhiro & Toyoda, Toshihisa [Downloadable! (restricted)]
161-176 A ridge-like method for simultaneous estimation of simultaneous equations by Maasoumi, Esfandiar [Downloadable! (restricted)]
177-187 New evidence on the small properties of estimators of sur models with autocorrelated disturbances by Maeshiro, Asatoshi [Downloadable! (restricted)]
189-207 Endogenous capital utilization in a short-run production model : Theory and an empiral application by Epstein, L. & Denny, M. [Downloadable! (restricted)]
209-217 Partial observability in bivariate probit models by Poirier, Dale J. [Downloadable! (restricted)]
219-230 Forecasting contemporal aggregates of multiple time series by Tiao, G. C. & Guttman, Irwin [Downloadable! (restricted)]
231-243 The use of indicator variables in computing predictions by Fuller, Wayne A. [Downloadable! (restricted)]
245-246 On the expected length of the least squares coefficient vector by Brook, Richard J. & Moore, Terry [Downloadable! (restricted)]
1980, Volume 12, Issue 1 1-2 Editor's introduction by Dent, Warren T. [Downloadable! (restricted)]
3-22 Test procedures and test problems for least squares algorithms by Wampler, Roy H. [Downloadable! (restricted)]
23-39 Simultaneous equations estimation : Computational aspects by Jennings, L. S. [Downloadable! (restricted)]
41-48 Rules and software for detecting rank degeneracy by Golub, Gene & Klema, Virginia & Peters, Stephen C. [Downloadable! (restricted)]
49-58 On restricted estimation in linear models by Dent, Warren T. [Downloadable! (restricted)]
59-84 Computations for constrained linear models by Gallant, A. Ronald & Gerig, Thomas M. [Downloadable! (restricted)]
85-102 Autoreg: a computer program library for dynamic econometric models with autoregressive errors by Hendry, David F. & Srba, Frank [Downloadable! (restricted)]
1979, Volume 11, Issue 2-3 207-232 Expectations and labor market adjustments by Crawford, Robert G. [Downloadable! (restricted)]
233-246 A random coefficient probit model with an application to a study of migration by Akin, John S. & Guilkey, David K. & Sickles, Robin [Downloadable! (restricted)]
247-258 Estimation in truncated samples when there is heteroscedasticity by Hurd, Michael [Downloadable! (restricted)]
259-274 A switching regression method using inequality conditions by Tishler, Asher & Zang, Israel [Downloadable! (restricted)]
275-302 Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation by Gallant, A. Ronald & Jorgenson, Dale W. [Downloadable! (restricted)]
303-317 A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors by Corradi, Corrado [Downloadable! (restricted)]
319-334 The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators by Giles, D. E. A. & Rayner, A. C. [Downloadable! (restricted)]
335-351 A temporal cross-section approach to the price equation by Barth, James & Kraft, Arthur & Kraft, John [Downloadable! (restricted)]
353-361 Disequilibrium econometrics in dynamic models by Laffont, Jean-Jacques & Monfort, Alain [Downloadable! (restricted)]
363-365 The concentration ellipsoid of a random vector by Phillips, P. C. B. [Downloadable! (restricted)]
1979, Volume 11, Issue 1 1-5 Editors' introduction by Aigner, Dennis J. & Morris, Carl N. [Downloadable! (restricted)]
7-26 A brief introduction to the methodology of optimal experimental design by Aigner, Dennis J. [Downloadable! (restricted)]
27-42 A model for optimizing experimental designs for estimating response surfaces by Conlisk, John & Watts, Harold [Downloadable! (restricted)]
43-61 A finite selection model for experimental design of the health insurance study by Morris, Carl [Downloadable! (restricted)]
63-76 Design for simultaneous equations by Conlisk, John [Downloadable! (restricted)]
77-115 Social experiments in economics by Ferber, Robert & Hirsch, Werner Z. [Downloadable! (restricted)]
117-129 Measurement issues in the second generation of social experiments : The health insurance study by Newhouse, Joseph P. & Marquis, Kent H. & Morris, Carl N. & Phelps, Charles E. & Rogers, William H. [Downloadable! (restricted)]
131-194 Design of the Los Angeles peak-load pricing experiment for electricity by Manning, Williard Jr. & Mitchell, Bridger M. & Acton, Jan Paul [Downloadable! (restricted)]
195-205 Sample design for electricity pricing experiments : Anticipated precision for a time-of-day pricing experiment by Aigner, Dennis J. [Downloadable! (restricted)]
1979, Volume 10, Issue 3 1979, Volume 10, Issue 2 127-145 Market analysis with rational expectations : Theory and estimation by Huntzinger, R. La Var [Downloadable! (restricted)]
147-163 The analysis of seasonal economic models by Plosser, Charles I. [Downloadable! (restricted)]
165-191 A comparative study of complete systems of demand functions by Klevmarken, N. Anders [Downloadable! (restricted)]
193-199 The translog production function : Some evidence from establishment data by Corbo, Vittorio & Meller, Patricio [Downloadable! (restricted)]
201-220 Bayesian estimation of a random coefficient model by Griffiths, William E. & Drynan, Ross G. & Prakash, Surekha [Downloadable! (restricted)]
221-226 Hypothesis testing based on goodness-of-fit in the moving average time series model by Nelson, Charles R. & Shea, Gary S. [Downloadable! (restricted)]
227-241 Estimation of a dynamic system of seemingly unrelated regressions with autoregressive disturbances by Spencer, David E. [Downloadable! (restricted)]
243-252 Linear regression using both temporally aggregated and temporally disaggregated data by Hsiao, Cheng [Downloadable! (restricted)]
253-256 The characterization of instantaneous causality : A correction by Michael Price, J. [Downloadable! (restricted)]
257-259 The characterization of instantaneous causality : A comment by Pierce, David A. & Haugh, Larry D. [Downloadable! (restricted)]
1979, Volume 10, Issue 1 1-14 Estimation of common coefficients in two regression equations by Swamy, P. A. V. B. & Mehta, J. S. [Downloadable! (restricted)]
15-32 Estimation of seemingly unrelated regression equations : A brief survey by Srivastava, V. K. & Dwivedi, T. D. [Downloadable! (restricted)]
33-42 Some small sample properties of estimators and test statistics in the multivariate logit model by Guilkey, David K. & Schmidt, Peter [Downloadable! (restricted)]
43-55 Estimation with aggregated data by Farebrother, R. W. [Downloadable! (restricted)]
57-69 Experience with using the Box-Cox transformation when forecasting economic time series by Nelson, Harold Jr. & Granger, C. W. J. [Downloadable! (restricted)]
71-84 Modeling the price side of econometric models : An analysis of the underlying hypotheses by Neftci, Salih N. [Downloadable! (restricted)]
85-98 Technical change in the U.S. primary metals industry by Wills, John [Downloadable! (restricted)]
99-102 The error components model : Conditions for the existence of the maximum likelihood estimates by Berzeg, Korhan [Downloadable! (restricted)]
103-107 Prediction in the context of the variance-components model by Taub, Allan J. [Downloadable! (restricted)]
109-113 Goodness-of-fit in the seemingly unrelated regressions model : A generalization by Buse, A. [Downloadable! (restricted)]
115-118 On the characterization of a joint probability distribution by conditional distributions by Gourieroux, Christian & Monfort, Alain [Downloadable! (restricted)]
119-123 Pre-testing on part of the data by Toyoda, T. & Wallace, T. Dudley [Downloadable! (restricted)]
1979, Volume 9, Issue 3 241-261 The sampling distribution of forecasts from a first-order autoregression by Phillips, Peter C. B. [Downloadable! (restricted)]
263-281 FIML estimation of the dynamic simultaneous equations model with ARMA disturbances by Reinsel, Greg [Downloadable! (restricted)]
283-294 Testing price taking behavior by Appelbaum, Elie [Downloadable! (restricted)]
295-314 The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors by Hendry, David F. [Downloadable! (restricted)]
315-342 On the computational competitiveness of full-information maximum-likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models by Besley, David A. [Downloadable! (restricted)]
343-366 Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers by Schmidt, Peter & Knox Lovell, C. A. [Downloadable! (restricted)]
368-377 Optimal instruments when the disturbances are small by Klein, Roger W. [Downloadable! (restricted)]
379-385 Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances by Gupta, Yash Pal & Maasoumi, Esfandiar [Downloadable! (restricted)]
387-389 Prediction from binary choice models : A note by Lancaster, Tony [Downloadable! (restricted)]
1979, Volume 9, Issue 1-2 13-32 Residential load curves and time-of-day pricing : An econometric analysis by Granger, Clive W. J. & Engle, Robert & Ramanathan, Ramu & Andersen, Allan [Downloadable! (restricted)]
33-57 Residential demand for electricity : An econometric approach by Hendricks, Wallace & Koenker, Roger & Poirier, Dale J. [Downloadable! (restricted)]
59-77 The residential demand for electricity with time-of-day pricing by Lawrence, Anthony & Braithwait, Steven [Downloadable! (restricted)]
79-95 Responsiveness to time-of-day electricity pricing : First empirical results by Atkinson, Scott E. [Downloadable! (restricted)]
97-115 On modelling the residential demand for electricity by time-of-day by Taylor, Lester D. [Downloadable! (restricted)]
119-136 Econometric estimation of peak electricity demands by Spann, Robert M. & Beauvais, Edward C. [Downloadable! (restricted)]
137-153 An approach to modeling seasonally stationary time series by Parzen, Emanuel & Pagano, Marcello [Downloadable! (restricted)]
155-171 A mixed time-series/econometric approach to forecasting peak system load by Uri, Noel D. [Downloadable! (restricted)]
175-192 Optimal peak load pricing with time-additive consumer preferences by Koenker, Roger [Downloadable! (restricted)]
193-207 Theoretical determinants of the industrial demand for electricity by time of day by Panzar, John C. & Willig, Robert D. [Downloadable! (restricted)]
209-221 Bayesian analysis of optimal sample size and a best decision rule for experiments in direct load control by Aigner, Dennis J. [Downloadable! (restricted)]
223-237 Multi-period pricing with stochastic demand by Dansby, Robert E. [Downloadable! (restricted)]
1978, Volume 8, Issue 3 267-267 Editorial by Aigner, Dennis & Zellner, Arnold [Downloadable! (restricted)]
269-293 Local and global identification and strong consistency in time series models by Kohn, R. [Downloadable! (restricted)]
295-306 On typical characteristics of economic time series and the relative qualities of five autocorrelation tests by Dubbelman, C. & Louter, A. S. & Abrahamse, A. P. J. [Downloadable! (restricted)]
307-321 Posterior distribution for the multiple correlation coefficient with fixed regressors by Press, S. James & Zellner, Arnold [Downloadable! (restricted)]
323-356 On the efficient estimation methods for the macro-economic models nonlinear in variables by Hatanaka, Michio [Downloadable! (restricted)]
357-382 Estimation of some limited dependent variable models with application to housing demand by Lee, Lung-Fei & Trost, Robert P. [Downloadable! (restricted)]
383-398 On testing weak separability by Woodland, Alan D. [Downloadable! (restricted)]
1978, Volume 8, Issue 2 127-158 Estimation of functions of population means and regression coefficients including structural coefficients : A minimum expected loss (MELO) approach by Zellner, Arnold [Downloadable! (restricted)]
159-172 The exact moments of the least squares estimator for the autoregressive model by Sawa, Takamitsu [Downloadable! (restricted)]
173-179 Single-equation estimators and aggregation restrictions when equations have the same sets of regressors by Denton, Frank T. [Downloadable! (restricted)]
181-192 Determining the final form of a linear dynamic econometric model by De Jong, Piet [Downloadable! (restricted)]
193-201 Testing unstable econometric models for stability : An empirical study by Gustafson, Elizabeth F. [Downloadable! (restricted)]
203-213 On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative by Fomby, Thomas B. & Guilkey, David K. [Downloadable! (restricted)]
215-226 Labour supply and commuting time : An empirical study by Wales, Terence J. [Downloadable! (restricted)]
227-236 Testing for multiplicative heteroskedasticity by Godfrey, Leslie G. [Downloadable! (restricted)]
237-246 The effect of temporal aggregation on parameter estimation in distributed lag model by Wei, William W. S. [Downloadable! (restricted)]
247-254 Rational and polynomial lags : The finite connection by Pagan, Adrian [Downloadable! (restricted)]
255-259 Fourth-order autocorrelation : Further significance points for the Wallis test by Giles, D. E. A. & King, M. L. [Downloadable! (restricted)]
261-263 Consistency and identifiability by Gabrielsen, Arne [Downloadable! (restricted)]
1978, Volume 8, Issue 1 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 Access
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