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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
1983, Volume 23, Issue 1
1983, Volume 22, Issue 3 245-267 A test for distributional assumptions for the stochastic frontier functions by Lee, Lung-Fei [Downloadable! (restricted)]
269-279 Approximations of the eigenvalues of the covariance matrix of a first-order autoregressive process by Stroeker, R. J. [Downloadable! (restricted)]
281-290 A heteroscedasticity-consistent covariance matrix estimator for time series regressions by Hsieh, David A. [Downloadable! (restricted)]
291-300 An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors by Fomby, Thomas B. & Guilkey, David K. [Downloadable! (restricted)]
301-316 An econometric model of the short-run demand for workers and hours in the U.S. auto industry by Chang, Julius C. [Downloadable! (restricted)]
317-322 An invariance property of Farebrother's procedure for estimation with aggregated data by Baksalary, Jerzy K. [Downloadable! (restricted)]
323-338 A general analysis of bias in the estimated standard errors of least squares coefficients by Greenwald, Bruce C. [Downloadable! (restricted)]
339-364 Charging for local telephone calls : How household characteristics affect the distribution of calls in the GTE Illinois experiment by Park, Rolla Edward & Mitchell, Bridger M. & Wetzel, Bruce M. & Alleman, James H. [Downloadable! (restricted)]
365-390 Ridge regression estimation of the Rotterdam model by Swamy, P. A. V. B. & Mehta, J. S. [Downloadable! (restricted)]
391-393 A note on a fixed effect model with arbitrary interpersonal covariance by Schmidt, Peter [Downloadable! (restricted)]
1983, Volume 22, Issue 1-2 13-42 Simultaneous equation systems as moment structure models : With an introduction to latent variable models by Bentler, P. M. [Downloadable! (restricted)]
43-65 Latent variable structural equation modeling with categorical data by Muthen, Bengt [Downloadable! (restricted)]
67-90 Some comments on maximum likelihood and partial least squares methods by Dijkstra, Theo [Downloadable! (restricted)]
91-111 Multivariate methods for quantitative and qualitative data by Keller, Wouter J. & Wansbeek, Tom [Downloadable! (restricted)]
113-137 Models and methods for the analysis of correlation coefficients by De Leeuw, Jan [Downloadable! (restricted)]
139-167 Analyzing rectangular tables by joint and constrained multidimensional scaling by Heiser, Willem J. & Meulman, Jacqueline [Downloadable! (restricted)]
169-189 Correspondence analysis, with an extension towards nominal time series by Deville, J. -C. & Saporta, G. [Downloadable! (restricted)]
191-214 Loglinear models and categorical data analysis with psychometric and econometric applications by Fienberg, Stephen E. & Meyer, Michael M. [Downloadable! (restricted)]
215-227 Latent trait models by Andersen, Erling B. [Downloadable! (restricted)]
229-243 Latent variable models for ordered categorical data by Bartholomew, D. J. [Downloadable! (restricted)]
1983, Volume 21, Issue 3 263-285 Estimation of consumer demand systems with binding non-negativity constraints by Wales, T. J. & Woodland, A. D. [Downloadable! (restricted)]
287-306 Bayesian inference for pareto populations by Arnold, Barry C. & Press, S. James [Downloadable! (restricted)]
307-331 Fully Bayesian analysis of ARMA time series models by Monahan, John F. [Downloadable! (restricted)]
333-355 Two-step two-stage least squares estimation in models with rational expectations by Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice [Downloadable! (restricted)]
357-366 The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data by King, Maxwell L. [Downloadable! (restricted)]
367-386 Rationality, specification tests, and macroeconomic models by Hoffman, Dennis L. & Schlagenhauf, Don E. [Downloadable! (restricted)]
387-388 A note on Balestra's (1980) approximate estimator for the first-order moving average process by Park, Choon Y. & Heikes, Russell G. [Downloadable! (restricted)]
389-402 Properties of shrinkage estimators in linear regression when disturbances are not normal by Ullah, A. & Srivastava, V. K. & Chandra, R. [Downloadable! (restricted)]
1983, Volume 21, Issue 2 161-194 Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence by Geweke, John & Meese, Richard & Dent, Warren [Downloadable! (restricted)]
195-212 Estimation of limited dependent variable models by ordinary least squares and the method of moments by Greene, William H. [Downloadable! (restricted)]
213-228 Some aspects of testing non-nested hypotheses by Dastoor, Naorayex K. [Downloadable! (restricted)]
229-243 The numerical values of some key parameters in econometric models by Anderson, T. W. & Morimune, Kimio & Sawa, Takamitsu [Downloadable! (restricted)]
245-254 Identifiability criteria for Muth-rational expectations models by Wegge, Leon L. & Feldman, Mark [Downloadable! (restricted)]
255-256 Comment to the editor by Wegge, Leon L. & Feldman, Mark [Downloadable! (restricted)]
257-260 A note on moments of k-class estimators for negative k by Srivastava, V. K. & Srivastava, A. K. [Downloadable! (restricted)]
1983, Volume 21, Issue 1 1-3 Editor's introduction by White, Halbert [Downloadable! (restricted)]
5-33 The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distribution-free Cox test by Aguirre-Torres, Victor & Ronald Gallant, A. [Downloadable! (restricted)]
35-51 Testing for autoregressive against moving average errors in the linear regression model by King, Maxwell L. [Downloadable! (restricted)]
53-70 Tests for model specification in the presence of alternative hypotheses : Some further results by MacKinnon, James G. & White, Halbert & Davidson, Russell [Downloadable! (restricted)]
71-81 Multiple model testing for non-nested heteroskedastic censored regression models by Smith, Marlene A. & Maddala, G. S. [Downloadable! (restricted)]
83-115 Testing nested or non-nested hypotheses by Gourieroux, Christian & Monfort, Alain & Trognon, Alain [Downloadable! (restricted)]
117-132 Tests for two separate regressions by Fisher, Gordon R. [Downloadable! (restricted)]
133-154 Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence by Godfrey, L. G. & Pesaran, M. H. [Downloadable! (restricted)]
155-160 Confidence contours for two test statistics for non-nested regression models by Hall, A. D. [Downloadable! (restricted)]
1982, Volume 20, Issue 2 1982, Volume 20, Issue 1 1-2 Editor's introduction by White, Halbert [Downloadable! (restricted)]
3-33 On the formulation of empirical models in dynamic econometrics by Hendry, David F. & Richard, Jean-Francois [Downloadable! (restricted)]
35-58 Misspecified models with dependent observations by Domowitz, Ian & White, Halbert [Downloadable! (restricted)]
59-82 Model specification tests : A simultaneous approach by Bera, Anil K. & Jarque, Carlos M. [Downloadable! (restricted)]
83-104 A general approach to lagrange multiplier model diagnostics by Engle, Robert F. [Downloadable! (restricted)]
105-134 Consistent model specification tests by Bierens, Herman J. [Downloadable! (restricted)]
135-157 Estimation and testing in time-series regression models with heteroscedastic disturbances by Cragg, J. G. [Downloadable! (restricted)]
1982, Volume 19, Issue 2-3 183-201 On the behavior of inconsistent instrumental variable estimators by Maasoumi, Esfandiar & Phillips, Peter C. B. [Downloadable! (restricted)]
203-213 A reply to Professors Maasoumi and Phillips by Hendry, David F. [Downloadable! (restricted)]
215-231 Some results on the statistical properties of an inequality constrained least squares estimator in a linear model with two regressors by Thomson, Michael [Downloadable! (restricted)]
233-238 On the estimation of technical inefficiency in the stochastic frontier production function model by Jondrow, James & Knox Lovell, C. A. & Materov, Ivan S. & Schmidt, Peter [Downloadable! (restricted)]
239-285 Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood by Magnus, Jan R. [Downloadable! (restricted)]
287-299 The estimation of the degree of oligopoly power by Appelbaum, Elie [Downloadable! (restricted)]
301-318 Regularity conditions for cox's test of non-nested hypotheses by White, Halbert [Downloadable! (restricted)]
319-331 The decomposition of frontier cost function deviations into measures of technical and allocative efficiency by Kopp, Raymond J. & Diewert, W. Erwin [Downloadable! (restricted)]
333-343 Linear regression using both temporally aggregated and temporally disaggregated data by Palm, F. C. & Nijman, T. E. [Downloadable! (restricted)]
345-366 Seasonality in dynamic regression models : A comparative study of finite sample properties of various regression estimators including band spectrum regression by Bunzel, Henning & Hylleberg, Svend [Downloadable! (restricted)]
367-378 Non-causality due to omitted variables by Lutkepohl, Helmut [Downloadable! (restricted)]
379-384 Empirical evidence of causality from consumer to wholesale prices by Colclough, William G. & Lange, Mark D. [Downloadable! (restricted)]
385-390 A forecasting property of the unrestricted, restricted, and partially restricted reduced-form coefficients by Park, Soo-Bin [Downloadable! (restricted)]
1982, Volume 19, Issue 1 1-5 Introduction by Broemeling, Lyle [Downloadable! (restricted)]
7-22 A Bayesian approach to retrospective identification of change-points by Booth, N.B. & Smith, A.F.M. [Downloadable! (restricted)]
23-29 Bayesian detection of a change of scale parameter in sequences of independent gamma random variables by Diaz, Joaquin [Downloadable! (restricted)]
31-76 Recursive stability analysis of linear regression relationships: An exploratory methodology by Dufour, Jean-Marie [Downloadable! (restricted)]
77-87 A Bayesian analysis of a switching linear model by Holbert, Donald [Downloadable! (restricted)]
89-107 Robust inferences for structural shift in regression models by Hsu, D.A. [Downloadable! (restricted)]
109-123 Test for normality in the econometric disequilibrium markets model by Lee, Lung-Fei [Downloadable! (restricted)]
125-145 Testing separate regression models subject to specification error by McAleer, Michael & Fisher, Gordon [Downloadable! (restricted)]
147-163 Structural changes in time series models by Salazar, Diego [Downloadable! (restricted)]
165-182 A Bayesian and maximum likelihood analysis of a gradual switching regression in a simultaneous equation framework by Tsurumi, Hiroki [Downloadable! (restricted)]
1982, Volume 18, Issue 3 1982, Volume 18, Issue 2 191-205 Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system by Fujikoshi, Yasunori & Morimune, Kimio & Kunitomo, Naoto & Taniguchi, Masanobu [Downloadable! (restricted)]
207-217 Recursive estimation of simultaneous equation models by Chavas, Jean-Paul [Downloadable! (restricted)]
219-237 Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation by Kiefer, Nicholas M. [Downloadable! (restricted)]
239-249 A bayesian analysis of a random coefficient model in a simple keynesian system by Tsurumi, Hiroki & Shiba, Tsunemasa [Downloadable! (restricted)]
251-261 Bayesian estimation of the switching regression model with autocorrelated errors by Ohtani, Kazuhiro [Downloadable! (restricted)]
263-274 On the comprehensive method of testing non-nested regression models by Pesaran, M. H. [Downloadable! (restricted)]
275-279 A stationary point for the stochastic frontier likelihood by Waldman, Donald M. [Downloadable! (restricted)]
281-284 Underestimation of mean square error matrix in misspecified linear models by Terasvirta, Timo [Downloadable! (restricted)]
285-289 Maximum likelihood estimation of stochastic frontier production models by Greene, William H. [Downloadable! (restricted)]
291-294 A note on testing demand homogeneity by Bera, Anil K. [Downloadable! (restricted)]
1982, Volume 18, Issue 1 1981, Volume 17, Issue 3 263-285 Conditional distributions of earnings, wages and hours for blacks and whites by White, Halbert & Olson, Lawrence [Downloadable! (restricted)]
287-304 Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis by Geweke, John F. & Singleton, Kenneth J. [Downloadable! (restricted)]
305-321 Sources of error in economic time series by Pierce, David A. [Downloadable! (restricted)]
323-331 Pitfalls of testing non-nested hypotheses by the lagrange multiplier method by Pesaran, M. H. [Downloadable! (restricted)]
333-350 Model occurrence and model selection in panel data sets by Poirier, Dale J. & Klepper, Steven [Downloadable! (restricted)]
351-381 A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator by Amemiya, Takeshi & Powell, James L. [Downloadable! (restricted)]
383-387 A note on the moments of partially restricted reduced forms by McCarthy, Michael D. [Downloadable! (restricted)]
389-392 On the existence of moments of partially restricted reduced form estimators : A comment by Swamy, P. A. V. B. & Mehta, J. S. [Downloadable! (restricted)]
1981, Volume 17, Issue 2 141-155 Econometric modelling with non-normal disturbances by Goldfeld, Stephen M. & Quandt, Richard E. [Downloadable! (restricted)]
157-176 Granger-causality in multiple time series by TjOstheim, Dag [Downloadable! (restricted)]
177-188 An analysis of the bounds for the Gini coefficient by McDonald, James B. & Ransom, Michael R. [Downloadable! (restricted)]
189-200 Simultaneous equations with error components by Baltagi, Badi H. [Downloadable! (restricted)]
201-227 Departures from marginal-cost pricing in the American automobile industry : Estimates for 1977-1978 by Bresnahan, Timothy F. [Downloadable! (restricted)]
229-252 The demand for deductibles in private health insurance : A probit model with sample selection by Van de Ven, Wynand P. M. M. & Van Praag, Bernard M. S. [Downloadable! (restricted)]
253-258 Further evidence on the robustness of the Tobit estimator to heteroskedasticity by Arabmazar, Abbas & Schmidt, Peter [Downloadable! (restricted)]
1981, Volume 17, Issue 1 1-19 Assessing the potential demand for electric cars by Beggs, S. & Cardell, S. & Hausman, J. [Downloadable! (restricted)]
21-49 Pooling : An experimental study of alternative testing and estimation procedures in a two-way error component model by Baltagi, Badi H. [Downloadable! (restricted)]
51-66 The alternative Durbin-Watson test : An assessment of Durbin and Watson's choice of test statistic by King, M. L. [Downloadable! (restricted)]
67-82 On the efficiency of the Cochrane-Orcutt estimator by Taylor, William E. [Downloadable! (restricted)]
83-97 Asymptotic properties of the maximum likelihood estimator in dichotomous logit models by Gourieroux, Christian & Monfort, Alain [Downloadable! (restricted)]
99-105 Testing for serial correlation in simultaneous equation models : Some further results by Harvey, A. C. & Phillips, G. D. A. [Downloadable! (restricted)]
107-112 A note on studentizing a test for heteroscedasticity by Koenker, Roger [Downloadable! (restricted)]
113-123 Improved Stein-rule estimator for regression problems by Carter, R. A. L. [Downloadable! (restricted)]
125-125 Improved Stein-rule estimator for regression problems by Vinod, H. D. [Downloadable! (restricted)]
127-130 Large sample estimation and testing procedures for dynamic equation systems by McDonald, John & Darroch, John [Downloadable! (restricted)]
131-138 Large sample estimation and testing procedures for dynamic equation systems by Palm, Franz & Zellner, Arnold [Downloadable! (restricted)]
1981, Volume 16, Issue 3 277-294 Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo [Downloadable! (restricted)]
295-310 Problems with the estimation of moving average processes by Davidson, James E. H. [Downloadable! (restricted)]
311-337 A study of estimator densities and performance under misspecification by Rhodes, George Jr. & Westbrook, M. Daniel [Downloadable! (restricted)]
339-365 Short-run labor productivity in a dynamic model by Morrison, C. J. & Berndt, E. R. [Downloadable! (restricted)]
367-374 Omission of an observation from a regression analysis : A dicussion on efficiency loss, with applications by Doran, Howard E. [Downloadable! (restricted)]
375-398 Identification of rational expectations models by Pesaran, M. H. [Downloadable! (restricted)]
399-399 International meeting on analysis of sample survey data and sequential analysis by Yahav, J. & Nathan, G. [Downloadable! (restricted)]
1981, Volume 16, Issue 2 1981, Volume 16, Issue 1 1-1 Editor's introduction by Maddala, G. S. [Downloadable! (restricted)]
3-14 Likelihood of a model and information criteria by Akaike, Hirotugu [Downloadable! (restricted)]
15-20 Likelihood ratios, posterior odds and information criteria by Atkinson, A. C. [Downloadable! (restricted)]
21-33 A comparison of the information and posterior probability criteria for model selection by Chow, Gregory C. [Downloadable! (restricted)]
35-49 Alternative formulations of the Nerlove-Press models by Maddala, G. S. & Trost, R. P. [Downloadable! (restricted)]
51-69 Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data by Lee, Lung-Fei [Downloadable! (restricted)]
71-87 Alternative tests of rational expectations models : The case of the term structure by Shiller, Robert J. [Downloadable! (restricted)]
89-102 On the estimation of inflationary expectations from qualitative responses by Fishe, Raymond P. H. & Lahiri, Kajal [Downloadable! (restricted)]
103-119 Alternative procedures and associated tests of significance for non-nested hypotheses by Fisher, Gordon R. & McAleer, Michael [Downloadable! (restricted)]
121-130 Some properties of time series data and their use in econometric model specification by Granger, C. W. J. [Downloadable! (restricted)]
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 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 Access
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