This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
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:
For technical questions regarding this series, please contact
(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
1980, Volume 14, Issue 2
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 1-12 Estimation and testing for functional form and autocorrelation : A simultaneous approach by Savin, N. E. & White, Kenneth J. [Downloadable! (restricted)]
13-21 On a two-step estimation of a multivariate logit model by Amemiya, Takeshi [Downloadable! (restricted)]
23-31 The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions by Deistler, Manfred [Downloadable! (restricted)]
33-46 Multidimensional scaling : Some econometric applications by Maital, Shlomo [Downloadable! (restricted)]
47-59 Generalized variance-ratio tests for serial correlation in multivariate regression models by Szroeter, Jerzy [Downloadable! (restricted)]
61-74 Efficient estimation of income distribution parameters by Kloek, Teun & van Dijk, Herman K. [Downloadable! (restricted)]
75-101 Parking location and transit demand : A case study of endogenous attributes in disaggregate mode choice models by Westin, Richard B. & Gillen, David W. [Downloadable! (restricted)]
103-110 A new method of estimating Engel elasticities by Kakwani, Nanak [Downloadable! (restricted)]
111-125 Federally subsidized occupational training and the employment and earnings of male trainees by Kiefer, Nicholas M. [Downloadable! (restricted)]
1978, Volume 7, Issue 3 263-279 Estimation of a dynamic demand function for gasoline with different schemes of parameter variation by Mehta, Jatinder S. & Narasimham, Gorti V. L. & Swamy, Paravastu A. V. B. [Downloadable! (restricted)]
281-312 Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix by Magnus, Jan R. [Downloadable! (restricted)]
313-331 An empirical analysis of linear aggregation problems : The case of investment behavior in Japanese firms by Sasaki, Komei [Downloadable! (restricted)]
333-350 First-order identification in linear models by Monfort, Alain [Downloadable! (restricted)]
351-372 Optimal experimental design in econometrics : The time series problem by Papakyriazis, Panagiotis A. [Downloadable! (restricted)]
373-384 Polynomial operators and the asymptotic distribution of dynamic multipliers by Gill, Leonard & Brissimis, Sophocles N. [Downloadable! (restricted)]
385-389 The stochastic frontier production function and average efficiency : An empirical analysis by Lee, Lung-Fei & Tyler, William G. [Downloadable! (restricted)]
391-395 Optimality of least squares in the seemingly unrelated regression equation model by Dwivedi, T. D. & Srivastava, V. K. [Downloadable! (restricted)]
1978, Volume 7, Issue 2 133-146 Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model by Doran, H. E. & Griffiths, W. E. [Downloadable! (restricted)]
147-162 Specification and estimation of dynamic demand systems incorporating polynomial price response functions : An application to U.S. clothing imports by McMenamin, J. Stuart & Pinard, Jean-Paul [Downloadable! (restricted)]
163-185 Testing the exogeneity specification in the complete dynamic simultaneous equation model by Geweke, John [Downloadable! (restricted)]
187-198 Full maximum likelihood estimation of second- order autoregressive error models by Beach, Charles M. & MacKinnon, James G. [Downloadable! (restricted)]
199-210 On the impact of the tests for serial correlation upon the test of significance for the regression coefficient by Nakamura, Alice & Nakamura, Masao [Downloadable! (restricted)]
211-225 Uncorrelated residuals from linear models by Dent, Warren T. & Styan, George P. H. [Downloadable! (restricted)]
227-243 The bias and mean squared error of forecasts from partially restricted reduced form by Nagar, Anirudh L. & Sahay, Surottam N. [Downloadable! (restricted)]
245-258 Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors - II by Swamy, Paravastu A. V. B. & Rappoport, Paul N. [Downloadable! (restricted)]
259-261 A note on the estimation of seemingly unrelated regression systems by Schmidt, Peter [Downloadable! (restricted)]
1978, Volume 7, Issue 1 1-13 The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model by Mehta, Jatinder S. & Swamy, Paravastu A. V. B. [Downloadable! (restricted)]
15-21 Asymptotic properties of a correlation coefficient type statistic connected with the general linear model by De Haan, Laurens & Taconis-Haantjes, Elselien [Downloadable! (restricted)]
23-55 A Monte Carlo study of autoregressive integrated moving average processes by Dent, Warren & Min, An-Sik [Downloadable! (restricted)]
57-66 Harmonic alternatives to the Almon polynomial technique by Hamlen, Susan S. & Hamlen, William Jr. [Downloadable! (restricted)]
67-86 Stochastic specification of production functions and economic implications by Just, Richard E. & Pope, Rulon D. [Downloadable! (restricted)]
87-102 Testing neoclassical production theory by Appelbaum, Elie [Downloadable! (restricted)]
103-114 The distribution of changes in manufacturing employment and the impact of the minimum wage by Uri, Noel D. & Mixon, J. Wilson [Downloadable! (restricted)]
115-117 On obtaining the right sign of a coefficient estimate by omitting a variable from the regression by Visco, Ignazio [Downloadable! (restricted)]
119-122 A note on non-linear limited-information maximum-likelihood by Raduchel, William J. [Downloadable! (restricted)]
123-125 A comment on "normalization in point estimation" by Kadane, Joseph B. [Downloadable! (restricted)]
127-127 Reply by Fisher, Walter D. [Downloadable! (restricted)]
129-129 Rejoinder by Kadane, Joseph B. [Downloadable! (restricted)]
1977, Volume 6, Issue 3 263-287 An econometric model of the petroleum industry by Rice, Patricia & Smith, V. Kerry [Downloadable! (restricted)]
289-308 Differencing of random walks and near random walks by Gonedes, Nicholas J. & Roberts, Harry V. [Downloadable! (restricted)]
309-327 Censored regression models with unobserved, stochastic censoring thresholds by Nelson, Forrest D. [Downloadable! (restricted)]
329-354 Bayesian regression analysis using poly-t densities by Dreze, Jacques H. [Downloadable! (restricted)]
355-363 Mean square error tests for restrictions in singular linear models by Holland, Burt S. [Downloadable! (restricted)]
365-370 A note on a heteroscedastic model by Amemiya, Takeshi [Downloadable! (restricted)]
371-380 A Bayesian test of a parameter shift and an application by Tsurumi, Hiroki [Downloadable! (restricted)]
381-387 Goodness of fit for seemingly unrelated regressions : Glahn's R2y.x and Hooper's r2 by McElroy, Marjorie B. [Downloadable! (restricted)]
389-394 Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances by McElroy, Marjorie B. [Downloadable! (restricted)]
1977, Volume 6, Issue 2 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 Access
and download statistics
Did you know? Over 80% of the top 1000 economists are registered on RePEc.
This page was last updated on 2009-12-9.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .