Journal of Econometrics

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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

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1973, Volume 1, Issue 4

• 402-403 Econometric studies of macro and monetary relations : A.A. Powell and R.A. Williams (eds.), (North-Holland Publ. Co., Amsterdam, 1973) viii+358 pp. ($18.75)
  by Pagan, Adrian [Downloadable! (restricted)]
• 403-406 An introduction to applied macroeconomics : Edwin Kuh and Richard Schmalensee, (North-Holland Publ. Co., Amsterdam, 1972) 240 pp. (Dfl. 40.00)
  by Hurd, Michael D. [Downloadable! (restricted)]
• 397-398 Mathematical models in investment and finance : G.P. Szego and Karl Shell (eds)., (North-Holland Publ. Co., Amsterdam, 1973) 656 pp. ($41.50)
  by Aigner, D. J. [Downloadable! (restricted)]

• 201-228 On estimation of an econometric model of short-run bank behaviour
  by Aigner, Dennis J. [Downloadable! (restricted)]
• 229-265 An econometric model of the Australian economy
  by Higgins, C. I. & Fitzgerald, V. W. [Downloadable! (restricted)]
• 267-299 Bayesian analysis of the federal reserve- MIT-Penn model's almon lag consumption function
  by Zellner, Arnold & Williams, Anne D. [Downloadable! (restricted)]
• 301-311 A note on aggregation bias and loss
  by Knox Lovell, C. A. [Downloadable! (restricted)]
• 313-314 A note on the measurability of the pseudo-inverse
  by Schonfeld, Peter [Downloadable! (restricted)]
• 315-316 A note on extraneous information in regression
  by Brook, Richard & Wallace, T. D. [Downloadable! (restricted)]

• 115-132 The mean square error of a combined estimator and numerical comparison with the TSLS estimator
  by Sawa, Takamitsu [Downloadable! (restricted)]
• 133-154 Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
  by Brewer, K. R. W. [Downloadable! (restricted)]
• 155-180 A class of dynamic models for describing and projecting industrial development
  by Day, Richard H. & Nelson, Jon P. [Downloadable! (restricted)]
• 191-200 Some comments on estimation in regression after preliminary tests of significance
  by Bock, M. E. & Judge, G. G. & Yancey, T. A. [Downloadable! (restricted)]

• 1-1 Editorial
  by A., D. J. & D., P. J. & Z., A. [Downloadable! (restricted)]
• 3-15 A Markov model for switching regressions
  by Goldfeld, Stephen M. & Quandt, Richard E. [Downloadable! (restricted)]
• 17-28 Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
  by Balestra, Pietro [Downloadable! (restricted)]
• 29-47 Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression
  by Judge, G. G. & Yancey, T. A. & Bock, M. E. [Downloadable! (restricted)]
• 49-59 Regression with a binary independent variable subject to errors of observation
  by Aigner, Dennis J. [Downloadable! (restricted)]
• 61-80 Retail inventory investment behaviour
  by Trivedi, P. K. [Downloadable! (restricted)]
• 81-113 The translog function and the substitution of equipment, structures, and labor in U.S. manufacturing 1929-68
  by Berndt, Ernst R. & Christensen, Laurits R. [Downloadable! (restricted)]

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