# Elsevier

# Journal of Econometrics

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### 1979, Volume 10, Issue 1

**71-84 Modeling the price side of econometric models : An analysis of the underlying hypotheses***by*Neftci, Salih N.**85-98 Technical change in the U.S. primary metals industry***by*Wills, John**99-102 The error components model : Conditions for the existence of the maximum likelihood estimates***by*Berzeg, Korhan**103-107 Prediction in the context of the variance-components model***by*Taub, Allan J.**109-113 Goodness-of-fit in the seemingly unrelated regressions model : A generalization***by*Buse, A.**115-118 On the characterization of a joint probability distribution by conditional distributions***by*Gourieroux, Christian & Monfort, Alain**119-123 Pre-testing on part of the data***by*Toyoda, T. & Wallace, T. Dudley

### 1979, Volume 9, Issue 3

**241-261 The sampling distribution of forecasts from a first-order autoregression***by*Phillips, Peter C. B.**263-281 FIML estimation of the dynamic simultaneous equations model with ARMA disturbances***by*Reinsel, Greg**283-294 Testing price taking behavior***by*Appelbaum, Elie**295-314 The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors***by*Hendry, David F.**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.**343-366 Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers***by*Schmidt, Peter & Knox Lovell, C. A.**368-377 Optimal instruments when the disturbances are small***by*Klein, Roger W.**379-385 Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances***by*Gupta, Yash Pal & Maasoumi, Esfandiar**387-389 Prediction from binary choice models : A note***by*Lancaster, Tony

### 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**33-57 Residential demand for electricity : An econometric approach***by*Hendricks, Wallace & Koenker, Roger & Poirier, Dale J.**59-77 The residential demand for electricity with time-of-day pricing***by*Lawrence, Anthony & Braithwait, Steven**79-95 Responsiveness to time-of-day electricity pricing : First empirical results***by*Atkinson, Scott E.**97-115 On modelling the residential demand for electricity by time-of-day***by*Taylor, Lester D.**119-136 Econometric estimation of peak electricity demands***by*Spann, Robert M. & Beauvais, Edward C.**137-153 An approach to modeling seasonally stationary time series***by*Parzen, Emanuel & Pagano, Marcello**155-171 A mixed time-series/econometric approach to forecasting peak system load***by*Uri, Noel D.**175-192 Optimal peak load pricing with time-additive consumer preferences***by*Koenker, Roger**193-207 Theoretical determinants of the industrial demand for electricity by time of day***by*Panzar, John C. & Willig, Robert D.**209-221 Bayesian analysis of optimal sample size and a best decision rule for experiments in direct load control***by*Aigner, Dennis J.**223-237 Multi-period pricing with stochastic demand***by*Dansby, Robert E.

### 1978, Volume 8, Issue 3

**267-267 Editorial***by*Aigner, Dennis & Zellner, Arnold**269-293 Local and global identification and strong consistency in time series models***by*Kohn, R.**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.**307-321 Posterior distribution for the multiple correlation coefficient with fixed regressors***by*Press, S. James & Zellner, Arnold**323-356 On the efficient estimation methods for the macro-economic models nonlinear in variables***by*Hatanaka, Michio**357-382 Estimation of some limited dependent variable models with application to housing demand***by*Lee, Lung-Fei & Trost, Robert P.**383-398 On testing weak separability***by*Woodland, Alan D.

### 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**159-172 The exact moments of the least squares estimator for the autoregressive model***by*Sawa, Takamitsu**173-179 Single-equation estimators and aggregation restrictions when equations have the same sets of regressors***by*Denton, Frank T.**181-192 Determining the final form of a linear dynamic econometric model***by*De Jong, Piet**193-201 Testing unstable econometric models for stability : An empirical study***by*Gustafson, Elizabeth F.**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.**215-226 Labour supply and commuting time : An empirical study***by*Wales, Terence J.**227-236 Testing for multiplicative heteroskedasticity***by*Godfrey, Leslie G.**237-246 The effect of temporal aggregation on parameter estimation in distributed lag model***by*Wei, William W. S.**247-254 Rational and polynomial lags : The finite connection***by*Pagan, Adrian**255-259 Fourth-order autocorrelation : Further significance points for the Wallis test***by*Giles, D. E. A. & King, M. L.**261-263 Consistency and identifiability***by*Gabrielsen, Arne

### 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.**13-21 On a two-step estimation of a multivariate logit model***by*Amemiya, Takeshi**23-31 The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions***by*Deistler, Manfred**33-46 Multidimensional scaling : Some econometric applications***by*Maital, Shlomo**47-59 Generalized variance-ratio tests for serial correlation in multivariate regression models***by*Szroeter, Jerzy**61-74 Efficient estimation of income distribution parameters***by*Kloek, Teun & van Dijk, Herman K.**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.**103-110 A new method of estimating Engel elasticities***by*Kakwani, Nanak**111-125 Federally subsidized occupational training and the employment and earnings of male trainees***by*Kiefer, Nicholas M.

### 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.**281-312 Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix***by*Magnus, Jan R.**313-331 An empirical analysis of linear aggregation problems : The case of investment behavior in Japanese firms***by*Sasaki, Komei**333-350 First-order identification in linear models***by*Monfort, Alain**351-372 Optimal experimental design in econometrics : The time series problem***by*Papakyriazis, Panagiotis A.**373-384 Polynomial operators and the asymptotic distribution of dynamic multipliers***by*Gill, Leonard & Brissimis, Sophocles N.**385-389 The stochastic frontier production function and average efficiency : An empirical analysis***by*Lee, Lung-Fei & Tyler, William G.**391-395 Optimality of least squares in the seemingly unrelated regression equation model***by*Dwivedi, T. D. & Srivastava, V. K.

### 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.**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**163-185 Testing the exogeneity specification in the complete dynamic simultaneous equation model***by*Geweke, John**187-198 Full maximum likelihood estimation of second- order autoregressive error models***by*Beach, Charles M. & MacKinnon, James G.**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**211-225 Uncorrelated residuals from linear models***by*Dent, Warren T. & Styan, George P. H.**227-243 The bias and mean squared error of forecasts from partially restricted reduced form***by*Nagar, Anirudh L. & Sahay, Surottam N.**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.**259-261 A note on the estimation of seemingly unrelated regression systems***by*Schmidt, Peter

### 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.**15-21 Asymptotic properties of a correlation coefficient type statistic connected with the general linear model***by*De Haan, Laurens & Taconis-Haantjes, Elselien**23-55 A Monte Carlo study of autoregressive integrated moving average processes***by*Dent, Warren & Min, An-Sik**57-66 Harmonic alternatives to the Almon polynomial technique***by*Hamlen, Susan S. & Hamlen, William Jr.**67-86 Stochastic specification of production functions and economic implications***by*Just, Richard E. & Pope, Rulon D.**87-102 Testing neoclassical production theory***by*Appelbaum, Elie**103-114 The distribution of changes in manufacturing employment and the impact of the minimum wage***by*Uri, Noel D. & Mixon, J. Wilson**115-117 On obtaining the right sign of a coefficient estimate by omitting a variable from the regression***by*Visco, Ignazio**119-122 A note on non-linear limited-information maximum-likelihood***by*Raduchel, William J.**123-125 A comment on "normalization in point estimation"***by*Kadane, Joseph B.**127-127 Reply***by*Fisher, Walter D.**129-129 Rejoinder***by*Kadane, Joseph B.

### 1977, Volume 6, Issue 3

**263-287 An econometric model of the petroleum industry***by*Rice, Patricia & Smith, V. Kerry**289-308 Differencing of random walks and near random walks***by*Gonedes, Nicholas J. & Roberts, Harry V.**309-327 Censored regression models with unobserved, stochastic censoring thresholds***by*Nelson, Forrest D.**329-354 Bayesian regression analysis using poly-t densities***by*Dreze, Jacques H.**355-363 Mean square error tests for restrictions in singular linear models***by*Holland, Burt S.**365-370 A note on a heteroscedastic model***by*Amemiya, Takeshi**371-380 A Bayesian test of a parameter shift and an application***by*Tsurumi, Hiroki**381-387 Goodness of fit for seemingly unrelated regressions : Glahn's R2y.x and Hooper's r2***by*McElroy, Marjorie B.**389-394 Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances***by*McElroy, Marjorie B.

### 1977, Volume 6, Issue 2

**147-164 An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator***by*Phillips, Peter C. B.**165-171 Measurement errors and bounded OLS estimates***by*Levi, Maurice D.**173-197 The construction and estimation of continuous time models and discrete approximations in econometrics***by*Robinson, Peter M.**199-224 Estimation of a non-invertible moving average process : The case of overdifferencing***by*Plosser, Charles I. & Schwert, G. William**225-236 Estimation in the first-order moving average model through the finite autoregressive approximation : Some asymptotic results***by*Mentz, Raul Pedro**237-242 On the consequences of planning interval specification error for the estimation of dynamic models***by*Betancourt, Roger R.**243-260 Option values, stipends and the returns to educational investment***by*Comay, Yochanan P. & Melnik, Arie & Pollatschek, Moshe A.

### 1977, Volume 6, Issue 1

**1-19 On the estimation of Engel elasticities from grouped observations with application to Indonesian data***by*Kakwani, Nanak**21-37 Formulation and estimation of stochastic frontier production function models***by*Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter**39-50 Coefficients of correlation for simultaneous equation systems***by*Carter, Richard A. L. & Nagar, Anirudh L.**51-63 Estimation of a model containing unobservable variables using grouped observations : An application to the permanent income hypothesis***by*Attfield, Clifford L. F.**65-77 Recursions for the two-stage least-squares estimators***by*Phillips, Garry D. A.**79-101 Spectral analysis of public utility returns***by*Goldberg, Michael A. & Vora, Ashok**103-119 Testing for functional misspecification in regression analysis***by*Harvey, Andrew C. & Collier, Patrick**121-134 On the structure of moving average processes***by*Ansley, Craig F. & Spivey, W. Allen & Wrobleski, William J.**135-140 An inequality and a lemma revisited***by*Anderson, Oliver D.**141-142 Econometric studies of U.S. energy policy : D.W. Jorgenson, ed., (North-Holland, Amsterdam, 1976) pp.243***by*Mitchell, Bridger M.**142-142 Econometrics of investment : J.C.R. Rowley and P.K. Trivedi, (Wiley, New York, 1975)***by*Levi, Maurice D.**143-144 Optimal control and system theory in dynamic economic analysis : Masanao Aoki, (North-Holland, Amsterdam,1976) xiv+400 pp***by*Chow, Gregory C.**144-145 Introduction a l'econometrie : Yvan Langaskens, (Librairie Droz, Geneva, 1975) approx. 670 pp.$30.00***by*Dagenais, Denyse L.

### 1977, Volume 5, Issue 3

**265-293 Causality in temporal systems : Characterization and a survey***by*Pierce, David A. & Haugh, Larry D.**295-299 The modified second-round estimator in the general qualitative response model***by*Amemiya, Takeshi**301-313 Autocorrelated disturbances in the light of specification analysis***by*Chaudhuri (Mukherjee), Maitreyi**315-321 On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model***by*Knight, John L.**323-345 Forecasting aggregates of independent Arima processes***by*Rose, David E.**347-363 Nonlinear models of analysis of variance***by*Laffargue, Jean-Pierre**365-377 Estimation of seemingly unrelated regressions with unequal numbers of observations***by*Schmidt, Peter**379-388 On univariate time series methods and simultaneous equation econometric models***by*Palm, Franz**389-401 Errors in variables in simultaneous equation models***by*Hausman, Jerry A.

### 1977, Volume 5, Issue 2

**135-153 Consumption patterns for electricity***by*Hendricks, Wallace & Koenker, Roger & Podlasek, Robert**155-165 On Bayesian and non-Bayesian estimation of a two-level CES production function for the Dutch manufacturing sector***by*Harkema, Rins & Van Der Loeff, Sybrand Schim**167-182 A comparative study of finite sample properties of band spectrum regression estimators***by*Hylleberg, Svend**183-193 On the flexibility of flexible functional forms : An empirical approach***by*Wales, Terence J.**195-209 On testing separability restrictions with flexible functional forms***by*Blackorby, Charles & Primont, Daniel & Russell, R. Robert**211-219 Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces***by*Corradi, Corrado**221-239 Regression using mixed annual and quarterly data***by*Gilbert, Christopher L.**241-257 Education, income, and ability revisited***by*Chamberlain, Gary**259-259 The theory of quantitative economic policy : K.A. Fox, J.K. Sengupta and E. Thorbecke, 2nd rev. ed. (North-Holland, Amsterdam, 1973)***by*O'Hara, Donald

### 1977, Volume 5, Issue 1

**1-11 Estimation of the Pareto law from underreported data : A further analysis***by*Hinkley, David V. & Revankar, Nagesh S.**13-35 Some aspects of bivariate regression subject to linear constraints***by*Tiao, George C. & Tan, Wei-Yuan & Chang, Yu-Chi**37-53 Estimating U.S. consumer preferences for meat with a flexible utility function***by*Christensen, Laurits R. & Manser, Marilyn E.**55-69 The existence of a real value-added function in the Canadian manufacturing sector***by*Denny, Michael & May, Doug**71-88 Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations***by*Gallant, A. Ronald**89-116 The demand for energy in Canadian manufacturing : An example of the estimation of production structures with many inputs***by*Fuss, Melvyn A.**117-128 A simultaneous equations system of money demand and supply using generalized functional forms***by*Spitzer, John J.**129-133 Abrahamse and Koerts' 'new estimator' of disturbances in regression analysis***by*Neudecker, Heinz

### 1976, Volume 4, Issue 4

**303-310 The lag structure of option price***by*Kassouf, S. T.**311-324 The use of monthly and quarterly data in an ARMA model***by*Den Butter, F. A. G.**325-330 A note on three-stage least squares estimation***by*Maravall, Agustin**331-348 Gains in efficiency from joint estimation of systems of autoregressive-moving average processes***by*Nelson, Charles R.**349-370 Least squares and stochastic difference equations***by*Stigum, Bernt P.**371-392 A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production***by*Tsurumi, Hiroki**393-397 The use of dummy variables to compute predictions, prediction errors, and confidence intervals***by*Salkever, David S.**399-399 Econometrics and economic theory: Essays in honour of Jan Tinbergen : W. Sellekaerts (International Arts and Sciences Press, White Plains, N.Y., 1974)***by*Gaver, Ken**399-400 Studies in Bayesian Econometrics and Statistics, In honor of Leonard J. Savage : S.E. Fienberg and A. Zellner (North-Holland Publishing Co., Amsterdam, 1975)***by*Maddala, G. S.

### 1976, Volume 4, Issue 3

**205-210 The use of R2 to determine the appropriate transformation of regression variables***by*Granger, C. W. J. & Newbold, P.**211-230 The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models***by*Schmidt, Peter & Guilkey, David K.**231-241 Incomplete observations and simultaneous-equations models***by*Dagenais, Marcel G.**243-252 Normalization in point estimation***by*Fisher, Walter D.**253-262 A study of multiple-output production functions : Klein's railroad study revisited***by*Hasenkamp, Georg**263-283 Identification of simultaneous equation models with measurement error***by*Geraci, Vincent J.**285-294 A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss***by*Yancey, Thomas A. & Judge, George G.**295-300 A note on the Bayesian estimation of Solow's distributed lag model***by*Guthrie, Robert S.

### 1976, Volume 4, Issue 2

**101-113 Chicago board call options as predictors of common stock price changes***by*Panton, D.**115-145 Exact and superlative index numbers***by*Diewert, W. E.**147-166 Canonical ridge and econometrics of joint production***by*Vinod, H. D.**167-188 The allocation of household income to food consumption***by*Hymans, Saul H. & Shapiro, Harold T.**189-204 Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances***by*Hatanaka, Michio

### 1976, Volume 4, Issue 1

**1-25 A Bayesian estimation of macro and micro CES production functions***by*Tsurumi, Hiroki & Tsurumi, Yoshi**27-40 Testing income series : An application of principal components***by*Haddad, C. L.**41-50 K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case***by*Scharf, Werner**51-88 The structure of simultaneous equations estimators***by*Hendry, David F.**89-95 Information and computation in simultaneous equations estimation***by*Dent, Warren**97-97 Structural equation model in the social sciences : A.S. Goldberger and O.D. Duncan, eds. (Seminar Press, New York, 1973)***by*Kadane, Joseph B.**97-99 Bank management and portfolio behavior : Donald D. Hester and James L. Pierce (Yale University Press, New Haven, 1975)***by*Lapp, John S.

### 1975, Volume 3, Issue 4

**325-348 Estimation in a disequilibrium model and the value of information***by*Goldfelfd, Stephen M. & Quandt, Richard E.**349-374 Forecasting in dynamic models with stochastic regressors***by*Pierce, David A.**375-386 The nonlinear limited-information maximum- likelihood estimator and the modified nonlinear two-stage least-squares estimator***by*Amemiya, Takeshi**387-390 A result on the sign of restricted least-squares estimates***by*Leamer, Edward E.**391-394 A note on the influence of uncertainty on estimation of production function models***by*Blair, Roger D. & Lusky, Rafael**395-404 Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test***by*Toyoda, T. & Wallace, T. D.

### 1975, Volume 3, Issue 3

**205-228 Maximum score estimation of the stochastic utility model of choice***by*Manski, Charles F.**229-248 Discriminating between autoregressive forms : A Monte Carlo comparison of Bayesian and ad hoc methods***by*Giles, D. E. A.**249-254 The small sample bias of Durbin's tests for serial correlation : When one of the regressors is the lagged dependent variable and the null hypothesis is true***by*Spencer, Byron G.**255-272 Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach***by*Grossman, Sanford**273-296 Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models -- I***by*Swamy, P. A. V. B. & Rappoport, Paul N.**297-318 Some comparisons of tests for a shift in the slopes of a multivariate linear time series model***by*Farley, John U. & Hinich, Melvin & McGuire, Timothy W.**319-319 Statistical decomposition analysis with applications in the social and administrative sciences : Henri Theil, studies in mathematical and managerial economics, vol. 14 (North-Holland, Amsterdam, 1972) xvi+337 pp., U.S. $22.50***by*Balestra, Pietro**320-320 Applied multivariate analysis : S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp***by*Judge, George

### 1975, Volume 3, Issue 2

**105-121 Duality theory and pitfalls in the specification of technologies***by*Burgess, David F.**123-150 Discrimination in the market for public school teachers***by*Antos, Joseph R. & Rosen, Sherwin**151-156 On a lemma associated with Box, Jenkins and Granger***by*Anderson, O. D.**157-169 On Bayesian estimation of seemingly unrelated regressions when some observations are missing***by*Swamy, P. A. V. B. & Mehta, J. S.**171-177 Some large-concentration-parameter asymptotics for the k-class estimators***by*Mariano, Roberto S.**179-187 Autocorrelation and dynamic methodology with an application to wage determination models***by*Kenward, Lloyd R.**189-197 A note on least squares estimation and the blue in a generalized linear regression model***by*Schonfeld, Peter**199-200 Macroeconomic regulation : K.P. Vishwakarma, (Rotterdam University Press, 1974) pp. xi+91***by*Trivedi, P. K.**200-201 Quantitative methods in Economics : J.D.A. Cuddy, (Rotterdam University Press, 1974) pp. viii+180, Dfl. 37.50 (U.S. $13.20)***by*O'Brien, R. J.**201-202 Statistical theory of sample survey design and analysis : H.S. Konijn, (North-Holland, Amsterdam, 1974) pp.xv+429, $32.50***by*Taga, Yasushi**203-203 Erratum***by*Battese, George E. & Fuller, Wayne A.

### 1975, Volume 3, Issue 1

**1-21 The power of four tests of autocorrelation in the linear regression model***by*L'Esperance, Wilford L. & Taylor, Daniel**23-34 On the use of bilinear splines in economics***by*Poirier, Dale J.**35-50 Seemingly unrelated nonlinear regressions***by*Gallant, A. Ronald**51-56 Estimation of the elasticity of substitution in the presence of errors of measurement***by*Scobie, Grant M. & Johnson, Paul R.**57-60 A note on the information matrix of the multivariate normal distribution***by*Richard, Jean-Francois**61-70 The estimation of a family of measures of economic inequality***by*Gastwirth, Joseph L.

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