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March 1988, Volume 37, Issue 3
- 293-326 Alternative non-nested specification tests of time-series investment models
by Bernanke, Ben & Bohn, Henning & Reiss, Peter C.
- 327-342 A normalized quadratic semiflexible functional form
by Diewert, W. E. & Wales, T. J.
- 343-359 Bounding the effects of measurement error in regressions involving dichotomous variables
by Klepper, Steven
- 361-380 Estimation of a fixed-effect Cobb-Douglas system using panel data
by Schmidt, Peter
- 381-388 The exact moments of the least-squares estimator for the autoregressive model corrections and extensions
by Nankervis, J. C. & Savin, N. E.
- 389-393 A simple way of computing the inverse moments of a non-central chi-square random variable
by Xie, Wen Zhi
February 1988, Volume 37, Issue 2
- 195-209 Calculation of maximum entropy distributions and approximation of marginalposterior distributions
by Zellner, Arnold & Highfield, Richard A.
- 211-223 On-site samples' regression : Problems of non-negative integers, truncation, and endogenous stratification
by Shaw, Daigee
- 225-250 Regressor diagnostics for the classical errors-in-variables model
by Klepper, Steven
- 251-264 Foreign exchange rates : A multiple currency and maturity analysis
by Havenner, Arthur & Modjtahedi, Bagher
- 265-276 A further class of tests for heteroscedasticity
by Evans, Merran A. & King, Maxwell L.
- 277-292 Estimators of the disturbance variance in econometric models : Small-sample bias and the existence of moments
by Dufour, Jean-Marie
January 1988, Volume 37, Issue 1
- 1-6 Editors' introduction
by Kloek, Teun & Haitovsky, Yoel
- 7-26 The statistical approach to economics
by Klein, Lawrence R.
- 27-50 Bayesian analysis in econometrics
by Zellner, Arnold
- 51-61 Is a philosophical consensus for statistics attainable?
by Durbin, J.
- 63-64 Discussion of : Is a philosophical consensus for statistics attainable? by J. Durbin
by Fienberg, Stephen E.
- 65-65 Reply to Stephen E. Fienberg's discussion
by Durbin, J.
- 67-86 Current developments in time series modelling
by Priestley, M. B.
- 87-114 Regression by local fitting : Methods, properties, and computational algorithms
by Cleveland, William S. & Devlin, Susan J. & Grosse, Eric
- 115-134 A comparison of GRF and other reduced-form estimators in simultaneous equations models
by Maasoumi, Esfandiar & Jeong, Jin-Ho
- 135-156 Chi-square diagnostic tests for econometric models : Introduction and applications
by Andrews, Donald W. K.
- 157-169 Large-sample properties of method of moment estimators under different data-generating processes
by Van Praag, B. M. S. & Kloek, T. & De Leeuw, J.
- 171-192 Bounds on specification error arising from data proxies
by Kroch, Eugene
November 1987, Volume 36, Issue 3
- 231-250 Efficient estimation of limited dependent variable models with endogenous explanatory variables
by Newey, Whitney K.
- 251-279 The geographic distribution of unemployment rates in the U.S. : A spatial-time series analysis
by Bronars, Stephen G. & Jansen, Dennis W.
- 281-298 The global properties of the two minflex Laurent flexible functional forms
by Barnett, William A. & Lee, Yul W. & Wolfe, Michael
- 299-310 Computational efficiency of FIML estimation
by Calzolari, Giorgio & Panattoni, Lorenzo & Weihs, Claus
- 311-337 Fractional demand systems
by Lewbel, Arthur
- 339-358 Ex post tests for short-and long-run optimization
by Conrad, Klaus & Unger, Ralph
- 359-368 The statistical foundations of a class of parametric tests for heteroscedasticity
by Farebrother, R. W.
- 369-376 A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model
by Thornton, Daniel L.
- 377-382 Usefulness of proxy variables in linear models with stochastic regressors
by Terasvirta, Timo
- 383-389 Maximum likelihood estimation of random effects models
by Breusch, Trevor S.
1987, Volume 36, Issue 1-2
- 1-6 Editor's introduction
by Trivedi, Pravin K.
- 7-30 Estimation of own- and cross-price elasticities from household survey data
by Deaton, Angus
- 31-53 An application of LDV models to household expenditure analysis in Mexico
by Jarque, Carlos M.
- 55-65 The demand for wheat under non-linear pricing in Pakistan
by Ahmad, Ehtisham & Stern, Nicholas & Leung, H. -M.
- 67-88 Are user fees regressive? : The welfare implications of health care financing proposals in Peru
by Gertler, Paul & Locay, Luis & Sanderson, Warren
- 89-110 Microeconometric models of rationing, imperfect markets, and non-negativity constraints
by Lee, Lung-Fei & Pitt, Mark M.
- 111-131 On the determinants of cross-country aggregate agricultural supply
by Binswanger, Hans & Yang, Maw-Cheng & Bowers, Alan & Mundlak, Yair
- 133-161 Vintage production approach to perennial crop supply : An application to tea in major producing countries
by Akiyama, T. & Trivedi, P. K.
- 163-184 Fertility and investments in human capital : Estimates of the consequence of imperfect fertility control in Malaysia
by Rosenzweig, Mark R. & Paul Schultz, T.
- 185-204 How does mother's schooling affect family health, nutrition, medical care usage, and household sanitation?
by Behrman, Jere R. & Wolfe, Barbara L.
- 205-230 The external debt repayments problems of LDC's : An econometric model based on panel data
by Hajivassiliou, Vassilis A.
July 1987, Volume 35, Issue 2-3
- 191-209 A non-parametric analysis of transformations
by Han, Aaron K.
- 211-218 A note on Cochrane-Orcutt estimation
by Magee, Lonnie
- 219-231 On pooling disturbance variances when the goal is testing restrictions on regression coefficients
by Ohtani, Kazuhiro
- 233-252 Bounding the effects of proxy variables on instrumental-variables coefficients
by Krasker, William S. & Pratt, John W.
- 253-266 Mean and variance of R2 in small and moderate samples
by Cramer, J. S.
- 267-285 A further empirical investigation of the dividend adjustment process
by Lee, Cheng F. & Wu, Chunchi & Djarraya, Mohamed
- 287-302 The application of censored regression techniques to the analysis of tax reform
by Lawrence, David B.
- 303-316 Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator
by Han, Aaron K.
- 317-335 Reduced rank regression with autoregressive errors
by Velu, Raja P. & Reinsel, Gregory C.
- 337-358 Stochastic specification and estimation of share equation systems
by Chavas, Jean-Paul & Segerson, Kathleen
- 359-374 OLS or GLS in the presence of specification error? : An expected loss approach
by Thursby, Jerry G.
- 375-391 The extended Stein procedure for simultaneous model selection and parameter estimation
by Judge, George & Yi, Gang & Yancey, Thomas & Terasvirta, Timo
May 1987, Volume 35, Issue 1
- 3-23 Selecting the best linear regression model : A classical approach
by Lien, Donald & Vuong, Quang H.
- 25-35 Distribution-free and link-free estimation for the sample selection model
by Duan, Naihua & Li, Ker-Chau
- 37-57 The impact of grouping coarseness in alternative grouped-data regression models
by Cameron, Trudy Ann
- 59-82 Monte Carlo evidence on the choice between sample selection and two-part models
by Manning, W. G. & Duan, N. & Rogers, W. H.
- 83-100 Improved prediction in the presence of multicollinearity
by Carter Hill, R. & Judge, George
- 101-117 Inference in dynamic models containing 'surprise' variables
by Baillie, Richard T.
- 119-142 Likelihood and other approaches to prediction in dynamic models
by Cooley, Thomas F. & Parke, William R.
- 143-159 Forecasting and testing in co-integrated systems
by Engle, Robert F. & Yoo, Byung Sam
- 161-190 Armax model specification testing, with an application to unemployment in the Netherlands
by Bierens, Herman J.
March 1987, Volume 34, Issue 3
- 275-291 Estimating linear models with ordinal qualitative regressors
by Terza, Joseph V.
- 293-304 Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
by Clarke, Judith A. & Giles, David E. A. & Wallace, T. Dudley
- 305-334 Asymptotic efficiency in estimation with conditional moment restrictions
by Chamberlain, Gary
- 335-348 The specification of technical and allocative inefficiency in stochastic production and profit frontiers
by Kumbhakar, Subal C.
- 349-354 A note on Sargan densities
by Tse, Y. K.
- 355-359 A comment on consumer demand systems with binding non-negativity constraints
by Ransom, Michael R.
- 361-372 The sensitivity of extended linear expenditure system household scales to income declaration errors
by Cinar, E. Mine
- 373-389 A simplified approach to M-estimation with application to two-stage estimators
by Duncan, Gregory M.
- 391-391 Corrigendum
by Nakervis, J. C. & Savin, N. E.
1987, Volume 34, Issue 1-2
- 1-4 Editor's introduction
by Blundell, Richard
- 5-32 Generalised residuals
by Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain
- 33-61 Residual analysis in the grouped and censored normal linear model
by Chesher, Andrew & Irish, Margaret
- 63-82 Regression-based specification tests for the multinomial logit model
by McFadden, Daniel
- 83-104 Specifying and testing econometric models for rank-ordered data
by Hausman, Jerry A. & Ruud, Paul A.
- 105-123 Testing the normality assumption in multivariate simultaneous limited dependent variable models
by Smith, Richard J.
- 125-145 Specification tests for distributional assumptions in the Tobit model
by Newey, Whitney K.
- 147-177 Non-parametric testing of discrete panel data models
by Lee, Lung-Fei
- 179-200 Bivariate alternatives to the Tobit model
by Blundell, Richard & Meghir, Costas
- 201-252 Simulated residuals
by Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain
- 253-261 Prediction tests in limited dependent variable models
by Anderson, G. J.
- 263-274 A note on specification tests for the multinomial logit model
by Wills, Hugh
December 1986, Volume 33, Issue 3
1986, Volume 33, Issue 1-2
- 1-5 Editors' introduction
by Berndt, Ernst R. & Fuss, Melvyn A.
- 7-29 Productivity measurement with adjustments for variations in capacity utilization and other forms of temporary equilibrium
by Berndt, Ernst R. & Fuss, Melvyn A.
- 31-50 Productivity change, capacity utilization, and the sources of efficiency growth
by Hulten, Charles R.
- 51-74 Productivity measurement with non-static expectations and varying capacity utilization : An integrated approach
by Morrison, Catherine J.
- 75-95 Total-factor-productivity measurement when equilibrium is temporary : A Monte Carlo assessment
by Slade, Margaret E.
- 97-118 A test of static equilibrium models and rates of return to quasi-fixed factors, with an application to the Bell system
by Schankerman, Mark & Nadiri, M. Ishaq
- 119-141 Testing for separable functional structure using temporary equilibrium models
by Hazilla, Michael & Kopp, Raymond J.
- 143-163 Allocative distortions and the regulatory transition of the U.S. airline industry
by Sickles, Robin C. & Good, David & Johnson, Richard L.
- 165-185 The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates
by Barnett, William A. & Hinich, Melvin J. & Weber, Warren E.
- 187-211 A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations
by Prucha, Ingmar R. & Nadiri, M. Ishaq
- 213-236 Aggregation, expectations, and the explanation of technological change
by Antle, John M.
- 237-262 A dynamic model of aggregate output supply, factor demand and entry and exit for a competitive industry with heterogeneous plants
by Chetty, V. K. & Heckman, J. J.
- 263-284 Temporary equilibrium production models for a common-property renewable-resource sector
by Capalbo, Susan M.
- 285-310 Aggregate output with variable rates of utilization of employed factors
by Helliwell, John F. & Chung, Alan
August 1986, Volume 32, Issue 3
July 1986, Volume 32, Issue 2
June 1986, Volume 32, Issue 1
- 1-3 Editor's introduction
by Duncan, Gregory M.
- 5-34 A semi-parametric censored regression estimator
by Duncan, Gregory M.
- 35-57 Non-parametric maximum likelihood estimation of censored regression models
by Fernandez, Luis
- 59-84 A distribution-free least squares estimator for censored linear regression models
by Horowitz, Joel L.
- 85-108 Operational characteristics of maximum score estimation
by Manski, Charles F. & Thompson, T. Scott
- 109-125 Choice-based samples : A non-parametric approach
by Morgenthaler, S. & Vardi, Y.
- 127-141 Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
by Newey, Whitney K.
- 143-155 Censored regression quantiles
by Powell, James L.
- 157-187 Consistent estimation of limited dependent variable models despite misspecification of distribution
by Ruud, Paul A.
April 1986, Volume 31, Issue 3
- 235-253 Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the Klem translog production model
by Tsurumi, Hiroki & Wago, Hajime & Ilmakunnas, Pekka
- 255-274 The frequency of price adjustment : A study of the newsstand prices of magazines
by Cecchetti, Stephen G.
- 275-305 Estimated parameters as independent variables : An application to the costs of electric generating units
by Schmalensee, Richard & Joskow, Paul L.
- 307-327 Generalized autoregressive conditional heteroskedasticity
by Bollerslev, Tim
- 329-340 A simple, flexible distributed lag technique : The polynomial inverse lag
by Mitchell, Douglas W. & Speaker, Paul J.
- 341-361 Modified lagrange multiplier tests for problems with one-sided alternatives
by Rogers, Alan J.
March 1986, Volume 31, Issue 2
February 1986, Volume 31, Issue 1
1985, Volume 30, Issue 1-2
- 1-1 Editor's introduction
by Barnett, William A. & Ronald Gallant, A.
- 3-31 The three-dimensional global properties of the minflex laurent, generalized leontief, and translog flexible functional forms
by Barnett, William A. & Lee, Yul W. & Wolfe, Michael D.
- 33-44 The minflex-laurent translog flexible functional form
by Barnett, William A.
- 45-66 On deviations between neoclassical and GFT-based true cost-of-living indexes derived from the same demand function system
by Basmann, R. L. & Diamond, C. A. & Frentrup, J. C. & White, S. N.
- 67-90 On models and methods for Bayesian time series analysis
by Carlin, J. B. & Dempster, A. P. & Jonas, A. B.
- 91-107 Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
by Charnes, A. & Cooper, W. W. & Golany, B. & Seiford, L. & Stutz, J.
- 109-126 Panel data from time series of cross-sections
by Deaton, Angus
- 127-147 Tests for the consistency of consumer data
by Diewert, W. E. & Parkan, C.
- 149-169 Non-parametric hypothesis testing procedures and applications to demand analysis
by Epstein, Larry G. & Yatchew, Adonis J.
- 171-201 Explicitly infinite-dimensional Bayesian analysis of production technologies
by Gallant, A. Ronald & Monahan, John F.
- 203-238 A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
by Hansen, Lars Peter
- 239-267 Alternative methods for evaluating the impact of interventions : An overview
by Heckman, James J. & Robb, Richard Jr.
- 269-288 Identification of the coefficients in a non-linear : time series of the quadratic type
by Hinich, Melvin J. & Patterson, Douglas M.
- 289-296 On non-linear serial dependencies in stock returns
by Marsh, Terry A.
- 297-299 Reply to Marsh's note
by Hinich, Melvin J. & Patterson, Douglas M.
- 301-316 Efficiency versus equity in natural gas price regulation
by Jorgenson, Dale W. & Slesnick, Daniel T.
- 317-344 The estimation of complete aggregation structures
by Powell, James L. & Stoker, Thomas M.
- 345-361 Comparison of alternative functional forms in production
by Rossi, Peter E.
- 363-364 Discussion of Rossi's paper
by Hinkley, David
- 365-389 The invariance principle and income-wealth conservation laws : Application of Lie groups and related transformations
by Sato, Ryuzo
- 391-413 Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models
by Singleton, Kenneth J.
- 415-443 Diagnostic testing and evaluation of maximum likelihood models
by Tauchen, George
- 445-458 Non-parametric analysis of optimizing behavior with measurement error
by Varian, Hal R.
- 459-471 Entry and empirical demand and supply analysis for competitive industries
by Veloce, William & Zellner, Arnold
September 1985, Volume 29, Issue 3
- 213-227 On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
by Nakamura, Alice & Nakamura, Masao
- 229-256 Generalized method of moments specification testing
by K. Newey, Whitney
- 257-273 Some robust exact results on sample autocorrelations and tests of randomness
by Dufour, Jean-Marie & Roy, Roch
- 275-287 Efficiency of iterative estimators in the regression model with AR(1) disturbances
by Magee, Lonnie
- 289-303 Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints
by Mittelhammer, Ron C.
- 305-325 Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
by MacKinnon, James G. & White, Halbert
- 327-340 Stochastic coefficient regression estimates of the sources of shifts into MMDA deposits using cross-section data
by Parke, Darrel W. & Zagardo, Janice
- 341-350 The value of imperfect sample separation information in mixtures of normal distributions
by Masson, Edwina A.
1985, Volume 29, Issue 1-2
- 1-2 Editor's introduction
by Van Dijk, Herman K.
- 3-18 Posterior moments computed by mixed integration
by Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E.
- 19-46 A 1-1 poly-t random variable generator with application to Monte Carlo integration
by Bauwens, Luc & Richard, Jean-Francois
- 47-67 Is victimization chronic? a Bayesian analysis of multinomial missing data
by Kadane, Joseph B.
- 69-95 Bayesian analysis of switching regression models
by Lubrano, Michel
- 97-119 A bayesian analysis of some threshold switching models
by Pole, A. M. & Smith, A. F. M.
- 121-148 Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services
by Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy
- 149-163 Double- and single-bisection methods for subjective probability assessment in a location-scale family
by Garthwaite, Paul H. & Dickey, James M.
- 165-172 Some aspects of prior elicitation problems in disequilibrium models
by Lubrano, Michel
- 173-185 Interval prediction for Pareto and exponential observables
by Geisser, Seymour
- 187-211 Bayesian regression diagnostics with applications to international consumption and income data
by Zellner, Arnold & Moulton, Brent R.
June 1985, Volume 28, Issue 3
May 1985, Volume 28, Issue 2
- 171-182 A Bayesian non-parametric estimate for multivariate regression
by Poli, I.
- 183-192 Small-sample properties of dimensionality statistics for fitting VAR models to aggregate economic data : A Monte Carlo study
by Nickelsburg, Gerald
- 193-203 A note on the equivalence of specification tests in the two-factor multivariate variance components model
by Kang, Suk
- 205-222 Estimating substitution elasticities with the Fourier cost function : Some Monte Carlo results
by Chalfant, James A. & Gallant, A. Ronald
- 223-230 The sensitivity of MLE to measurement error
by Levine, David
- 231-245 A note on autoregressive error components models
by Sevestre, P. & Trognon, A.
- 247-252 A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression
by Chang, Y. C.
- 253-268 Tests on the validity of static equilibrium models
by Kulatilaka, Nalin
April 1985, Volume 28, Issue 1
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