# Elsevier

# Journal of Econometrics

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**Current editor:**T. Amemiya

**Current editor:**A. R. Gallant

**Current editor:**J. F. Geweke

**Current editor:**C. Hsiao

**Editor:**

Additional information is available for the following
registered editor(s): A. Ronald Gallant
John Geweke
Cheng Hsiao
Arnold Zellner
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**Series handle:**repec:eee:econom

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### 1980, Volume 14, Issue 1

**95-114 Data revisions with moving average seasonal adjustment procedures***by*Pierce, David A.**115-136 Effects of alternative seasonal adjustment procedures on monetary policy***by*Maravall, Agustin**137-140 Effects of alternative seasonal adjustment procedures on monetary policy -- comment***by*Stokes, Houston H.**141-158 Dynamic factor demand schedules for labor and capital under rational expectations***by*Meese, Richard

### 1980, Volume 13, Issue 3

**269-291 Full-information estimates of a nonlinear macroeconometric model***by*Fair, Ray C. & Parke, William R.**293-303 On the estimation of multinomial logit models from relative frequency data***by*Parks, Richard W.**305-325 Random coefficient first-order autoregressive models***by*Liu, Lon-Mu & Tiao, George C.**327-340 Useful invariance results for generalized regression models***by*Breusch, Trevor S.**341-363 Some identification and estimation results for regression models with stochastically varying coefficients***by*Pagan, Adrian**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**391-402 To pool or not to pool? : A reexamination of Tobin's food demand problem***by*Izan, Haji Y.

### 1980, Volume 13, Issue 2

**139-157 Predictors for the first-order autoregressive process***by*Fuller, Wayne A. & Hasza, David P.**159-183 Finite sample properties of estimators for autoregressive moving average models***by*Ansley, Craig F. & Newbold, Paul**185-201 Estimating the autocorrelated error model with trended data***by*Park, Rolla Edward & Mitchell, Bridger M.**203-223 Small sample considerations in estimation from panel data***by*Taylor, William E.**225-251 The estimation of the ambulatory medical care technology where output is an unobservable variable***by*Over, A. Jr. & Smith, Kenneth R.**253-266 Fiscal versus monetary policy : An application of transfer functions***by*Maloney, M. T. & Ireland, M. E.

### 1980, Volume 13, Issue 1

**1-3 Editors' introduction***by*Aigner, Dennis J. & Schmidt, Peter**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**27-56 Maximum likelihood estimation of econometric frontier functions***by*Greene, William H.**57-66 Likelihood functions for generalized stochastic frontier estimation***by*Stevenson, Rodney E.**67-82 A Monte Carlo study of estimators of stochastic frontier production functions***by*Olson, Jerome A. & Schmidt, Peter & Waldman, Donald M.**83-100 Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated***by*Schmidt, Peter & Lovell, C. A. Knox**101-115 On the estimation of a flexible frontier production model***by*Greene, William H.**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

### 1980, Volume 12, Issue 3

**251-283 Large sample estimation and testing procedures for dynamic equation systems***by*Palm, Franz & Zellner, Arnold**285-299 The efficiency of estimating a random coefficient model***by*Raj, Baldev & Srivastava, Virender Kumar & Upadhyaya, Sushama**301-318 Small samples and collateral information : An application of the hyperparameter model***by*Trivedi, P. K.**319-333 A test of a disequilibrium model***by*Hwang, Hae-shin**335-351 On the evaluation of poly-t density functions***by*Richard, J. -F. & Tompa, H.**353-363 Finding common seasonal patterns among time series : An MDS approach***by*Raveh, Adi & Tapiero, Charles S.**365-374 Predictions from ARMAX models***by*Baillie, Richard T.**375-387 The lag relationship between wholesale and consumer prices : An application of the Hatanaka-Wallace procedure***by*Lew Silver, J. & Dudley Wallace, T.**389-392 A note on a Bayesian estimator in an autocorrelated error model***by*Griffiths, William & Dao, Dan

### 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.**143-150 Improved stein-rule estimator for regression problems***by*Vinod, H. D.**151-159 Estimation of regression coefficients after a preliminary test for homoscedasticity***by*Ohtani, Kazuhiro & Toyoda, Toshihisa**161-176 A ridge-like method for simultaneous estimation of simultaneous equations***by*Maasoumi, Esfandiar**177-187 New evidence on the small properties of estimators of sur models with autocorrelated disturbances***by*Maeshiro, Asatoshi**189-207 Endogenous capital utilization in a short-run production model : Theory and an empiral application***by*Epstein, L. & Denny, M.**209-217 Partial observability in bivariate probit models***by*Poirier, Dale J.**219-230 Forecasting contemporal aggregates of multiple time series***by*Tiao, G. C. & Guttman, Irwin**231-243 The use of indicator variables in computing predictions***by*Fuller, Wayne A.**245-246 On the expected length of the least squares coefficient vector***by*Brook, Richard J. & Moore, Terry

### 1980, Volume 12, Issue 1

**1-2 Editor's introduction***by*Dent, Warren T.**3-22 Test procedures and test problems for least squares algorithms***by*Wampler, Roy H.**23-39 Simultaneous equations estimation : Computational aspects***by*Jennings, L. S.**41-48 Rules and software for detecting rank degeneracy***by*Golub, Gene & Klema, Virginia & Peters, Stephen C.**49-58 On restricted estimation in linear models***by*Dent, Warren T.**59-84 Computations for constrained linear models***by*Gallant, A. Ronald & Gerig, Thomas M.**85-102 Autoreg: a computer program library for dynamic econometric models with autoregressive errors***by*Hendry, David F. & Srba, Frank

### 1979, Volume 11, Issue 2-3

**207-232 Expectations and labor market adjustments***by*Crawford, Robert G.**233-246 A random coefficient probit model with an application to a study of migration***by*Akin, John S. & Guilkey, David K. & Sickles, Robin**247-258 Estimation in truncated samples when there is heteroscedasticity***by*Hurd, Michael**259-274 A switching regression method using inequality conditions***by*Tishler, Asher & Zang, Israel**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.**303-317 A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors***by*Corradi, Corrado**319-334 The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators***by*Giles, D. E. A. & Rayner, A. C.**335-351 A temporal cross-section approach to the price equation***by*Barth, James & Kraft, Arthur & Kraft, John**353-361 Disequilibrium econometrics in dynamic models***by*Laffont, Jean-Jacques & Monfort, Alain**363-365 The concentration ellipsoid of a random vector***by*Phillips, P. C. B.

### 1979, Volume 11, Issue 1

**1-5 Editors' introduction***by*Aigner, Dennis J. & Morris, Carl N.**7-26 A brief introduction to the methodology of optimal experimental design***by*Aigner, Dennis J.**27-42 A model for optimizing experimental designs for estimating response surfaces***by*Conlisk, John & Watts, Harold**43-61 A finite selection model for experimental design of the health insurance study***by*Morris, Carl**63-76 Design for simultaneous equations***by*Conlisk, John**77-115 Social experiments in economics***by*Ferber, Robert & Hirsch, Werner Z.**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.**131-194 Design of the Los Angeles peak-load pricing experiment for electricity***by*Manning, Williard Jr. & Mitchell, Bridger M. & Acton, Jan Paul**195-205 Sample design for electricity pricing experiments : Anticipated precision for a time-of-day pricing experiment***by*Aigner, Dennis J.

### 1979, Volume 10, Issue 3

**263-289 A two-level electricity demand model : Evaluation of the connecticut time-of-day pricing test***by*Hausmann, J. A. & Kinnucan, M. & McFaddden, D.**291-311 Modeling monetary policy as an unobserved variable***by*Avery, Robert B.**313-331 Firm interdependence in oligopolistic markets***by*Gollop, Frank M. & Roberts, Mark J.**333-359 The reconstruction of index data in aggregative econometric models***by*Ho, Dit Sang**361-383 Stochastic specification and the estimation of share equations***by*Woodland, A. D.

### 1979, Volume 10, Issue 2

**127-145 Market analysis with rational expectations : Theory and estimation***by*Huntzinger, R. La Var**147-163 The analysis of seasonal economic models***by*Plosser, Charles I.**165-191 A comparative study of complete systems of demand functions***by*Klevmarken, N. Anders**193-199 The translog production function : Some evidence from establishment data***by*Corbo, Vittorio & Meller, Patricio**201-220 Bayesian estimation of a random coefficient model***by*Griffiths, William E. & Drynan, Ross G. & Prakash, Surekha**221-226 Hypothesis testing based on goodness-of-fit in the moving average time series model***by*Nelson, Charles R. & Shea, Gary S.**227-241 Estimation of a dynamic system of seemingly unrelated regressions with autoregressive disturbances***by*Spencer, David E.**243-252 Linear regression using both temporally aggregated and temporally disaggregated data***by*Hsiao, Cheng**253-256 The characterization of instantaneous causality : A correction***by*Michael Price, J.**257-259 The characterization of instantaneous causality : A comment***by*Pierce, David A. & Haugh, Larry D.

### 1979, Volume 10, Issue 1

**1-14 Estimation of common coefficients in two regression equations***by*Swamy, P. A. V. B. & Mehta, J. S.**15-32 Estimation of seemingly unrelated regression equations : A brief survey***by*Srivastava, V. K. & Dwivedi, T. D.**33-42 Some small sample properties of estimators and test statistics in the multivariate logit model***by*Guilkey, David K. & Schmidt, Peter**43-55 Estimation with aggregated data***by*Farebrother, R. W.**57-69 Experience with using the Box-Cox transformation when forecasting economic time series***by*Nelson, Harold Jr. & Granger, C. W. J.**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.