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Content
1996, Volume 71, Issue 1-2
February 1996, Volume 70, Issue 2
January 1996, Volume 70, Issue 1
- 1-8 Editors' introduction recent developments in the econometrics of structural change
by Dufour, Jean-Marie & Ghysels, Eric
- 9-38 Optimal changepoint tests for normal linear regression
by Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner
- 39-68 Exact tests for structural change in first-order dynamic models
by Dufour, Jean-Marie & Kiviet, Jan F.
- 69-97 The effect of linear filters on dynamic time series with structural change
by Ghysels, Eric & Perron, Pierre
- 99-126 Residual-based tests for cointegration in models with regime shifts
by Gregory, Allan W. & Hansen, Bruce E.
- 127-157 Specification testing in Markov-switching time-series models
by Hamilton, James D.
- 159-174 Testing for structural change in a long-memory environment
by Hidalgo, Javier & Robinson, Peter M.
- 175-185 A trend-resistant test for structural change based on OLS residuals
by Ploberger, Werner & Kramer, Walter
- 187-220 Cointegration tests in the presence of structural breaks
by Campos, Julia & Ericsson, Neil R. & Hendry, David F.
- 221-241 Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures
by Diebold, Francis X. & Chen, Celia
- 243-260 Demand for international telecommunication time-varying price elasticity
by Hackl, Peter & Westlund, Anders H.
- 261-290 Specification of varying coefficient time series models via generalized flexible least squares
by Lutkepohl, Helmut & Herwartz, Helmut
- 291-316 The Lucas critique revisited assessing the stability of empirical Euler equations for investment
by Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel
October 1995, Volume 69, Issue 2
September 1995, Volume 69, Issue 1
- 1-4 Editors' introduction Bayesian and classical econometric modeling of time series
by Bauwens, Luc & Lubrano, Michel
- 5-25 Tests for seasonal unit roots general to specific or specific to general?
by Hylleberg, Svend
- 27-59 Classical and Bayesian aspects of robust unit root inference
by Hoek, Henk & Lucas, Andre & van Dijk, Herman K.
- 61-80 Bayesian long-run prediction in time series models
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
- 81-109 Testing for unit roots in a Bayesian framework
by Lubrano, Michel
- 111-132 Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
by Johansen, Soren
- 133-158 Efficient inference on cointegration parameters in structural error correction models
by Boswijk, H. Peter
- 159-171 Conditional and structural error correction models
by Ericsson, Neil R.
- 173-175 Conditional and structural error correction models reply
by Boswijk, H. Peter
- 177-210 Partial versus full system modelling of cointegrated systems an empirical illustration
by Urbain, Jean-Pierre
- 211-240 Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model
by Juselius, Katarina
- 241-266 The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
by Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard
- 267-288 A simple message for autocorrelation correctors: Don't
by Mizon, Grayham E.
- 289-331 Bayesian model selection and prediction with empirical applications
by Phillips, Peter C. B.
- 333-335 Bayesian model selection and prediction with empirical applications comments
by Palm, Franz C.
- 337-349 Bayesian model selection and prediction with empirical applications discussion
by Richard, Jean-Francois
- 351-365 Bayesian prediction a response
by Phillips, Peter C. B.
August 1995, Volume 68, Issue 2
- 269-286 On a simultaneous equations pre-test estimator
by Skeels, Christopher L. & Taylor, Larry W.
- 287-302 Double bootstrap for shrinkage estimators
by Vinod, H. D.
- 303-338 Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study
by Buchinsky, Moshe
- 339-360 Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
by Chib, Siddhartha & Greenberg, Edward
- 361-366 The heteroskedastic linear regression model and the Hadamard product a note
by Neudecker, Heinz & Polasek, Wolfgang & Liu, Shuangzhe
- 367-397 A Bayesian approach to diagnosis of asset pricing models
by Stutzer, Michael
July 1995, Volume 68, Issue 1
- 1-4 Editor's introduction Panel data
by Baltagi, Badi H.
- 5-27 Efficient estimation of models for dynamic panel data
by Ahn, Seung C. & Schmidt, Peter
- 29-51 Another look at the instrumental variable estimation of error-components models
by Arellano, Manuel & Bover, Olympia
- 53-78 On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
by Kiviet, Jan F.
- 79-113 Estimating long-run relationships from dynamic heterogeneous panels
by Pesaran, M. Hashem & Smith, Ron
- 115-132 Selection corrections for panel data models under conditional mean independence assumptions
by Wooldridge, Jeffrey M.
- 133-151 Testing AR(1) against MA(1) disturbances in an error component model
by Baltagi, Badi H. & Li, Qi
- 153-179 How representative are matched cross-sections? Evidence from the Current Population Survey
by Peracchi, Franco & Welch, Finis
- 205-227 A new framework for analyzing survey forecasts using three-dimensional panel data
by Davies, Anthony & Lahiri, Kajal
- 229-242 An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads
by Maddala, G. S. & Nimalendran, M.
June 1995, Volume 67, Issue 2
May 1995, Volume 67, Issue 1
- 1-3 Editors' introduction : The significance of testing in econometrics
by Keuzenkamp, Hugo A. & Magnus, Jan R.
- 5-24 On tests and significance in econometrics
by Keuzenkamp, Hugo A. & Magnus, Jan R.
- 25-46 Three ways to think about testing in econometrics
by Mirowski, Philip
- 47-59 Probabilities and experiments
by Cartwright, Nancy
- 61-79 The role of theory in econometrics
by Pesaran, M. Hashem & Smith, Ron
- 81-102 Empirical model particularities and belief in the natural rate hypothesis
by Kim, Jinbang & De Marchi, Neil & Morgan, Mary S.
- 103-127 Rejection without falsification on the history of testing the homogeneity condition in the theory of consumer demand
by Keuzenkamp, Hugo A. & Barten, Anton P.
- 129-147 Frisch on testing of business cycle theories
by Boumans, Marcel
- 149-171 The significance of testing empirical non-nested models
by McAleer, Michael
- 173-187 Comments on testing economic theories and the use of model selection criteria
by Granger, Clive W. J. & King, Maxwell L. & White, Halbert
- 189-226 On theory testing in econometrics : Modeling with nonexperimental data
by Spanos, Aris
- 227-257 Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market
by Hardle, Wolfgang & Kirman, Alan
1995, Volume 66, Issue 1-2
- 1-33 Shrinkage estimation in nonlinear regression The Box-Cox transformation
by Kim, Minbo & CarterHill, R.
- 35-59 Alternative size corrections for some GLS test statistics the case of the AR(1) model
by Magdalinos, Michael A. & Symeonides, Spyridon D.
- 61-98 Nonconvexities, labor hoarding, technology shocks, and procyclical productivity a structural econometric analysis
by Chirinko, Robert S.
- 99-121 Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
by Srivastava, V. K. & Maekawa, Koichi
- 123-129 Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald
by Potscher, Benedikt M.
- 131-132 Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models'
by Steigerwald, Douglas G.
- 133-152 A generalization of the beta distribution with applications
by McDonald, James B. & Xu, Yexiao J.
- 153-173 An outlier robust unit root test with an application to the extended Nelson-Plosser data
by Lucas, Andre
- 175-205 Stochastic specification in random production models of cost-minimizing firms
by Brown, Bryan W. & Walker, Mary Beth
- 207-223 A Bartlett adjustment to the likelihood ratio test for a system of equations
by Attfield, C. L. F.
- 225-250 Statistical inference in vector autoregressions with possibly integrated processes
by Toda, Hiro Y. & Yamamoto, Taku
- 251-287 Nonparametric estimation of structural models for high-frequency currency market data
by Bansal, Ravi & Gallant, A. Ronald & Hussey, Robert & Tauchen, George
- 289-324 A numerical bayesian test for cointegration of AR processes
by Dorfman, Jeffrey H.
- 325-348 Optimal stock/flow panels
by Lancaster, Tony & Imbens, Guido
- 349-355 Transforming the error-components model for estimation with general ARMA disturbances
by Galbraith, John W. & Zinde-Walsh, Victoria
- 357-369 Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence
by Granger, C. W. J. & Siklos, Pierre L.
February 1995, Volume 65, Issue 2
January 1995, Volume 65, Issue 1
- 1-8 Editors' introduction
by Fuss, Melvyn & Pakes, Ariel
- 9-43 High-tech capital formation and economic performance in U.S. manufacturing industries An exploratory analysis
by Berndt, Ernst R. & Morrison, Catherine J.
- 45-81 The production and cost structure of Israeli industry Evidence from individual firm data
by Bregman, Arie & Fuss, Melvyn & Regev, Haim
- 83-108 General purpose technologies 'Engines of growth'?
by Bresnahan, Timothy F. & Trajtenberg, M.
- 109-154 Quantile regression, Box-Cox transformation model, and the U.S. wage structure, 1963-1987
by Buchinsky, Moshe
- 155-174 The production-theoretic measurement of input price and quantity indices
by Fisher, Franklin M.
- 175-203 Firm productivity in Israeli industry 1979-1988
by Griliches, Zvi & Regev, Haim
- 205-233 Nonlinear errors in variables Estimation of some Engel curves
by Hausman, J. A. & Newey, W. K. & Powell, J. L.
- 235-261 A random linear functional approach to efficiency bounds
by Holly, Alberto
- 263-293 Exploring the relationship between R&D and productivity in French manufacturing firms
by Hall, Bronwyn H. & Mairesse, Jacques
- 295-332 A limit theorem for a smooth class of semiparametric estimators
by Pakes, Ariel & Olley, Steven
1994, Volume 64, Issue 1-2
- 3-27 Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models
by Bewley, Ronald & Orden, David & Yang, Minxian & Fisher, Lance A.
- 29-43 Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
by Szroeter, Jerzy
- 45-76 Specification tests in simultaneous equations systems
by Dhrymes, Phoebus J.
- 77-96 Testing for linearity in a semiparametric regression model
by Shively, Thomas S. & Kohn, Robert & Ansley, Craig F.
- 97-122 Measuring and comparing smoothness in time series the production smoothing hypothesis
by Froeb, Luke & Koyak, Robert
- 123-144 Partially adaptive estimation via a normal mixture
by Phillips, Robert F.
- 145-163 Parameter estimation in regression models with errors in the variables and autocorrelated disturbances
by Dagenais, Marcel G.
- 165-182 A two-stage estimator for probit models with structural group effects
by Borjas, George J. & Sueyoshi, Glenn T.
- 183-206 Bayes inference in regression models with ARMA (p, q) errors
by Chib, Siddhartha & Greenberg, Edward
- 207-240 An exact likelihood analysis of the multinomial probit model
by McCulloch, Robert & Rossi, Peter E.
- 241-278 Pairwise difference estimators of censored and truncated regression models
by Honore, Bo E. & Powell, James L.
- 279-306 Subsample instability and asymmetries in money-income causality
by Thoma, Mark A.
- 307-333 Autoregressive conditional heteroskedasticity and changes in regime
by Hamilton, James D. & Susmel, Raul
- 335-353 Semiparametric estimation from time series with long-range dependence
by Cheng, Bing & Robinson, P. M.
- 355-373 Coherency and estimation in simultaneous models with censored or qualitative dependent variables
by Blundell, Richard & Smith, Richard J.
- 375-400 Stochastic volatility in asset prices estimation with simulated maximum likelihood
by Danielsson, Jon
August 1994, Volume 63, Issue 2
July 1994, Volume 63, Issue 1
- 1-5 Structure and dynamics in econometrics
by Kiviet, Jan F. & Dijk, Herman K. van
- 7-36 Identification of the long-run and the short-run structure an application to the ISLM model
by Johansen, Soren & Juselius, Katarina
- 37-60 Testing for an unstable root in conditional and structural error correction models
by Peter Boswijk, H.
- 61-103 Direct cointegration testing in error correction models
by Kleibergen, Frank & van Dijk, Herman K.
- 105-131 Deciding between I(1) and I(0)
by Stock, James H.
- 133-151 A multivariate approach to modeling univariate seasonal time series
by Franses, Philip Hans
- 153-181 The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
by Haldrup, Niels
- 183-214 Polynomial cointegration estimation and test
by Gregoir, Stephane & Laroque, Guy
- 215-243 Bias assessment and reduction in linear error-correction models
by Kiviet, Jan F. & Phillips, Garry D. A.
- 245-270 Encompassing in stationary linear dynamic models
by Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois
- 271-287 Simplified conditions for noncausality between vectors in multivariate ARMA models
by Boudjellaba, Hafida & Dufour, Jean-Marie & Roy, Roch
- 289-306 Quasi-maximum likelihood estimation of stochastic volatility models
by Ruiz, Esther
- 307-325 VAR analysis, nonfundamental representations, blaschke matrices
by Lippi, Marco & Reichlin, Lucrezia
June 1994, Volume 62, Issue 2
- 67-89 Incomplete panels : A comparative study of alternative estimators for the unbalanced one-way error component regression model
by Baltagi, Badi H. & Chang, Young-Jae
- 91-128 Multiple optima and asymptotic approximations in the partial adjustment model
by McManus, Douglas A. & Nankervis, John C. & Savin, N. E.
- 129-141 Moments of the ratio of quadratic forms in non-normal variables with econometric examples
by Ullah, Aman & Srivastava, Virendra K.
- 143-163 A semiparametric efficiency bound of a disequilibrium model without observed regime
by Ai, Chunrong
- 165-210 Estimating the canonical disequilibrium model : Asymptotic theory and finite sample properties
by Laroque, Guy & Salanie, Bernard
- 211-228 Testing the constancy of regression parameters against continuous structural change
by Lin, Chien-Fu Jeff & Terasvirta, Timo
- 229-264 Local asymptotic distribution related to the AR(1) model with dependent errors
by Nabeya, Seiji & Perron, Pierre
- 265-276 Simple tests of distributional form
by Anderson, Gordon
- 277-300 Bayesian semiparametric estimation of proportional hazards models
by Ruggiero, Michele
- 301-316 On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
by Cheung, Yin-Wong & Diebold, Francis X.
- 317-350 Estimation of partially nonstationary vector autoregressive models with seasonal behavior
by Ahn, Sung K. & Reinsel, Gregory C.
- 351-382 Approximate generalized extreme value models of discrete choice
by Small, Kenneth A.
- 383-414 Asymptotic robustness of tests of overidentification and predeterminedness
by Anderson, T. W. & Kunitomo, Naoto
- 415-442 Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation
by Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum
April 1994, Volume 61, Issue 2
- 197-233 Encompassing univariate models in multivariate time series : A case study
by Maravall, Agustin & Mathis, Alexandre
- 235-257 Firm behavior under input rationing
by Squires, Dale
- 259-272 Deterministic seasonal models and spurious regressions
by Abeysinghe, Tilak
- 273-303 Stochastic frontier models : A Bayesian perspective
by van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
- 305-344 Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
by Lee, Lung-fei
- 345-366 Is the minimum chi-square estimator the winner in logit regression?
by Hughes, Gordon A. & Savin, N. E.
- 367-382 The distribution of the Durbin-Watson statistic in integrated and near-integrated models
by Hisamatsu, Hiroyuki & Maekawa, Koichi
- 383-394 The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
by Small, John P.
- 395-411 Bootstrap-based critical values for the information matrix test
by Horowitz, Joel L.
- 413-428 On estimation and testing when explanatory variables are partly endogenous
by Iwata, Shigeru
March 1994, Volume 61, Issue 1
- 1-4 The econometrics of labor market segregation and discrimination
by Neuman, Shoshana & Silber, Jacques
- 5-21 On discrimination and the decomposition of wage differentials
by Oaxaca, Ronald L. & Ransom, Michael R.
- 23-42 Panel estimates of the gender earnings gap : Individual-specific intercept and individual-specific slope models
by Polachek, Solomon W. & Kim, Moon-Kak
- 43-64 A new method for detecting individual and group labor market discrimination
by Slottje, Daniel J. & Hirschberg, Joseph G. & Hayes, Kathy J. & Scully, Gerald W.
- 65-79 An empirical Bayes approach to analyzing earnings functions for various occupations and industries
by Hirschberg, Joseph G. & Slottje, Daniel J.
- 81-102 Earnings discrimination measurement : A distributional approach
by Jenkins, Stephen P.
- 103-131 Analysis of employment discrimination through homogeneous job groups
by Conway, Delores A. & Roberts, Harry V.
- 133-146 Measuring occupational segregation : Summary statistics and the impact of classification errors and aggregation
by Deutsch, Joseph & Fluckiger, Yves & Silber, Jacques
- 147-159 Economic distance and overlapping of distributions
by Yitzhaki, Shlomo
- 161-171 Occupational segregation in the multidimensional case : Decomposition and tests of significance
by Boisso, Dale & Hayes, Kathy & Hirschberg, Joseph & Silber, Jacques
- 173-196 The unemployment of ethnic minority groups in the Netherlands
by Niesing, Willem & van Praag, Bernard M. S. & Veenman, Justus
1994, Volume 60, Issue 1-2
- 1-22 Dynamic linear models with Markov-switching
by Kim, Chang-Jin
- 23-63 Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure
by Potscher, Benedikt M. & Prucha, Ingmar R.
- 65-99 Global optimization of statistical functions with simulated annealing
by Goffe, William L. & Ferrier, Gary D. & Rogers, John
- 101-132 Selectivity bias correction methods in polychotomous sample selection models
by Schmertmann, Carl P.
- 133-144 A simplification of the Kopp--Diewert method of decomposing cost efficiency and some implications
by Mensah, Yaw M.
- 145-156 Confidence sets centered at James--Stein estimators : A surprise concerning the unknown-variance case
by Hwang, J. T. Gene & Ullah, Aman
- 157-180 Exact densities for variance estimators of the structural disturbances in simultaneous equations models
by Smith, Murray D.
- 181-202 Local scale models : State space alternative to integrated GARCH processes
by Shephard, Neil
- 203-233 Five alternative methods of estimating long-run equilibrium relationships
by Gonzalo, Jesus
- 235-249 A revealed preference test for weakly separable utility maximization with incomplete adjustment
by Swofford, James L. & Whitney, Gerald A.
- 251-272 Testing for autocorrelation in the presence of lagged dependent variables : A specification error approach
by Dezhbakhsh, Hashem & Thursby, Jerry G.
- 273-291 Joint and separate score tests for state dependence and unobserved heterogeneity
by Jaggia, Sanjiv & Trivedi, Pravin K.
- 293-312 Specification diagnostics for duration models : A martingale approach
by McCall, Brian P.
- 313-320 Spurious regressions and residual-based tests for cointegration when regressors are cointegrated
by Choi, In
- 321-321 Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250)
by Hall, Alastair
October 1993, Volume 59, Issue 3
- 213-227 The identification of multivariate linear dynamic errors-in-variables models
by Nowak, Eugen
- 229-255 The spurious effect of unit roots on vector autoregressions : An analytical study
by Toda, Hiro Y. & Phillips, Peter C. B.
- 257-261 Measuring technical efficiency with panel data : A dual approach
by Atkinson, Scott E. & Cornwell, Christopher
- 263-286 Testing for a unit root by frequency domain regression
by Choi, In & Phillips, Peter C. B.
- 287-300 Unit root tests with conditional heteroskedasticity
by Kim, Kiwhan & Schmidt, Peter
- 301-317 Estimation and testing in the random effects probit model
by Guilkey, David K. & Murphy, James L.
- 319-341 Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions
by Braun, Phillip A. & Mittnik, Stefan
- 377-389 Maximum entropy Lorenz curves
by Holm, Juhani
- 391-403 Bayesian marginal equivalence of elliptical regression models
by Osiewalski, Jacek & Steel, Mark F. J.
- 405-405 Monte Carlo results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120)
by Baltagi, Badi H. & Chang, Young-Jae & Li, Qi
September 1993, Volume 59, Issue 1-2
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