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Content
September 1993, Volume 59, Issue 1-2
- 87-97 On the testing of correlated effects with panel data
by Arellano, Manuel
- 99-123 Identification and estimation of dynamic models with a time series of repeated cross-sections
by Moffitt, Robert
- 125-136 Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
by Verbeek, Marno & Nijman, Theo
- 137-160 Labour supply and intertemporal substitution
by Blundell, Richard & Meghir, Costas & Neves, Pedro
- 161-185 A method for the analysis of the timing and magnitude of events in a continuous-time panel : The effects of British incomes policy, 1950-1973
by Kurosawa, Masako & Pudney, Stephen
- 187-211 Modelling inaccuracies in job-search duration data
by Torelli, Nicola & Trivellato, Ugo
August 1993, Volume 58, Issue 3
- 275-294 Bayes regression with autoregressive errors : A Gibbs sampling approach
by Chib, Siddhartha
- 295-314 Nonnested testing for autocorrelation in the linear regression model
by Silvapulle, Paramsothy & King, Maxwell L.
- 315-346 Seemingly unrelated regressions under additive heteroscedasticity : Theory and share equation applications
by Mandy, David M. & Martins-Filho, Carlos
- 347-368 Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
by Borsch-Supan, Axel & Hajivassiliou, Vassilis A.
- 369-384 Some generalizations on the algebra of I(1) processes
by Ermini, Luigi & Granger, Clive W. J.
- 385-401 A simple multiple variance ratio test
by Chow, K. Victor & Denning, Karen C.
- 403-403 Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Vol. 50, No. 3 (1991) pp. 377-398)
by Giles, Judith A.
- 405-405 The impact of stochastic and deterministic trends on money-output causality: A multi-country investigation (Vol. 45, No. 3 (1990) pp. 291-308)
by Krol, Robert & Ohanian, Lee E.
July 1993, Volume 58, Issue 1-2
- 1-2 Nonparametric and semiparametric approaches to discrete response analysis
by Hardle, Wolfgang & Manski, Charles F.
- 3-29 Semiparametric estimation of censored selection models with a nonparametric selection mechanism
by Ahn, Hyungtaik & Powell, James L.
- 31-48 How sensitive are average derivatives?
by Hardle, Wolfgang & Tsybakov, A. B.
- 49-70 Semiparametric estimation of a work-trip mode choice model
by Horowitz, Joel L.
- 121-136 Dynamic choice in social settings : Learning from the experiences of others
by Manski, Charles F.
- 137-168 Nonparametric identification and estimation of polychotomous choice models
by Matzkin, Rosa L.
- 169-184 Efficiency bounds for some semiparametric selection models
by Newey, Whitney K. & Powell, James L.
- 185-205 On the computation of semiparametric estimates in limited dependent variable models
by Pinkse, C. A. P.
- 207-222 Nonparametric bootstrap confidence intervals for discrete regression functions
by Rodriguez-Campos, M. C. & Cao-Abad, R.
- 223-256 Semiparametric quasilikelihood and variance function estimation in measurement error models
by Sepanski, J. H. & Carroll, R. J.
- 257-274 Some efficiency bounds for semiparametric discrete choice models
by Scott Thompson, T.
1993, Volume 57, Issue 1-3
- 1-19 Quadratic mode regression
by Lee, Myoung-jae
- 21-51 The impact of training on the frequency and duration of employment
by Gritz, R. Mark
- 53-68 Estimating long-run relationships in economics : A comparison of different approaches
by Inder, Brett
- 69-89 Measuring the unidentified parameter of the extended Roy model of selectivity
by Vijverberg, Wim P. M.
- 91-115 Structural duration analysis of management data
by Ryu, Keunkwan
- 117-136 Robustness to nonnormality of the Durbin-Watson test for autocorrelation
by Ali, Mukhtar M. & Sharma, Subhash C.
- 137-160 Higher-order sample autocorrelations and the unit root hypothesis
by Bierens, Herman J.
- 161-188 Coherency and regularity of demand systems with equality and inequality constraints
by Soest, Arthur van & Kapteyn, Arie & Kooreman, Peter
- 189-203 Another look at the evidence on money-income causality
by Friedman, Benjamin M. & Kuttner, Kenneth N.
- 205-232 A comparison of nonnested tests for misspecified models using the method of approximate slopes
by Zabel, Jeffrey E.
- 233-255 Testing for autoregressive disturbances in a time series regression with missing observations
by Shively, Thomas S.
- 257-276 Modified three-stage least squares estimator which is third-order efficient
by Morimune, Kimio & Sakata, Shinichi
- 277-318 Tests of specification for parametric and semiparametric models
by Whang, Yoon-Jae & Andrews, Donald W. K.
- 319-343 A nonnested approach to testing continuous time models against discrete alternatives
by Chambers, Marcus J.
- 345-363 Robust bayesian inference in elliptical regression models
by Osiewalski, Jacek & Steel, Mark F. J.
- 365-376 Alternative point-optimal tests for regression coefficient stability
by Brooks, Robert D.
- 377-392 A simulation approach to the problem of computing Cox's statistic for testing nonnested models
by Hashem Pesaran, M. & Pesaran, Bahram
- 393-406 Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
by Ohtani, Kazuhiro & Giles, Judith
April 1993, Volume 56, Issue 3
- 269-290 Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests
by Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J.
- 291-321 Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
by Ahn, Hyungtaik & Manski, Charles F.
- 323-340 Bayesian analysis of logit models using natural conjugate priors
by Koop, Gary & Poirier, Dale J.
- 341-355 A pseudo-R2 measure for limited and qualitative dependent variable models
by Laitila, Thomas
- 357-370 Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
by Rilstone, Paul
- 371-396 Exogeneity tests in a truncated structural equation
by Tsurumi, Hiroki & Mehr, Peter
- 397-440 Maximum entropy estimation of density and regression functions
by Ryu, Hang K.
- 441-445 A note on multiple roots of the Tobit log likelihood
by Iwata, Shigeru
March 1993, Volume 56, Issue 1-2
- 1-3 Editors' introduction
by Hsiao, Cheng & Ruud, Paul
- 5-37 Stochastic linear trends : Models and estimators
by Maravall, Agustin
- 39-56 Time series properties of aggregate output fluctuations
by Durlauf, Steven N.
- 57-88 Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy
by Pesaran, M. H. & Pierse, R. G. & Lee, K. C.
- 89-118 Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
by Min, Chung-ki & Zellner, Arnold
- 119-139 Testing superexogeneity and invariance in regression models
by Engle, Robert F. & Hendry, David F.
- 141-168 Minimum chi-square estimation and tests for model selection
by Vuong, Quang H. & Wang, Weiren
- 169-188 Some aspects of measurement error in a censored regression model
by Weiss, Andrew A.
- 189-217 Simultaneous equations for hazards : Marriage duration and fertility timing
by Lillard, Lee A.
- 219-242 Experimental estimates of the impact of wage subsidies
by Dubin, Jeffrey A. & Rivers, Douglas
- 243-267 Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles
by Arguea, Nestor M. & Hsiao, Cheng
1993, Volume 55, Issue 1-2
- 1-8 Editor's introduction : Seasonality and econometric models
by Ghysels, Eric
- 9-19 Rational expectations modeling with seasonally adjusted data
by Sims, Christopher A.
- 21-55 Seasonality and approximation errors in rational expectations models
by Hansen, Lars Peter & Sargent, Thomas J.
- 57-98 The effect of seasonal adjustment filters on tests for a unit root
by Ghysels, Eric & Perron, Pierre
- 99-103 Discussion : The effect of seasonal adjustment filters on tests for a unit root
by Diebold, Francis X.
- 105-128 The importance of seasonality in inventory models : Evidence from business survey data
by Nerlove, Marc & Ross, David & Willson, Douglas
- 129-133 The importance of seasonality in inventory models
by Dufour, Jean-Marie
- 135-168 Induced seasonality and production-smoothing models of inventory behavior
by Krane, Spencer D.
- 169-172 Induced seasonality and production-smoothing models of inventory behavior
by Hall, Alastair
- 173-200 Forecasting time series with common seasonal patterns
by Canova, Fabio
- 201-202 Forecasting time series with common seasonal patterns
by Geweke, John
- 203-229 Seasonal BVAR models : A search along some time domain priors
by Raynauld, Jacques & Simonato, Jean-Guy
- 231-234 Discussion : Seasonal BVAR models
by Zellner, Arnold
- 235-265 The effect of sampling error on the time series behavior of consumption data
by Bell, William R. & Wilcox, David W.
- 267-273 The effect of sampling error on the time series behavior of consumption data
by Gregory, Allan W. & Wirjanto, Tony
- 275-298 The Japanese consumption function
by Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S.
- 299-303 Seasonal cointegration
by Osborn, Denise R.
- 305-328 Seasonal unit roots in aggregate U.S. data
by Joseph Beaulieu, J. & Miron, Jeffrey A.
- 329-331 Seasonal unit roots in aggregate U.S. data
by Dickey, David A.
- 333-351 Dynamic linear models for time series components
by Dagum, Estela Bee & Quenneville, Benoit
- 353-356 Dynamic linear models for time series components
by Findley, David F.
1992, Volume 54, Issue 1-3
- 1-47 Maximum likelihood inference on cointegration and seasonal cointegration
by Lee, Hahn Shik
- 49-78 Tests of overidentification and predeterminedness in simultaneous equation models
by Anderson, T. W. & Kunitomo, Naoto
- 79-93 Discrete/continuous models of consumer demand with binding nonnegativity constraints
by Chiang, Jeongwen & Lee, Lung-Fei
- 95-120 Monte Carlo results on several new and existing tests for the error component model
by Baltagi, Badi H. & Chang, Young-Jae & Li, Qi
- 121-138 Testing and estimating location vectors when the error covariance matrix is unknown
by Griffiths, William & Judge, George
- 139-158 Heteroskedastic cointegration
by Hansen, Bruce E.
- 159-178 Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?
by Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol
- 179-201 Quasi-Aitken estimation for heteroskedasticity of unknown form
by Cragg, John G.
- 203-222 Regression-based methods for using control variates in Monte Carlo experiments
by Davidson, Russell & MacKinnon, James G.
- 223-250 Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
by Hall, Alastair
- 251-275 Adaptive estimation in time series regression models
by Steigerwald, Douglas G.
- 277-300 Computing p-values for the generalized Durbin-Watson and other invariant test statistics
by Ansley, Craig F. & Kohn, Robert & Shively, Thomas S.
- 301-320 Identification and estimation of noninvertible non-Gaussian MA(q) processes
by Ramsey, James B. & Montenegro, Alvaro
- 321-334 Properties of ordinary least squares estimators in regression models with nonspherical disturbances
by Fiebig, Denzil G. & McAleer, Michael & Bartels, Robert
- 335-346 An econometric approach to the construction of generalized Theil-Tornqvist indices for multilateral comparisons
by Selvanathan, E. A. & Prasada Rao, D. S.
- 347-370 Overdispersion tests for truncated Poisson regression models
by Gurmu, Shiferaw & Trivedi, Pravin K.
- 371-400 On the finite sample behavior of adaptive estimators
by Steigerwald, Douglas G.
1992, Volume 53, Issue 1-3
- 1-4 Fellow's opinion : Rules of thumb and pseudo-science
by Maasoumi, Esfandiar
- 5-23 How common is identification in parametric models?
by McManus, Douglas A.
- 25-44 Making noisy data sing : Estimating production technologies in developing countries
by Tybout, James R.
- 45-51 A monotonic property for iterative GLS in the two-way random effects model
by Baltagi, Badi H. & Li, Qi
- 53-85 Frequency of purchase and the estimation of demand systems
by Meghir, Costas & Robin, Jean-Marc
- 87-121 Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
by Hansen, Bruce E.
- 123-139 Estimation of polynomial distributed lags and leads with end point constraints
by Andrews, Donald W. K. & Fair, Ray C.
- 141-163 Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
by Pesaran, M. Hashem & Samiei, Hossein
- 165-188 Maximum likelihood estimation of stationary univariate fractionally integrated time series models
by Sowell, Fallaw
- 189-209 Finite-sample properties of single-equation estimators under structural change
by Hodoshima, Jiro
- 211-244 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
by Johansen, Søren & Juselius, Katarina
- 245-269 Saddlepath solutions for multivariate linear rational expectations models
by Salemi, Michael K. & Song, Jaeyeong
- 271-295 Highest predictive density estimator in regression models
by Iwata, Shigeru
- 297-322 Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
by Iwata, Shigeru
- 323-343 The power problems of unit root test in time series with autoregressive errors
by DeJong, David N. & Nankervis, John C. & Savin, N. E. & Whiteman, Charles H.
- 345-361 Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
by Giles, Judith A.
- 363-386 A comparison of several exact and approximate tests for structural shift under heteroscedasticity
by Thursby, Jerry G.
- 387-399 The potential for efficiency gains in estimation from the use of additional moment restrictions
by Kemp, Gordon C. R.
June 1992, Volume 52, Issue 3
- 315-346 A Bayesian approach to state space multivariate time series modeling
by Dorfman, Jeffrey H. & Havenner, Arthur M.
- 347-370 Co-integration and trend-stationarity in macroeconomic time series : Evidence from the likelihood function
by DeJong, David N.
- 371-380 Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations
by Baltagi, Badi H. & Chang, Young-Jae & Li, Qi
- 381-388 Bayesian prediction tests for structural stability
by Mills, Jeffrey A.
- 389-402 Cointegration in partial systems and the efficiency of single-equation analysis
by Johansen, Soren
- 403-406 Morrison's measure of capacity utilization : A critique
by Hauver, James H. & Yee, Jet
- 407-417 More on grouping coarseness in linear normal regression models
by Caudill, Steven B.
- 419-421 The impact of grouping coarseness in alternative grouped-data regression models
by Cameron, Trudy Ann
1992, Volume 52, Issue 1-2
- 5-59 ARCH modeling in finance : A review of the theory and empirical evidence
by Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F.
- 61-90 Filtering and forecasting with misspecified ARCH models I : Getting the right variance with the wrong model
by Nelson, Daniel B.
- 91-113 Prediction in dynamic models with time-dependent conditional variances
by Baillie, Richard T. & Bollerslev, Tim
- 115-127 Stationarity of Garch processes and of some nonnegative time series
by Bougerol, Philippe & Picard, Nico
- 129-157 Unobserved component time series models with Arch disturbances
by Harvey, Andrew & Ruiz, Esther & Sentana, Enrique
- 159-199 Qualitative threshold ARCH models
by Gourieroux, Christian & Monfort, Alain
- 225-244 A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
by McCurdy, Thomas H. & Stengos, Thanasis
- 245-266 A multi-dynamic-factor model for stock returns
by Ng, Victor & Engle, Robert F. & Rothschild, Michael
- 289-311 Implied ARCH models from options prices
by Engle, Robert F. & Mustafa, Chowdhury
1992, Volume 51, Issue 1-2
- 3-5 Fellow's opinion: Evaluating economic theory
by Granger, Clive W. J.
- 7-24 Robustness of size of tests of autocorrelation and heteroscedasticity to nonnormality
by Evans, Merran
- 25-58 Semiparametric proportional hazards estimation of competing risks models with time-varying covariates
by Sueyoshi, Glenn T.
- 59-77 Median regression for ordered discrete response
by Lee, Myoung-jae
- 79-99 Bayes inference in the Tobit censored regression model
by Chib, Siddhartha
- 101-112 On the power function of the Durbin-Watson test
by Bartels, Robert
- 113-150 Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
by Choi, In & Phillips, Peter C. B.
- 151-181 Simultaneous equations and panel data
by Cornwell, Christopher & Schmidt, Peter & Wyhowski, Donald
- 183-189 The optimal choice of controls and pre-experimental observations
by Nijman, Theo & Verbeek, Marno
- 191-215 Deciding between the common and private value paradigms in empirical models of auctions
by Paarsch, Harry J.
- 217-231 Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
by Hussey, Robert
- 233-257 Investment and Tobin's Q: Evidence from company panel data
by Blundell, Richard & Bond, Stephen & Devereux, Michael & Schiantarelli, Fabio
- 259-284 Finite sample evidence on the performance of stochastic frontiers and data envelopment analysis using panel data
by Gong, Byeong-Ho & Sickles, Robin C.
- 287-287 International conference on econometric inference using simulation techniques
by Van Dijk, Herman K.
December 1991, Volume 50, Issue 3
- 229-229 Editorial
by Aigner, Dennis J.
- 231-231 Tribute to Dennis J.Aigner
by Zellner, Arnold
- 235-256 A semiparametric structural analysis of the idling of cement kilns
by Das, Sanghamitra
- 257-272 On Wald tests for globally and locally quadratic restrictions
by Kemp, Gordon C. R.
- 273-295 Identification and estimation of polynomial errors-in-variables models
by Hausman, Jerry A. & Newey, Whitney K. & Ichimura, Hidehiko & Powell, James L.
- 297-327 A random coefficient approach to the estimation of residential end-use load profiles
by Fiebig, Denzil G. & Bartels, Robert & Aigner, Dennis J.
- 329-353 On the asymptotic normality of Fourier flexible form estimates
by Gallant, A. Ronald & Souza, Geraldo
- 355-376 Spectral based testing of the martingale hypothesis
by Durlauf, Steven N.
- 377-398 Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
by Giles, Judith A.
October 1991, Volume 50, Issue 1-2
- 1-5 Editor's introduction
by Maasoumi, Esfandiar
- 7-13 On the measurement of welfare
by Tinbergen, Jan
- 15-29 Welfare, preference and freedom
by Sen, Amartya
- 31-48 Welfare comparisons and situation comparisons
by Pollak, Robert A.
- 69-89 Ordinal and cardinal utility : An integration of the two dimensions of the welfare concept
by van Praag, Bernard M. S.
- 91-105 A numerical methods approach to calculating cost-of-living indices
by Porter-Hudak, Susan & Hayes, Kathy
- 131-150 Cluster analysis for measuring welfare and quality of life across countries
by Hirschberg, Joseph G. & Maasoumi, Esfandiar & Slottje, Daniel J.
- 151-181 Statistical and measurement issues in assessing the welfare status of aged individuals and populations
by Manton, Kenneth G. & Woodbury, Max A. & Stallard, Eric
- 183-203 Black-white mortality inequalities
by Behrman, Jere R. & Sickles, Robin & Taubman, Paul & Yazbeck, Abdo
- 205-228 Inequality at birth : The scope for policy intervention
by Rosenzweig, Mark R. & Wolpin, Kenneth I.
September 1991, Volume 49, Issue 3
1991, Volume 49, Issue 1-2
- 1-4 Editor's introduction
by Poirier, Dale J.
- 5-50 Seminonparametric Bayesian estimation of the asymptotically ideal production model
by Barnett, William A. & Geweke, John & Wolfe, Michael
- 51-104 A posterior odds analysis of the weekend effect
by Connolly, Robert A.
- 105-139 Cointegration tests in present value relationships : A Bayesian look at the bivariate properties of stock prices and dividends
by Koop, Gary
- 141-168 A bayesian approach to testing the arbitrage pricing theory
by McCulloch, Robert & Rossi, Peter E.
- 195-238 A Bayesian analysis of the unit root in real exchange rates
by Schotman, Peter & van Dijk, Herman K.
- 239-274 Bayesian multivariate exogeneity analysis : An application to a UK money demand equation
by Steel, Mark F. J. & Richard, Jean-Francois
- 275-304 Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques
by Zellner, Arnold & Hong, Chansik & Min, Chung-ki
June 1991, Volume 48, Issue 3
- 287-312 The measurement of productivity and scarcity rents : The case of asbestos in Canada
by Lasserre, Pierre & Ouellette, Pierre
- 313-324 On the relation between GARCH and stable processes
by de Vries, Casper G.
- 325-353 Testing for unit roots in autoregressive moving average models : An instrumental variable approach
by Pantula, Sastry G. & Hall, Alastair
- 355-371 Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity
by Ozcam, Ahmet & Judge, George G.
- 373-384 The implications of periodically varying coefficients for seasonal time-series processes
by Osborn, Denise R.
- 385-393 A transformation that will circumvent the problem of autocorrelation in an error-component model
by Baltagi, Badi H. & Li, Qi
- 395-408 Estimation and testing when explanatory variables are endogenous : An application to a demand system
by Attfield, C. L. F.
- 409-410 A note on the existence of moments of k-class estimators when k is negative
by Kinal, Terrence
1991, Volume 48, Issue 1-2
- 1-14 Grouping bounds for inequality measures under alternative informational assumptions
by Cowell, Frank A.
- 15-27 Fighting the teflon factor : Comparing classical and Bayesian estimators for autocorrelated errors
by Kennedy, Peter & Simons, Daniel
- 29-55 Specification testing and quasi-maximum- likelihood estimation
by Wooldridge, Jeffrey M.
- 57-81 Empirical models of discrete games
by Bresnahan, Timothy F. & Reiss, Peter C.
- 83-117 A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
by Steel, Mark F. J.
- 119-134 Bounded-influence estimators for the SURE model
by Peracchi, Franco
- 135-149 Multi-step estimation and forecasting in dynamic models
by Weiss, Andrew A.
- 151-181 Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards F test truncation rule
by Eastwood, Brian J.
- 183-193 A note on Bayesian inference in a regression model with elliptical errors
by Osiewalski, Jacek
- 195-214 On a pooled estimator and its finite-sample moments
by Mikhail, William M. & Ghazal, G. A.
- 215-240 Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
by Tsurumi, Hiroki & Wago, Hajime
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