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Series handle: RePEc:eee:econom
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Content
1991, Volume 48, Issue 1-2
February 1991, Volume 47, Issue 2-3
- 197-205 Simulation estimation of time-series models
by Lee, Bong-Soo & Ingram, Beth Fisher
- 207-226 Estimation of a regression model on two or more sets of differently grouped data
by Fukushige, Mototsugu & Hatanaka, Michio
- 227-242 The likelihood dominance criterion : A new approach to model selection
by Pollak, Robert A. & Wales, Terence J.
- 243-266 Grouped-data estimation and testing in simple labor-supply models
by Angrist, Joshua D.
- 267-272 Pooling states in the multinomial logit model
by Cramer, J. S. & Ridder, G.
- 273-284 A note concerning specifications of interactive random-coefficient regression models
by Gatto, Joseph P. & Kelejian, Harry H. & Stephan, Scott W.
- 285-303 Unit-roots test for time-series data with a linear time trend
by Said, Said E.
- 305-331 Another look at the identification of current rational-expectations models
by Rayner, Janne
- 333-357 Estimation of a linear regression model with stationary ARMA(p, q) errors
by Zinde-Walsh, Victoria & Galbraith, John W.
- 359-377 Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
by Andrews, Donald W. K.
- 379-400 Demand conditions, regulation, and the measurement of productivity
by Appelbaum, Elie & Berechman, Joseph
January 1991, Volume 47, Issue 1
- 1-4 Editors' introduction: 40 years of diagnostic testing
by Hillier, Grant H. & King, Maxwell L.
- 5-46 On the application of robust, regression- based diagnostics to models of conditional means and conditional variances
by Wooldridge, Jeffrey M.
- 47-66 On multiple diagnostic procedures for the linear model
by Hillier, Grant H.
- 67-84 Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
by Robinson, P. M.
- 85-114 The Durbin-Watson ratio under infinite-variance errors
by Phillips, Peter C. B. & Loretan, Mico
- 115-143 Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
by Dufour, Jean-Marie & King, Maxwell L.
- 145-152 Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model
by King, Maxwell L. & Wu, Ping X.
- 153-173 The finite-sample distributions of heteroskedasticity robust Wald statistics
by Chesher, Andrew & Austin, Gerard
- 175-194 Distributional specification tests against semiparametric alternatives
by Peters, Simon & Smith, Richard J.
December 1990, Volume 46, Issue 3
- 247-271 Limiting power of unit-root tests in time-series regression
by Nabeya, Seiji & Tanaka, Katsuto
- 273-308 Testing nonnested Euler conditions with quadrature-based methods of approximation
by Ghysels, Eric & Hall, Alastair
- 309-331 The small-sample performance of the information-matrix test
by Orme, Chris
- 333-346 Estimation of time-dependent parameters in linear models using cross-sections, panels, or both
by Nijman, Theo & Verbeek, Marno
- 347-364 Regression-based tests for overdispersion in the Poisson model
by Cameron, A. Colin & Trivedi, Pravin K.
- 365-380 Multiple roots of the Tobit log-likelihood
by Greene, William
- 381-398 An adjustment-costs model of export supply and import demand
by Lawrence, Denis
- 399-406 A note on Park and Heikes' (1983) modified approximate estimator for the first-order moving-average process
by Choudhury, Askar H. & St. Louis, Robert D.
1990, Volume 46, Issue 1-2
- 3-5 Editor's introduction
by Lewin, Arie Y. & Knox Lovell, C. A.
- 7-38 Recent developments in DEA : The mathematical programming approach to frontier analysis
by Seiford, Lawrence M. & Thrall, Robert M.
- 39-56 Recent developments in the econometric estimation of frontiers
by Bauer, Paul W.
- 57-72 Largest size-efficient scale and size efficiencies of decision-making units in data envelopment analysis
by Maindiratta, Ajay
- 73-91 Polyhedral Cone-Ratio DEA Models with an illustrative application to large commercial banks
by Charnes, A. & Cooper, W. W. & Huang, Z. M. & Sun, D. B.
- 93-108 The role of multiplier bounds in efficiency analysis with application to Kansas farming
by Thompson, Russell G. & Langemeier, Larry N. & Lee, Chih-Tah & Lee, Euntaik & Thrall, Robert M.
- 109-123 Transformations in stochastic DEA models
by Sengupta, Jati K.
- 125-140 Goodness-of-fit in optimizing models
by Varian, Hal R.
- 141-163 A Gamma-distributed stochastic frontier model
by Greene, William H.
- 165-183 Moment-based estimation and testing of stochastic frontier models
by Kopp, Raymond J. & Mullahy, John
- 185-200 Production frontiers with cross-sectional and time-series variation in efficiency levels
by Cornwell, Christopher & Schmidt, Peter & Sickles, Robin C.
- 201-211 Production frontiers, panel data, and time-varying technical inefficiency
by Kumbhakar, Subal C.
- 213-227 Deterministic parametric and nonparametric estimation of efficiency in service production : A comparison
by Bjurek, Hans & Hjalmarsson, Lennart & Forsund, Finn R.
- 229-245 Measuring cost efficiency in banking : Econometric and linear programming evidence
by Ferrier, Gary D. & Lovell, C. A. Knox
1990, Volume 45, Issue 3
- 291-308 The impact of stochastic and deterministic trends on money-output causality : A multi-country investigation
by Krol, Robert & Ohanian, Lee E.
- 309-330 Nonparametric hazard estimation with time-varying discrete covariates
by Leung, Siu Fai & Wong, Wing Hung
- 331-350 An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
by Wooldridge, Jeffrey M.
- 351-366 Personal characteristics, unemployment insurance, and the duration of unemployment
by Follmann, Dean A. & Goldberg, Matthew S. & May, Laurie
- 367-384 Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations
by Friedmann, Ralph
- 385-395 Mallows' Cp criterion and unbiasedness of model selection
by Kobayashi, Masahito & Sakata, Shinichi
1990, Volume 45, Issue 1-2
- 1-5 Editors' introduction
by Campbell, John Y. & Melino, Angelo
- 7-38 ARCH models as diffusion approximations
by Nelson, Daniel B.
- 39-70 Analysis of time series subject to changes in regime
by Hamilton, James D.
- 71-97 Residual risk revisited
by Lehmann, Bruce N.
- 99-120 Intertemporal asset pricing : An Empirical Investigation
by Shanken, Jay
- 121-139 Are consumption-based intertemporal capital asset pricing models structural?
by Ghysels, Eric & Hall, Alastair
- 141-179 Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
by Gallant, A. Ronald & Hansen, Lars Peter & Tauchen, George
- 181-211 An econometric analysis of nonsynchronous trading
by Lo, Andrew W. & Craig MacKinlay, A.
- 213-237 Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills
by Engle, Robert F. & Ng, Victor K. & Rothschild, Michael
- 239-265 Pricing foreign currency options with stochastic volatility
by Melino, Angelo & Turnbull, Stuart M.
- 267-290 Alternative models for conditional stock volatility
by Pagan, Adrian R. & Schwert, G. William
June 1990, Volume 44, Issue 3
- 241-279 The classical principles of testing using instrumental variables estimates
by Magdalinos, Michael A.
- 281-309 Price elasticities from survey data : Extensions and Indonesian results
by Deaton, Angus
- 311-332 Two-stage instrumental variables estimators for the nonlinear errors-in-variables model
by Amemiya, Yasuo
- 333-346 On estimating and testing in a linear regression model with autocorrelated errors
by Ohtani, Kazuhiro
- 347-361 On the measurement of economic capacity utilization for multi-product industries
by Segerson, Kathleen & Squires, Dale
- 363-376 Forecasting with demand systems : A comparative study
by Chambers, Marcus J.
- 377-390 Aggregation and identification in consumer demand systems
by Heineke, J. M. & Shefrin, H. M.
- 391-400 Coherency of the indirect translog demand system with binding nonnegativity constraints
by Van Soest, Arthur & Kooreman, Peter
1990, Volume 44, Issue 1-2
- 1-4 Editor's introduction
by Aigner, Dennis J.
- 5-24 A statistical perspective on insurance rate-making
by Hsiao, Cheng & Kim, Changseob & Taylor, Grant
- 25-39 Simultaneous equations with covariance restrictions
by Rothenberg, Thomas J. & Ruud, Paul A.
- 41-66 A unified approach to estimation and orthogonality tests in linear single-equation econometric models
by Pesaran, M. Hashem & Smith, Richard J.
- 67-86 How to live with misspecification if you must
by Maasoumi, Esfandiar
- 87-105 The simultaneous-equations model revisited : Statistical adequacy and identification
by Spanos, Aris
- 107-126 Bounded-influence estimators for the tobit model
by Peracchi, Franco
- 127-158 Least absolute error estimation in the presence of serial correlation
by Weiss, Andrew A.
- 159-170 Reasonable extreme-bounds analysis
by Granger, Clive W. J. & Uhlig, Harald F.
- 171-187 Bootstrapping improved estimators for linear regression models
by Brownstone, David
- 189-213 An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
by Judge, G. G. & Hill, R. Carter & Bock, M. E.
- 215-238 Seasonal integration and cointegration
by Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S.
March 1990, Volume 43, Issue 3
- 255-274 Effects of collinearity on information about regression coefficients
by Soofi, Ehsan S.
- 275-292 An analogue model of phase-averaging procedures
by Campos, Julia & Ericsson, Neil R. & Hendry, David F.
- 293-315 Detecting multiple outliers with an application to R&D productivity
by Reiss, Peter C.
- 317-336 Robust estimation based on grouped-adjusted data in linear regression models
by Nawata, Kazumitsu
- 337-362 Robust estimation based on grouped-adjusted data in censored regression models
by Nawata, Kazumitsu
- 363-372 Finite sample power of linear regression autocorrelation tests
by Kramer, Walter & Zeisel, Helmut
- 373-388 On the compatibility of nested logit models with utility maximization
by Borsch-Supan, Axel
- 389-394 Three-stage least squares with different instruments for different equations
by Schmidt, Peter
1990, Volume 43, Issue 1-2
- 1-3 Editor's introduction : The state of empirical work on economic inequality
by Slottje, Daniel
- 5-34 A dispersion-dependency diagnostic test for aggregation error : With applications to monetary economics and income distribution
by Barnett, William A. & Serletis, Apostolos
- 35-42 Income distribution movements and aggregate money illusion
by Lewbel, Arthur
- 43-61 A multinomial probability model of size income distribution
by Diamond, Charles A. & Simon, Curtis J. & Warner, John T.
- 63-75 A random-effects logit model of work-welfare transitions
by Enberg, John & Gottschalk, Peter & Wolf, Douglas
- 77-90 A general functional form for approximating the Lorenz curve
by Basmann, R. L. & Hayes, K. J. & Slottje, D. J. & Johnson, J. D.
- 91-102 On the relationship between income inequality measures and social welfare functions
by Dagum, Camilo
- 103-120 Inequality and the standard of living
by Jorgenson, Dale W. & Slesnick, Daniel T.
- 121-133 Generalized entropy measures of mobility for different sexes and income levels
by Maasoumi, Esfandiar & Zandvakili, Sourushe
- 135-151 Inflation, relative price variation, and inequality
by Slesnick, Daniel T.
- 153-166 The poverty concept when prices are income-dependent
by Van Praag, Bernard M. S. & Baye, Michael R.
- 167-177 Measuring wealth in a simple two-period model
by Creedy, John
- 179-195 Methodological issues in the estimation of the size distribution of household wealth
by Wolff, Edward N.
- 197-212 An intervention analysis of the war on poverty : Poverty's persistence and political-business cycle implications
by Fomby, Thomas B. & Hayes, Kathy J.
- 213-226 Is the size distribution of income a random walk?
by Hayes, Kathy & Slottje, D. J. & Porter-Hudak, Susan & Scully, Gerald
- 227-251 Regression models for positive random variables
by McDonald, James B. & Butler, Richard J.
November 1989, Volume 42, Issue 3
October 1989, Volume 42, Issue 2
- 157-179 The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
by Magnus, Jan R. & Pesaran, Bahram
- 181-199 A method for approximate representation of vector-valued time series and its relation to two alternatives
by Aoki, Masanao & Havenner, Arthur
- 201-218 Risk and reactor safety systems adoption
by Dubin, Jeffrey A. & Rothwell, Geoffrey S.
- 219-245 The reserve-labor hypothesis, short-run pricing theories, and the employment-output relationship
by Garber, Steven
- 247-265 On the efficient estimation of simultaneous equations with covariance restrictions
by Arellano, Manuel
- 267-273 An efficient GLS estimator of triangular models with covariance restrictions
by Arellano, Manuel
- 275-283 A note on the estimation of nonsymmetric dynamic factor demand models
by Madan, Dilip B. & Prucha, Ingmar R.
September 1989, Volume 42, Issue 1
- 1-3 Editor's introduction : The state of empirical work on economic inequality
by Slottje, Daniel
- 5-19 Statistical properties of measures of between-group income differentials
by Gastwirth, Joseph L. & Nayak, Tapan K. & Wang, Jane-Ling
- 21-25 Interpreting the magnitude of changes in measures of income inequality
by Blackburn, McKinley L.
- 27-41 Sampling variance and decomposable inequality measures
by Cowell, Frank A.
- 43-47 Improving the accuracy of estimates of Gini coefficients
by Lerman, Robert I. & Yitzhaki, Shlomo
- 49-66 On the empirical relationship between several well-known inequality measures
by Slottje, D. J. & Basmann, R. L. & Nieswiadomy, M.
- 67-80 Family size and social utility : Income distribution dominance criteria
by Bourguignon, Francois
- 81-95 Income inequality measures based on sample surveys
by Nygard, Fredrik & Sandstrom, Arne
- 97-108 Optimal grouping of income and wealth data
by Davies, J. B. & Shorrocks, A. F.
- 109-119 Using incomplete moments to measure inequality
by Butler, Richard J. & McDonald, James B.
- 121-130 Remembrance of things past the distribution of earnings across occupations and the kappa criterion
by Hirschberg, Joseph G. & Slottje, D. J.
- 131-144 Continuously distributed attributes and measures of multivariate inequality
by Maasoumi, Esfandiar
- 145-155 The development of international inequality 1960-1985
by Theil, Henri
July 1989, Volume 41, Issue 3
June 1989, Volume 41, Issue 2
May 1989, Volume 41, Issue 1
- 1-3 Latent variables models : Editors' introduction
by Aigner, Dennis J. & Deistler, Manfred
- 5-16 Identification in restricted factor models and the evaluation of rank conditions
by Bekker, Paul A.
- 17-38 Parametrization of factor analysis models
by Picci, Giorgio
- 39-63 Linear dynamic errors-in-variables models : Some structure theory
by Deistler, M. & Anderson, B. D. O.
- 65-89 Recursive solution methods for dynamic linear rational expectations models
by Watson, Mark W.
- 91-119 Linear latent variable models and covariance structures
by Anderson, T. W.
- 121-143 Maximum likelihood estimation of the dynamic shock-error model
by Ghosh, Damayanti
- 145-158 Identification and estimation of dynamic errors-in-variables models
by Bloch, Anthony M.
- 159-185 Consistent estimation for some nonlinear errors-in-variables models
by Hsiao, Cheng
February 1989, Volume 40, Issue 2
- 203-238 The size and power of the variance ratio test in finite samples : A Monte Carlo investigation
by Lo, Andrew W. & MacKinlay, A. Craig
- 239-259 An approximate test for comparing independent regression models with unequal error variances
by Conerly, Michael D. & Mansfield, Edward R.
- 261-278 Misspecification tests in econometrics based on ranks
by McCabe, B. P. M.
- 279-305 The exact moments of ols in dynamic regression models with non-normal errors
by Peters, Thomas A.
- 307-318 A new test for structural stability in the linear regression model
by Ploberger, Werner & Kramer, Walter & Kontrus, Karl
- 319-325 Identification of simultaneous equation models with measurement errors based on time series structure
by Nowak, Eugen
- 327-338 Elliptical Lorenz curves
by Villasenor, JoseA. & Arnold, Barry C.
January 1989, Volume 40, Issue 1
- 1-1 Editors'introduction
by Hoffman, Dennis & Schmidt, Peter
- 3-14 An econometric analysis of the bank credit scoring problem
by Boyes, William J. & Hoffman, Dennis L. & Low, Stuart A.
- 15-32 Trend reversion in real output and unemployment
by Clark, Peter K.
- 33-44 Predictive efficiency for simple non-linear models
by Cooley, Thomas F. & Parke, William R. & Chib, Siddhartha
- 45-62 Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting
by Engle, R. F. & Granger, C. W. J. & Hallman, J. J.
- 63-86 Exact predictive densities for linear models with arch disturbances
by Geweke, John
- 87-96 Interval forecasting : An analysis based upon ARCH-quantile estimators
by Granger, C. W. J. & White, Halbert & Kamstra, Mark
- 97-123 Estimation of best predictors of binary response
by Manski, Charles F. & Thompson, T. Scott
- 125-139 On the role of simulation in the statistical evaluation of econometric models
by Pagan, Adrian
- 141-159 Predicting criminal recidivism using 'split population' survival time models
by Schmidt, Peter & Witte, Ann Dryden
- 161-181 Interpreting the evidence on money-income causality
by Stock, James H. & Watson, Mark W.
- 183-202 Forecasting international growth rates using Bayesian shrinkage and other procedures
by Zellner, Arnold & Hong, Chansik
November 1988, Volume 39, Issue 3
- 237-250 An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample
by Agbeyegbe, Terence D.
- 251-266 The spurious effects of unit roots on vector autoregressions : A Monte Carlo study
by Ohanian, Lee E.
- 267-296 Prediction tests for structural stability
by Lutkepohl, Helmut
- 297-307 Testing for individual effects in autoregressive models
by Holtz-Eakin, Douglas
- 309-326 The estimation of transaction costs in arbitrage models
by Spiller, Pablo T. & Wood, Robert O.
- 327-346 The exact multi-period mean-square forecast error for the first-order autoregressive model
by Hoque, Asraul & Magnus, Jan R. & Pesaran, Bahram
- 347-366 Limited information estimators and exogeneity tests for simultaneous probit models
by Rivers, Douglas & Vuong, Quang H.
- 367-386 An analysis of tests for regression coefficient stability
by Shively, Thomas S.
- 387-395 Improved estimation of the disturbance variance in a linear regression model
by Gelfand, Alan E. & Dey, Dipak K.
1988, Volume 39, Issue 1-2
- 1-5 Editors' introduction
by Aigner, Dennis J. & Zellner, Arnold
- 7-21 Causality and causal laws in economics
by Zellner, Arnold
- 23-52 On the interpretation and observation of laws
by Pratt, John W. & Schlaifer, Robert
- 53-68 Probability and causation
by Skyrms, Brian
- 69-104 Causality tests and observationally equivalent representations of econometric models
by Basmann, R. L.
- 105-147 Further thoughts on testing for causality with econometric models
by Swamy, P. A. V. B. & Von Zur Muehlen, Peter
- 149-173 Causal ordering, comparative statics, and near decomposability
by A. Simon, Herbert & Iwasaki, Yumi
- 175-198 Latent variables, causal models and overidentifying constraints
by Glymour, Clark & Spirtes, Peter
- 199-211 Some recent development in a concept of causality
by Granger, C. W. J.
- 213-234 Causal relationships and replicability
by Poirier, Dale J.
July 1988, Volume 38, Issue 3
- 269-299 Non-linear regression with discrete explanatory variables, with an application to the earnings function
by Bierens, Herman J. & Hartog, Joop
- 301-339 Adaptive estimation of regression models via moment restrictions
by Newey, Whitney K.
- 341-348 Conditional and unconditional statistical independence
by Phillips, Peter C. B.
- 349-360 Bayes prediction in regressions with elliptical errors
by Chib, Siddhartha & Tiwari, Ram C. & Jammalamadaka, S. Rao
- 361-373 Identification information and instruments in linear econometric models with rational expectations
by Turkington, D. A. & Bowden, R. J.
- 375-386 A size correction to the Lagrange multiplier test for heteroskedasticity
by Honda, Yuzo
- 387-399 Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data
by Battese, George E. & Coelli, Tim J.
1988, Volume 38, Issue 1-2
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