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Editor: T. Amemiya
Editor: A. R. Gallant
Editor: J. F. Geweke
Editor: C. Hsiao
Editor: P. M. Robinson
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Takeshi Amemiya , A. Ronald Gallant , John Geweke , Cheng Hsiao .
Series handle: RePEc:eee:econom
ISSN: 0304-4076
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Content
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
- 1-3 Editor's introduction
by Kiefer, Nicholas M.
- 5-28 The duration of contract strikes in U.S. manufacturing
by Kennan, John
- 29-49 Modelling the process of job search
by Narendranathan, Wiji & Nickell, Stephen
- 51-69 Layoffs and duration dependence in a model of turnover
by Burdett, Kenneth & Kiefer, Nicholas M. & Sharma, Sunil
- 71-84 State dependency in youth unemployment : A lost generation?
by Lynch, Lisa M.
- 85-101 Unemployment insurance and the distribution of unemployment spells
by Moffitt, Robert
- 103-112 Conception intervals and the substitution of fertility over time
by Olsen, Randall J. & Farkas, George
- 113-126 Simultaneous equations models in applied search theory
by Lancaster, Tony
- 127-134 Computation in duration models with heterogeneity
by Waldman, Donald M.
- 135-154 Specification diagnostics based on Laguerre alternatives for econometric models of duration
by Kiefer, Nicholas M.
- 155-169 Generalised residuals and heterogeneous duration models : With applications to the Weilbull model
by Lancaster, Tony
March 1985, Volume 27, Issue 3
- 273-298 Dynamic models of the labor force behavior of married women which can be estimated using limited amounts of past information
by Nakamura, Alice & Nakamura, Masao
- 299-311 Second-order properties of estimators of serial correlation from regression residuals
by Sheehan, Dennis P.
- 313-333 Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator
by Manski, Charles F.
- 335-361 The effects of autocorrelation among errors on the consistency property of OLS variance estimator
by Sharma, Subhash C.
- 363-370 A classical approach to Cox's test for non-nested hypotheses
by Dastoor, Naorayex K.
- 371-381 Durbin-Watson tests for serial correlation in regressions with missing observations
by Dufour, Jean-Marie & Dagenais, Marcel G.
- 383-386 A note on the asymptotic relative efficiency of M.L.E. in a linear model with Gamma disturbances
by Deprins, D. & Simar, L.
February 1985, Volume 27, Issue 2
- 143-161 Testing the autoregressive parameter with the t statistic
by Nankervis, J. C. & Savin, N. E.
- 163-178 A point optimal test for heteroscedastic disturbances
by Evans, Merran A. & King, Maxwell L.
- 179-196 Estimating regression equations with common explanatory variables but unequal numbers of observations
by Conniffe, Denis
- 197-209 Homogeneity and endogeneity in systems of demand equations
by Attfield, Clifford L. F.
- 211-219 Global identification of the dynamic shock-error model
by Nowak, Eugen
- 221-234 Some tests for the constancy of regressions under heteroscedasticity
by Tsurumi, Hiroki & Sheflin, Neil
- 235-258 The empirical determination of technology and expectations : A simplified procedure
by Epstein, Larry G. & Yatchew, Adonis J.
- 259-269 A lagrange multiplier interpretation of disturbance estimators with an application to testing for nonlinearity
by Harrison, M. J. & Keogh, Gary
January 1985, Volume 27, Issue 1
- 1-20 Preferences of citizens for public expenditures on elementary and secondary education
by Lankford, R. Hamilton
- 21-37 A point optimal test for autoregressive disturbances
by King, Maxwell L.
- 39-60 The moments of ols and 2sls when the disturbances are non-normal
by Knight, John L.
- 61-78 A nonlinear multivariate error components analysis of technology and specific factor productivity growth with an application to the U.S. Airlines
by Sickles, Robin C.
- 79-97 Serial correlation in latent discrete variable models
by Cosslett, Stephen R. & Lee, Lung-Fei
- 99-121 Mean estimation bias in least squares estimation of autoregressive processes
by Pantula, Sastry G. & Fuller, Wayne A.
- 123-130 The behavior of speculative prices and the consistency of economic models
by Webb, Robert I.
- 131-135 Correcting for truncation bias caused by a latent truncation variable
by Bloom, David E. & Killingsworth, Mark R.
- 137-138 Erratum
by Heckman, James J. & Singer, Burton
December 1984, Volume 26, Issue 3
- 255-270 Errors-in-variables in demand systems
by Stapleton, David C.
- 271-281 Systematic sampling and temporal aggregation in time series models
by Weiss, Andrew A.
- 283-293 Linear transformations of vector ARMA processes
by Lutkepohl, Helmut
- 295-321 Imposing curvature restrictions on flexible functional forms
by Gallant, A. Ronald & Golub, Gene H.
- 323-353 Model specification testing of time series regressions
by Bierens, Herman J.
- 355-373 A study of several new and existing tests for heteroscedasticity in the general linear model
by Ali, Mukhtar M. & Giaccotto, Carmelo
- 375-385 Small sample properties of the mixed regression estimator
by Ohtani, Kazuhiro & Honda, Yuzo
- 387-398 The exact distribution of exogenous variable coefficient estimators
by Phillips, P. C. B.
1984, Volume 26, Issue 1-2
- 1-15 The welfare econometrics of peak-load pricing for electricity : Editor's Introduction
by Aigner, Dennis J.
- 17-34 A comparison of different methodologies in a case study of residential time-of-use electricity pricing : Cost-Benefit Analysis
by Caves, Douglas W. & Christensen, Laurits R. & Schoech, Philip E. & Hendricks, Wallace
- 35-64 Measuring the consumer welfare effects of time-differentiated electricity prices
by Parks, Richard W. & Weitzel, David
- 65-82 Estimating the distributional impact of time-of-day pricing of electricity
by Howrey, E. Philip & Varian, Hal R.
- 83-113 Costs and benefits of peak-load pricing of electricity : A continuous-time econometric approach
by Gallant, A. Ronald & Koenker, Roger W.
- 115-139 Appliance purchase and usage adaptation to a permanent time-of-day electricity rate schedule
by Hausman, Jerry A. & Trimble, John
- 141-177 Response to residential time-of-use electricity rates : How transferable are the findings?
by Kohler, Daniel F. & Mitchell, Bridger M.
- 179-203 Consistency of residential customer response in time-of-use electricity pricing experiments
by Caves, Douglas W. & Christensen, Laurits R. & Herriges, Joseph A.
- 205-227 Estimation of time-of-use pricing response in the absence of experimental data : An application of the methodology of data transferability
by Aigner, Dennis J. & Leamer, Edward E.
- 229-252 Large business customer response to time-of-day electricity rates
by Park, Rolla Edward & Acton, Jan Paul
July 1984, Volume 25, Issue 3
- 241-262 Convenient specification tests for logit and probit models
by Davidson, Russell & MacKinnon, James G.
- 263-283 Exact finite sample properties of double k-class estimators in simultaneous equations
by Dwivedi, T. D. & Srivastava, V. K.
- 285-302 Microeconometric evidence on the neoclassical model of demand
by Kiefer, Nicholas M.
- 303-325 Least absolute deviations estimation for the censored regression model
by Powell, James L.
- 327-351 The sampling distributions of the predictor for an autoregressive model under misspecifications
by Tanaka, Katsuto & Maekawa, Koichi
- 353-364 Properties of technical efficiency estimators in the stochastic frontier model
by Waldman, Donald M.
- 365-393 Bayesian analysis of dichotomous quantal response models
by Zellner, Arnold & Rossi, Peter E.
1984, Volume 25, Issue 1-2
- 1-2 Editor's introduction
by Judge, George
- 3-14 Optimal critical regions for pre-test estimators using a Bayes risk criterion
by Roehrig, C.S.
- 15-27 Specification pre-test estimator
by Gourieroux, C. & Trognon, A.
- 29-33 The moments of a pre-test estimator under possible heteroscedasticity
by Mandy, D.M.
- 35-48 Autocorrelation pre-testing in the linear model: Estimation, testing and prediction
by King, M.L. & Giles, D.E.A.
- 49-61 The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors
by Griffiths, W.E. & Beesley, P.A.A.
- 63-72 The statistical implications of preliminary specification error testing
by Morey, M.J.
- 73-85 Avoiding model selection by the use of shrinkage techniques
by Zaman, A.
- 87-108 Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
by Berger, J. & Berliner, L.M.
- 109-122 The sampling distribution of shrinkage estimators and theirF-ratios in the regression model
by Ullah, A. & Carter, R.A.L. & Srivastava, V.K.
- 123-131 The exact distribution of the Stein-rule estimator
by Phillips, P.C.B.
- 133-150 Some improved estimators in the case of possible heteroscedasticity
by Yancey, T.A. & Judge, G.G. & Miyazaki, S.
- 151-164 Restricted least squares, pre-test, ols and stein rule estimators: Risk comparisons under model misspecification
by Mittelhammer, R.C.
- 165-177 The non-optimality of the inequality restricted estimator under squared error loss
by Judge, G.G. & Yancey, T.A. & Bock, M.E. & Bohrer, R.
- 179-190 On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
by Trenkler, G.
- 191-203 Some theoretical results for generalized ridge regression estimators
by Fourgeaud, C. & Gourieroux, C. & Pradel, J.
- 205-216 The risk of general Stein-like estimators in the presence of multicollinearity
by Hill, R.C. & Ziemer, R.F.
- 217-234 A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions
by Bock, M.E. & Judge, G.G. & Yancey, T.A.
- 235-239 Algorithms for numerical evaluation of Stein-like and limited-translation estimators
by Bohrer, R. & Yancey, T.A.
March 1984, Volume 24, Issue 3
- 223-233 Impacts of alternative degrees of freedom corrections in two and three stage least squares
by Binkley, James K. & Nelson, Glenn
- 235-247 On price exogeneity in complete demand systems
by Bronsard, Camille & Salvas-Bronsard, Lise
- 249-268 Modelling alternative residential peak-load electricity rate structures
by Caves, Douglas W. & Christensen, Laurits R. & Herriges, Joseph A.
- 269-277 A new test for fourth-order autoregressive disturbances
by King, Maxwell L.
- 279-292 Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system
by Morimune, Kimio & Tsukuda, Yoshihiko
- 293-310 Estimating predictions, prediction errors and their standard deviations using constructed variables
by Pagan, A. R. & Nicholls, D. F.
- 311-330 Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
by Penm, J. H. W. & Terrell, R. D.
- 331-347 Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
by Pollock, D. S. G.
- 349-361 Simple tests of alternative specifications in stochastic frontier models
by Schmidt, Peter & Lin, Tsai-Fen
- 363-378 Bayesian parameter and reliability estimation for a bivariate exponential distribution parallel sampling
by Shamseldin, A. A. & Press, S. James
- 379-395 Bayesian limited-information analysis of nonlinear simultaneous equations systems
by Ter Berg, Peter & Harkema, Rins
- 397-403 Linear regression and the Yule distribution
by Xekalaki, Evdokia
1984, Volume 24, Issue 1-2
- 1-2 Editor's introduction
by Amemiya, Takeshi
- 3-61 Tobit models: A survey
by Amemiya, Takeshi
- 63-132 Econometric duration analysis
by Heckman, James J. & Singer, Burton
- 133-158 Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census
by Ham, John & Hsiao, Cheng
- 159-179 Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
by Lee, Lung-Fei
- 181-196 Efficiency of the two-step estimator for models with endogenous sample selection
by Nelson, Forrest D.
- 197-213 A Monte Carlo comparison of estimators for censored regression models
by Paarsch, Harry J.
- 215-222 Software for the computation of Tobit model estimates
by Hall, Bronwyn H.
December 1983, Volume 23, Issue 3
- 295-300 A comparison of the Amemiya GLS and the Lee-Maddala-Trost G2SLS in a simultaneous-equations Tobit model
by Amemiya, Takeshi
- 301-313 Testing the specification of multivariate models in the presence of alternative hypotheses
by Davidson, Russell & MacKinnon, James G.
- 315-330 A general approach to intertemporal and interspatial productivity comparisons
by Denny, Michael & Fuss, Melvyn
- 331-335 Pierce and Haugh on characterizations of causality: A re-examination
by Evans, Lewis & Wells, Graeme
- 337-342 A remark on serial correlation in maximum likelihood
by Levine, David
- 343-351 Testing rational expectations by the use of overidentifying restrictions
by Startz, Richard
- 353-367 Detecting a shift in location : Some robust tests
by Talwar, Prem P.
- 369-384 The industrial and commercial demand for electricity under time-of-use pricing
by Tishler, Asher
- 385-400 Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
by Watson, Mark W. & Engle, Robert F.
- 401-405 A note on the decomposition of cost efficiency into technical and allocative components
by Zieschang, Kimberly D.
October 1983, Volume 23, Issue 2
- 165-191 On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
by Doran, H. E. & Griffiths, W. E.
- 193-210 U.S.-Japan automobile trade : A Bayesian test of a product life cycle
by Tsurumi, Hiroki & Tsurumi, Yoshi
- 211-221 Identification of the dynamic shock-error model with autocorrelated errors
by Nowak, Eugen
- 223-233 Sargan densities which one?
by Missiakoulis, Spyros
- 235-251 A new look at the relationship between time-series and structural econometric models
by Anderson, Richard G. & Johannes, James M. & Rasche, Robert H.
- 253-267 Consistent estimation of equations with composite moving average disturbance terms
by McDonald, John & Darroch, John
- 269-274 On maximum likelihood estimation of stochastic frontier production models
by Lee, Lung-Fei
- 275-283 Partially generalized least squares and two-stage least squares estimators
by Amemiya, Takeshi
- 285-290 A note on amemiya's partially generalized least squares
by Balestra, Pietro
- 291-292 Restrictions on variables
by Don, F. J. H.
September 1983, Volume 23, Issue 1
- 1-3 Editors' introduction
by Miller, Robert B. & Hickman, James C.
- 5-35 Enriched multinormal priors revisited
by Jewell, William S.
- 37-61 Second moments of estimates of outstanding claims
by Taylor, G. C. & Ashe, F. R.
- 63-76 Compound poisson models in actuarial risk theory
by Panjer, Harry H. & Willmot, Gordon E.
- 77-90 Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions
by Goovaerts, M. J. & De Vylder, F.
- 91-102 On the estimation of long tailed skewed distributions with actuarial applications
by Hogg, Robert V. & Klugman, Stuart A.
- 103-117 Death and survival in employee populations
by Shapiro, Arnold F.
- 119-129 Hachemeister's Bayesian regression model revisited
by Zehnwirth, Ben
- 131-146 Monitoring mortality : A state-space approach
by De Jong, Piet & Boyle, Phelim P.
- 147-164 Practical models in credibility theory, including parameter estimation
by De Vylder, F.
August 1983, Volume 22, Issue 3
- 245-267 A test for distributional assumptions for the stochastic frontier functions
by Lee, Lung-Fei
- 269-279 Approximations of the eigenvalues of the covariance matrix of a first-order autoregressive process
by Stroeker, R. J.
- 281-290 A heteroscedasticity-consistent covariance matrix estimator for time series regressions
by Hsieh, David A.
- 291-300 An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors
by Fomby, Thomas B. & Guilkey, David K.
- 301-316 An econometric model of the short-run demand for workers and hours in the U.S. auto industry
by Chang, Julius C.
- 317-322 An invariance property of Farebrother's procedure for estimation with aggregated data
by Baksalary, Jerzy K.
- 323-338 A general analysis of bias in the estimated standard errors of least squares coefficients
by Greenwald, Bruce C.
- 339-364 Charging for local telephone calls : How household characteristics affect the distribution of calls in the GTE Illinois experiment
by Park, Rolla Edward & Mitchell, Bridger M. & Wetzel, Bruce M. & Alleman, James H.
- 365-390 Ridge regression estimation of the Rotterdam model
by Swamy, P. A. V. B. & Mehta, J. S.
- 391-393 A note on a fixed effect model with arbitrary interpersonal covariance
by Schmidt, Peter
1983, Volume 22, Issue 1-2
- 13-42 Simultaneous equation systems as moment structure models : With an introduction to latent variable models
by Bentler, P. M.
- 43-65 Latent variable structural equation modeling with categorical data
by Muthen, Bengt
- 67-90 Some comments on maximum likelihood and partial least squares methods
by Dijkstra, Theo
- 91-111 Multivariate methods for quantitative and qualitative data
by Keller, Wouter J. & Wansbeek, Tom
- 113-137 Models and methods for the analysis of correlation coefficients
by De Leeuw, Jan
- 139-167 Analyzing rectangular tables by joint and constrained multidimensional scaling
by Heiser, Willem J. & Meulman, Jacqueline
- 169-189 Correspondence analysis, with an extension towards nominal time series
by Deville, J. -C. & Saporta, G.
- 191-214 Loglinear models and categorical data analysis with psychometric and econometric applications
by Fienberg, Stephen E. & Meyer, Michael M.
- 215-227 Latent trait models
by Andersen, Erling B.
- 229-243 Latent variable models for ordered categorical data
by Bartholomew, D. J.
April 1983, Volume 21, Issue 3
- 263-285 Estimation of consumer demand systems with binding non-negativity constraints
by Wales, T. J. & Woodland, A. D.
- 287-306 Bayesian inference for pareto populations
by Arnold, Barry C. & Press, S. James
- 307-331 Fully Bayesian analysis of ARMA time series models
by Monahan, John F.
- 333-355 Two-step two-stage least squares estimation in models with rational expectations
by Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice
- 357-366 The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data
by King, Maxwell L.
- 367-386 Rationality, specification tests, and macroeconomic models
by Hoffman, Dennis L. & Schlagenhauf, Don E.
- 387-388 A note on Balestra's (1980) approximate estimator for the first-order moving average process
by Park, Choon Y. & Heikes, Russell G.
- 389-402 Properties of shrinkage estimators in linear regression when disturbances are not normal
by Ullah, A. & Srivastava, V. K. & Chandra, R.
February 1983, Volume 21, Issue 2
- 161-194 Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence
by Geweke, John & Meese, Richard & Dent, Warren
- 195-212 Estimation of limited dependent variable models by ordinary least squares and the method of moments
by Greene, William H.
- 213-228 Some aspects of testing non-nested hypotheses
by Dastoor, Naorayex K.
- 229-243 The numerical values of some key parameters in econometric models
by Anderson, T. W. & Morimune, Kimio & Sawa, Takamitsu
- 245-254 Identifiability criteria for Muth-rational expectations models
by Wegge, Leon L. & Feldman, Mark
- 255-256 Comment to the editor
by Wegge, Leon L. & Feldman, Mark
- 257-260 A note on moments of k-class estimators for negative k
by Srivastava, V. K. & Srivastava, A. K.
January 1983, Volume 21, Issue 1
- 1-3 Editor's introduction
by White, Halbert
- 5-33 The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distribution-free Cox test
by Aguirre-Torres, Victor & Ronald Gallant, A.
- 35-51 Testing for autoregressive against moving average errors in the linear regression model
by King, Maxwell L.
- 53-70 Tests for model specification in the presence of alternative hypotheses : Some further results
by MacKinnon, James G. & White, Halbert & Davidson, Russell
- 71-81 Multiple model testing for non-nested heteroskedastic censored regression models
by Smith, Marlene A. & Maddala, G. S.
- 83-115 Testing nested or non-nested hypotheses
by Gourieroux, Christian & Monfort, Alain & Trognon, Alain
- 117-132 Tests for two separate regressions
by Fisher, Gordon R.
- 133-154 Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence
by Godfrey, L. G. & Pesaran, M. H.
- 155-160 Confidence contours for two test statistics for non-nested regression models
by Hall, A. D.
November 1982, Volume 20, Issue 2
October 1982, Volume 20, Issue 1
- 1-2 Editor's introduction
by White, Halbert
- 3-33 On the formulation of empirical models in dynamic econometrics
by Hendry, David F. & Richard, Jean-Francois
- 35-58 Misspecified models with dependent observations
by Domowitz, Ian & White, Halbert
- 59-82 Model specification tests : A simultaneous approach
by Bera, Anil K. & Jarque, Carlos M.
- 83-104 A general approach to lagrange multiplier model diagnostics
by Engle, Robert F.
- 105-134 Consistent model specification tests
by Bierens, Herman J.
- 135-157 Estimation and testing in time-series regression models with heteroscedastic disturbances
by Cragg, J. G.
August 1982, Volume 19, Issue 2-3
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