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Editor: T. Amemiya
Editor: A. R. Gallant
Editor: J. F. Geweke
Editor: C. Hsiao
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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
August 1982, Volume 19, Issue 2-3
- 233-238 On the estimation of technical inefficiency in the stochastic frontier production function model
by Jondrow, James & Knox Lovell, C. A. & Materov, Ivan S. & Schmidt, Peter
- 239-285 Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
by Magnus, Jan R.
- 287-299 The estimation of the degree of oligopoly power
by Appelbaum, Elie
- 301-318 Regularity conditions for cox's test of non-nested hypotheses
by White, Halbert
- 319-331 The decomposition of frontier cost function deviations into measures of technical and allocative efficiency
by Kopp, Raymond J. & Diewert, W. Erwin
- 333-343 Linear regression using both temporally aggregated and temporally disaggregated data
by Palm, F. C. & Nijman, T. E.
- 345-366 Seasonality in dynamic regression models : A comparative study of finite sample properties of various regression estimators including band spectrum regression
by Bunzel, Henning & Hylleberg, Svend
- 367-378 Non-causality due to omitted variables
by Lutkepohl, Helmut
- 379-384 Empirical evidence of causality from consumer to wholesale prices
by Colclough, William G. & Lange, Mark D.
- 385-390 A forecasting property of the unrestricted, restricted, and partially restricted reduced-form coefficients
by Park, Soo-Bin
May 1982, Volume 19, Issue 1
- 1-5 Introduction
by Broemeling, Lyle
- 7-22 A Bayesian approach to retrospective identification of change-points
by Booth, N.B. & Smith, A.F.M.
- 23-29 Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
by Diaz, Joaquin
- 31-76 Recursive stability analysis of linear regression relationships: An exploratory methodology
by Dufour, Jean-Marie
- 77-87 A Bayesian analysis of a switching linear model
by Holbert, Donald
- 89-107 Robust inferences for structural shift in regression models
by Hsu, D.A.
- 109-123 Test for normality in the econometric disequilibrium markets model
by Lee, Lung-Fei
- 125-145 Testing separate regression models subject to specification error
by McAleer, Michael & Fisher, Gordon
- 147-163 Structural changes in time series models
by Salazar, Diego
- 165-182 A Bayesian and maximum likelihood analysis of a gradual switching regression in a simultaneous equation framework
by Tsurumi, Hiroki
April 1982, Volume 18, Issue 3
February 1982, Volume 18, Issue 2
- 191-205 Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
by Fujikoshi, Yasunori & Morimune, Kimio & Kunitomo, Naoto & Taniguchi, Masanobu
- 207-217 Recursive estimation of simultaneous equation models
by Chavas, Jean-Paul
- 219-237 Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation
by Kiefer, Nicholas M.
- 239-249 A bayesian analysis of a random coefficient model in a simple keynesian system
by Tsurumi, Hiroki & Shiba, Tsunemasa
- 251-261 Bayesian estimation of the switching regression model with autocorrelated errors
by Ohtani, Kazuhiro
- 263-274 On the comprehensive method of testing non-nested regression models
by Pesaran, M. H.
- 275-279 A stationary point for the stochastic frontier likelihood
by Waldman, Donald M.
- 281-284 Underestimation of mean square error matrix in misspecified linear models
by Terasvirta, Timo
- 285-289 Maximum likelihood estimation of stochastic frontier production models
by Greene, William H.
- 291-294 A note on testing demand homogeneity
by Bera, Anil K.
January 1982, Volume 18, Issue 1
December 1981, Volume 17, Issue 3
- 263-285 Conditional distributions of earnings, wages and hours for blacks and whites
by White, Halbert & Olson, Lawrence
- 287-304 Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis
by Geweke, John F. & Singleton, Kenneth J.
- 305-321 Sources of error in economic time series
by Pierce, David A.
- 323-331 Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
by Pesaran, M. H.
- 333-350 Model occurrence and model selection in panel data sets
by Poirier, Dale J. & Klepper, Steven
- 351-381 A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator
by Amemiya, Takeshi & Powell, James L.
- 383-387 A note on the moments of partially restricted reduced forms
by McCarthy, Michael D.
- 389-392 On the existence of moments of partially restricted reduced form estimators : A comment
by Swamy, P. A. V. B. & Mehta, J. S.
November 1981, Volume 17, Issue 2
- 141-155 Econometric modelling with non-normal disturbances
by Goldfeld, Stephen M. & Quandt, Richard E.
- 157-176 Granger-causality in multiple time series
by TjOstheim, Dag
- 177-188 An analysis of the bounds for the Gini coefficient
by McDonald, James B. & Ransom, Michael R.
- 189-200 Simultaneous equations with error components
by Baltagi, Badi H.
- 201-227 Departures from marginal-cost pricing in the American automobile industry : Estimates for 1977-1978
by Bresnahan, Timothy F.
- 229-252 The demand for deductibles in private health insurance : A probit model with sample selection
by Van de Ven, Wynand P. M. M. & Van Praag, Bernard M. S.
- 253-258 Further evidence on the robustness of the Tobit estimator to heteroskedasticity
by Arabmazar, Abbas & Schmidt, Peter
September 1981, Volume 17, Issue 1
- 1-19 Assessing the potential demand for electric cars
by Beggs, S. & Cardell, S. & Hausman, J.
- 21-49 Pooling : An experimental study of alternative testing and estimation procedures in a two-way error component model
by Baltagi, Badi H.
- 51-66 The alternative Durbin-Watson test : An assessment of Durbin and Watson's choice of test statistic
by King, M. L.
- 67-82 On the efficiency of the Cochrane-Orcutt estimator
by Taylor, William E.
- 83-97 Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
by Gourieroux, Christian & Monfort, Alain
- 99-105 Testing for serial correlation in simultaneous equation models : Some further results
by Harvey, A. C. & Phillips, G. D. A.
- 107-112 A note on studentizing a test for heteroscedasticity
by Koenker, Roger
- 113-123 Improved Stein-rule estimator for regression problems
by Carter, R. A. L.
- 125-125 Improved Stein-rule estimator for regression problems
by Vinod, H. D.
- 127-130 Large sample estimation and testing procedures for dynamic equation systems
by McDonald, John & Darroch, John
- 131-138 Large sample estimation and testing procedures for dynamic equation systems
by Palm, Franz & Zellner, Arnold
August 1981, Volume 16, Issue 3
- 277-294 Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
- 295-310 Problems with the estimation of moving average processes
by Davidson, James E. H.
- 311-337 A study of estimator densities and performance under misspecification
by Rhodes, George Jr. & Westbrook, M. Daniel
- 339-365 Short-run labor productivity in a dynamic model
by Morrison, C. J. & Berndt, E. R.
- 367-374 Omission of an observation from a regression analysis : A dicussion on efficiency loss, with applications
by Doran, Howard E.
- 375-398 Identification of rational expectations models
by Pesaran, M. H.
- 399-399 International meeting on analysis of sample survey data and sequential analysis
by Yahav, J. & Nathan, G.
June 1981, Volume 16, Issue 2
May 1981, Volume 16, Issue 1
- 1-1 Editor's introduction
by Maddala, G. S.
- 3-14 Likelihood of a model and information criteria
by Akaike, Hirotugu
- 15-20 Likelihood ratios, posterior odds and information criteria
by Atkinson, A. C.
- 21-33 A comparison of the information and posterior probability criteria for model selection
by Chow, Gregory C.
- 35-49 Alternative formulations of the Nerlove-Press models
by Maddala, G. S. & Trost, R. P.
- 51-69 Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data
by Lee, Lung-Fei
- 71-87 Alternative tests of rational expectations models : The case of the term structure
by Shiller, Robert J.
- 89-102 On the estimation of inflationary expectations from qualitative responses
by Fishe, Raymond P. H. & Lahiri, Kajal
- 103-119 Alternative procedures and associated tests of significance for non-nested hypotheses
by Fisher, Gordon R. & McAleer, Michael
- 121-130 Some properties of time series data and their use in econometric model specification
by Granger, C. W. J.
- 131-138 The role of bounded-influence estimation in model selection
by Krasker, William S.
- 139-149 On the concept of non-significant functions and its implications for regression analysis
by Mundlak, Yair
- 151-152 Posterior odds ratios for regression hypotheses : General considerations and some specific results
by Zellner, Arnold
- 153-153 Specification and inference in linear models
by Florens, J. -P. & Mouchart, M. & Richard, J. -F.
- 154-154 On the nature and discovery of structure
by Pratt, John W. & Schlaifer, Robert
- 155-155 Panel data and unobservable individual effects
by Hausman, Jerry A. & Taylor, William E.
- 156-156 Are employment decisions based on rational expectations?
by Muellbauer, John
- 157-157 Single-market disequilibrium models : Estimating and testing
by Goldfeld, Stephen M. & Quandt, Richard E.
- 158-158 Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
by Pesaran, M. H.
- 159-159 Model formulation to simplify selection when specification is uncertain
by Hendry, David F. & Richard, Jean-Francois
- 160-161 Identification in models with autoregressive errors
by Sargan, J. D.
- 162-162 Estimating regression models of finite but unknown order
by Geweke, John & Meese, Richard
- 163-163 Robust estimation of ARIMA models
by Vandaele, Walter
- 164-164 Models of duration dependence
by Chamberlain, Gary
- 165-165 Approximations for densities of sufficient estimators
by Durbin, J.
- 166-166 Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters
by Gourieroux, Christian & Holly, Alberto & Monfort, Alain
- 167-167 Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity
by Belsley, David A.
April 1981, Volume 15, Issue 3
February 1981, Volume 15, Issue 2
- 177-209 A random coefficient approach to seasonal adjustment of economic time series
by Havenner, A. & Swamy, P. A. V. B.
- 211-245 On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form
by Gallant, A. Ronald
- 247-263 Causality and the independence phenomenon : The case of the demand for money
by Hernandez-Iglesias, C. & Hernandez-Iglesias, F.
- 265-287 Testing the restrictions implied by the rational expectations hypothesis
by Hoffman, Dennis L. & Schmidt, Peter
- 289-298 Estimators without moments : The case of the reciprocal of a normal mean
by Zaman, Asad
- 299-307 Joint estimation and testing for functional form and heteroskedasticity
by Lahiri, Kajal & Egy, Daniel
- 309-309 News Item
by Perryman, M. Ray
January 1981, Volume 15, Issue 1
- 13-24 On the control of structural models
by Norman, Alfred L.
- 25-28 On the control of structural models--comment
by Chow, Gregory C.
- 29-29 On the control of structural models--reply
by Norman, Alfred L.
- 31-48 A maximum probability approach to short-run policy
by Tinsley, P. & Von Zur Muehlen, P.
- 49-62 On the accuracy and efficiency of polynomial approximations in optimal macroeconomic policy determination
by Palash, Carl J.
- 65-92 Assessing international interdependence with a multi-country model
by Howe, Howard & Hernandez-Cata, Ernesto & Stevens, Guy & Berner, Richard & Clark, Peter & Kwack, Sung Y.
- 93-114 Indexing the U.S. economy : Simulation results with the MPS model
by Flannery, Mark J. & Johnson, Lewis
- 117-137 An expose of disguised deposits
by Tinsley, P. A. & Garrett, Bonnie & Friar, Monica
- 139-154 Imperfect asset elasticities and financial model building
by Melton, William C. & Vance Roley, V.
- 155-173 Economies to scale in federal reserve check processing operations
by Humphrey, David Burras
December 1980, Volume 14, Issue 3
- 287-306 Econometric analysis of residential time-of-use electricity pricing experiments
by Caves, Douglas W. & Christensen, Laurits R.
- 307-328 Further experience in Bayesian analysis using Monte Carlo integration
by van Dijk, H. K. & Kloek, T.
- 329-347 Decision rules for the choice of structural equations
by Morimune, Kimio & Sawa, Takamitsu
- 349-364 Consistent moment estimators of regression coefficients in the presence of errors in variables
by Pal, Manoranjan
- 365-379 Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1
by De Gooijer, Jan G.
- 381-394 A note on the exact transformation associated with the first-order moving average process
by Balestra, Pietro
October 1980, Volume 14, Issue 2
- 161-181 A comparison of estimators for undersized samples
by Swamy, P. A. V. B.
- 183-194 On the existence of moments of partially restricted reduced form coefficients
by Swamy, P. A. V. B. & Mehta, J. S.
- 195-202 Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
by Kiefer, Nicholas M.
- 203-225 On the efficient computation of the nonlinear full-information maximum-likelihood estimator
by Belsley, David A.
- 227-238 Long memory relationships and the aggregation of dynamic models
by Granger, C. W. J.
- 239-246 Classification probabilities for the disequilibrium model
by Gersovitz, Mark
- 247-255 Implications of the specification of technologies : Further evidence
by Geary, Patrick T. & McDonnell, Edward J.
- 257-264 Approximate maximum likelihood estimation with data sets that exceed computer limits
by Duncan, Gregory M.
- 265-270 The coefficient of determination and simultaneous equation systems
by Knight, John L.
- 271-276 The structure of simultaneous equations estimators : A comment
by Anderson, G. J.
- 277-280 Experience with using the Box-Cox transformation when forecasting economic time series : A comment
by Poirier, Dale J.
September 1980, Volume 14, Issue 1
- 3-8 Editor's introduction to part I
by A. Barnett, William
- 11-48 Economic monetary aggregates an application of index number and aggregation theory
by Barnett, William A.
- 49-53 Economic monetary aggregates--comment
by Clements, Kenneth W. & Nguyen, Phuong
- 55-56 Economic monetary aggregates--comment
by Offenbacher, Edward K.
- 57-59 Economic monetary aggregates--reply
by Barnett, William A.
- 61-91 Indicator and filter attributes of monetary aggregates : A nit-picking case for disaggregation
by Tinsley, P. A. & Spindt, P. A. & Friar, M. E.
- 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
August 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.
June 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.
May 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
April 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
February 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
January 1980, Volume 12, Issue 1
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