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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
January 1980, Volume 12, Issue 1
- 1-2 Editor's introduction
by Dent, Warren T.
- 3-22 Test procedures and test problems for least squares algorithms
by Wampler, Roy H.
- 23-39 Simultaneous equations estimation : Computational aspects
by Jennings, L. S.
- 41-48 Rules and software for detecting rank degeneracy
by Golub, Gene & Klema, Virginia & Peters, Stephen C.
- 49-58 On restricted estimation in linear models
by Dent, Warren T.
- 59-84 Computations for constrained linear models
by Gallant, A. Ronald & Gerig, Thomas M.
- 85-102 Autoreg: a computer program library for dynamic econometric models with autoregressive errors
by Hendry, David F. & Srba, Frank
1979, Volume 11, Issue 2-3
- 207-232 Expectations and labor market adjustments
by Crawford, Robert G.
- 233-246 A random coefficient probit model with an application to a study of migration
by Akin, John S. & Guilkey, David K. & Sickles, Robin
- 247-258 Estimation in truncated samples when there is heteroscedasticity
by Hurd, Michael
- 259-274 A switching regression method using inequality conditions
by Tishler, Asher & Zang, Israel
- 275-302 Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
by Gallant, A. Ronald & Jorgenson, Dale W.
- 303-317 A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
by Corradi, Corrado
- 319-334 The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators
by Giles, D. E. A. & Rayner, A. C.
- 335-351 A temporal cross-section approach to the price equation
by Barth, James & Kraft, Arthur & Kraft, John
- 353-361 Disequilibrium econometrics in dynamic models
by Laffont, Jean-Jacques & Monfort, Alain
- 363-365 The concentration ellipsoid of a random vector
by Phillips, P. C. B.
September 1979, Volume 11, Issue 1
- 1-5 Editors' introduction
by Aigner, Dennis J. & Morris, Carl N.
- 7-26 A brief introduction to the methodology of optimal experimental design
by Aigner, Dennis J.
- 27-42 A model for optimizing experimental designs for estimating response surfaces
by Conlisk, John & Watts, Harold
- 43-61 A finite selection model for experimental design of the health insurance study
by Morris, Carl
- 63-76 Design for simultaneous equations
by Conlisk, John
- 77-115 Social experiments in economics
by Ferber, Robert & Hirsch, Werner Z.
- 117-129 Measurement issues in the second generation of social experiments : The health insurance study
by Newhouse, Joseph P. & Marquis, Kent H. & Morris, Carl N. & Phelps, Charles E. & Rogers, William H.
- 131-194 Design of the Los Angeles peak-load pricing experiment for electricity
by Manning, Williard Jr. & Mitchell, Bridger M. & Acton, Jan Paul
- 195-205 Sample design for electricity pricing experiments : Anticipated precision for a time-of-day pricing experiment
by Aigner, Dennis J.
August 1979, Volume 10, Issue 3
June 1979, Volume 10, Issue 2
- 127-145 Market analysis with rational expectations : Theory and estimation
by Huntzinger, R. La Var
- 147-163 The analysis of seasonal economic models
by Plosser, Charles I.
- 165-191 A comparative study of complete systems of demand functions
by Klevmarken, N. Anders
- 193-199 The translog production function : Some evidence from establishment data
by Corbo, Vittorio & Meller, Patricio
- 201-220 Bayesian estimation of a random coefficient model
by Griffiths, William E. & Drynan, Ross G. & Prakash, Surekha
- 221-226 Hypothesis testing based on goodness-of-fit in the moving average time series model
by Nelson, Charles R. & Shea, Gary S.
- 227-241 Estimation of a dynamic system of seemingly unrelated regressions with autoregressive disturbances
by Spencer, David E.
- 243-252 Linear regression using both temporally aggregated and temporally disaggregated data
by Hsiao, Cheng
- 253-256 The characterization of instantaneous causality : A correction
by Michael Price, J.
- 257-259 The characterization of instantaneous causality : A comment
by Pierce, David A. & Haugh, Larry D.
April 1979, Volume 10, Issue 1
- 1-14 Estimation of common coefficients in two regression equations
by Swamy, P. A. V. B. & Mehta, J. S.
- 15-32 Estimation of seemingly unrelated regression equations : A brief survey
by Srivastava, V. K. & Dwivedi, T. D.
- 33-42 Some small sample properties of estimators and test statistics in the multivariate logit model
by Guilkey, David K. & Schmidt, Peter
- 43-55 Estimation with aggregated data
by Farebrother, R. W.
- 57-69 Experience with using the Box-Cox transformation when forecasting economic time series
by Nelson, Harold Jr. & Granger, C. W. J.
- 71-84 Modeling the price side of econometric models : An analysis of the underlying hypotheses
by Neftci, Salih N.
- 85-98 Technical change in the U.S. primary metals industry
by Wills, John
- 99-102 The error components model : Conditions for the existence of the maximum likelihood estimates
by Berzeg, Korhan
- 103-107 Prediction in the context of the variance-components model
by Taub, Allan J.
- 109-113 Goodness-of-fit in the seemingly unrelated regressions model : A generalization
by Buse, A.
- 115-118 On the characterization of a joint probability distribution by conditional distributions
by Gourieroux, Christian & Monfort, Alain
- 119-123 Pre-testing on part of the data
by Toyoda, T. & Wallace, T. Dudley
February 1979, Volume 9, Issue 3
- 241-261 The sampling distribution of forecasts from a first-order autoregression
by Phillips, Peter C. B.
- 263-281 FIML estimation of the dynamic simultaneous equations model with ARMA disturbances
by Reinsel, Greg
- 283-294 Testing price taking behavior
by Appelbaum, Elie
- 295-314 The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
by Hendry, David F.
- 315-342 On the computational competitiveness of full-information maximum-likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
by Besley, David A.
- 343-366 Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers
by Schmidt, Peter & Knox Lovell, C. A.
- 368-377 Optimal instruments when the disturbances are small
by Klein, Roger W.
- 379-385 Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
by Gupta, Yash Pal & Maasoumi, Esfandiar
- 387-389 Prediction from binary choice models : A note
by Lancaster, Tony
January 1979, Volume 9, Issue 1-2
- 13-32 Residential load curves and time-of-day pricing : An econometric analysis
by Granger, Clive W. J. & Engle, Robert & Ramanathan, Ramu & Andersen, Allan
- 33-57 Residential demand for electricity : An econometric approach
by Hendricks, Wallace & Koenker, Roger & Poirier, Dale J.
- 59-77 The residential demand for electricity with time-of-day pricing
by Lawrence, Anthony & Braithwait, Steven
- 79-95 Responsiveness to time-of-day electricity pricing : First empirical results
by Atkinson, Scott E.
- 97-115 On modelling the residential demand for electricity by time-of-day
by Taylor, Lester D.
- 119-136 Econometric estimation of peak electricity demands
by Spann, Robert M. & Beauvais, Edward C.
- 137-153 An approach to modeling seasonally stationary time series
by Parzen, Emanuel & Pagano, Marcello
- 155-171 A mixed time-series/econometric approach to forecasting peak system load
by Uri, Noel D.
- 175-192 Optimal peak load pricing with time-additive consumer preferences
by Koenker, Roger
- 193-207 Theoretical determinants of the industrial demand for electricity by time of day
by Panzar, John C. & Willig, Robert D.
- 209-221 Bayesian analysis of optimal sample size and a best decision rule for experiments in direct load control
by Aigner, Dennis J.
- 223-237 Multi-period pricing with stochastic demand
by Dansby, Robert E.
December 1978, Volume 8, Issue 3
- 267-267 Editorial
by Aigner, Dennis & Zellner, Arnold
- 269-293 Local and global identification and strong consistency in time series models
by Kohn, R.
- 295-306 On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
by Dubbelman, C. & Louter, A. S. & Abrahamse, A. P. J.
- 307-321 Posterior distribution for the multiple correlation coefficient with fixed regressors
by Press, S. James & Zellner, Arnold
- 323-356 On the efficient estimation methods for the macro-economic models nonlinear in variables
by Hatanaka, Michio
- 357-382 Estimation of some limited dependent variable models with application to housing demand
by Lee, Lung-Fei & Trost, Robert P.
- 383-398 On testing weak separability
by Woodland, Alan D.
October 1978, Volume 8, Issue 2
- 127-158 Estimation of functions of population means and regression coefficients including structural coefficients : A minimum expected loss (MELO) approach
by Zellner, Arnold
- 159-172 The exact moments of the least squares estimator for the autoregressive model
by Sawa, Takamitsu
- 173-179 Single-equation estimators and aggregation restrictions when equations have the same sets of regressors
by Denton, Frank T.
- 181-192 Determining the final form of a linear dynamic econometric model
by De Jong, Piet
- 193-201 Testing unstable econometric models for stability : An empirical study
by Gustafson, Elizabeth F.
- 203-213 On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
by Fomby, Thomas B. & Guilkey, David K.
- 215-226 Labour supply and commuting time : An empirical study
by Wales, Terence J.
- 227-236 Testing for multiplicative heteroskedasticity
by Godfrey, Leslie G.
- 237-246 The effect of temporal aggregation on parameter estimation in distributed lag model
by Wei, William W. S.
- 247-254 Rational and polynomial lags : The finite connection
by Pagan, Adrian
- 255-259 Fourth-order autocorrelation : Further significance points for the Wallis test
by Giles, D. E. A. & King, M. L.
- 261-263 Consistency and identifiability
by Gabrielsen, Arne
August 1978, Volume 8, Issue 1
- 1-12 Estimation and testing for functional form and autocorrelation : A simultaneous approach
by Savin, N. E. & White, Kenneth J.
- 13-21 On a two-step estimation of a multivariate logit model
by Amemiya, Takeshi
- 23-31 The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
by Deistler, Manfred
- 33-46 Multidimensional scaling : Some econometric applications
by Maital, Shlomo
- 47-59 Generalized variance-ratio tests for serial correlation in multivariate regression models
by Szroeter, Jerzy
- 61-74 Efficient estimation of income distribution parameters
by Kloek, Teun & van Dijk, Herman K.
- 75-101 Parking location and transit demand : A case study of endogenous attributes in disaggregate mode choice models
by Westin, Richard B. & Gillen, David W.
- 103-110 A new method of estimating Engel elasticities
by Kakwani, Nanak
- 111-125 Federally subsidized occupational training and the employment and earnings of male trainees
by Kiefer, Nicholas M.
April 1978, Volume 7, Issue 3
- 263-279 Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
by Mehta, Jatinder S. & Narasimham, Gorti V. L. & Swamy, Paravastu A. V. B.
- 281-312 Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
by Magnus, Jan R.
- 313-331 An empirical analysis of linear aggregation problems : The case of investment behavior in Japanese firms
by Sasaki, Komei
- 333-350 First-order identification in linear models
by Monfort, Alain
- 351-372 Optimal experimental design in econometrics : The time series problem
by Papakyriazis, Panagiotis A.
- 373-384 Polynomial operators and the asymptotic distribution of dynamic multipliers
by Gill, Leonard & Brissimis, Sophocles N.
- 385-389 The stochastic frontier production function and average efficiency : An empirical analysis
by Lee, Lung-Fei & Tyler, William G.
- 391-395 Optimality of least squares in the seemingly unrelated regression equation model
by Dwivedi, T. D. & Srivastava, V. K.
June 1978, Volume 7, Issue 2
- 133-146 Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model
by Doran, H. E. & Griffiths, W. E.
- 147-162 Specification and estimation of dynamic demand systems incorporating polynomial price response functions : An application to U.S. clothing imports
by McMenamin, J. Stuart & Pinard, Jean-Paul
- 163-185 Testing the exogeneity specification in the complete dynamic simultaneous equation model
by Geweke, John
- 187-198 Full maximum likelihood estimation of second- order autoregressive error models
by Beach, Charles M. & MacKinnon, James G.
- 199-210 On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
by Nakamura, Alice & Nakamura, Masao
- 211-225 Uncorrelated residuals from linear models
by Dent, Warren T. & Styan, George P. H.
- 227-243 The bias and mean squared error of forecasts from partially restricted reduced form
by Nagar, Anirudh L. & Sahay, Surottam N.
- 245-258 Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors - II
by Swamy, Paravastu A. V. B. & Rappoport, Paul N.
- 259-261 A note on the estimation of seemingly unrelated regression systems
by Schmidt, Peter
February 1978, Volume 7, Issue 1
- 1-13 The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
by Mehta, Jatinder S. & Swamy, Paravastu A. V. B.
- 15-21 Asymptotic properties of a correlation coefficient type statistic connected with the general linear model
by De Haan, Laurens & Taconis-Haantjes, Elselien
- 23-55 A Monte Carlo study of autoregressive integrated moving average processes
by Dent, Warren & Min, An-Sik
- 57-66 Harmonic alternatives to the Almon polynomial technique
by Hamlen, Susan S. & Hamlen, William Jr.
- 67-86 Stochastic specification of production functions and economic implications
by Just, Richard E. & Pope, Rulon D.
- 87-102 Testing neoclassical production theory
by Appelbaum, Elie
- 103-114 The distribution of changes in manufacturing employment and the impact of the minimum wage
by Uri, Noel D. & Mixon, J. Wilson
- 115-117 On obtaining the right sign of a coefficient estimate by omitting a variable from the regression
by Visco, Ignazio
- 119-122 A note on non-linear limited-information maximum-likelihood
by Raduchel, William J.
- 123-125 A comment on "normalization in point estimation"
by Kadane, Joseph B.
- 127-127 Reply
by Fisher, Walter D.
- 129-129 Rejoinder
by Kadane, Joseph B.
November 1977, Volume 6, Issue 3
- 263-287 An econometric model of the petroleum industry
by Rice, Patricia & Smith, V. Kerry
- 289-308 Differencing of random walks and near random walks
by Gonedes, Nicholas J. & Roberts, Harry V.
- 309-327 Censored regression models with unobserved, stochastic censoring thresholds
by Nelson, Forrest D.
- 329-354 Bayesian regression analysis using poly-t densities
by Dreze, Jacques H.
- 355-363 Mean square error tests for restrictions in singular linear models
by Holland, Burt S.
- 365-370 A note on a heteroscedastic model
by Amemiya, Takeshi
- 371-380 A Bayesian test of a parameter shift and an application
by Tsurumi, Hiroki
- 381-387 Goodness of fit for seemingly unrelated regressions : Glahn's R2y.x and Hooper's r2
by McElroy, Marjorie B.
- 389-394 Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances
by McElroy, Marjorie B.
September 1977, Volume 6, Issue 2
- 147-164 An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
by Phillips, Peter C. B.
- 165-171 Measurement errors and bounded OLS estimates
by Levi, Maurice D.
- 173-197 The construction and estimation of continuous time models and discrete approximations in econometrics
by Robinson, Peter M.
- 199-224 Estimation of a non-invertible moving average process : The case of overdifferencing
by Plosser, Charles I. & Schwert, G. William
- 225-236 Estimation in the first-order moving average model through the finite autoregressive approximation : Some asymptotic results
by Mentz, Raul Pedro
- 237-242 On the consequences of planning interval specification error for the estimation of dynamic models
by Betancourt, Roger R.
- 243-260 Option values, stipends and the returns to educational investment
by Comay, Yochanan P. & Melnik, Arie & Pollatschek, Moshe A.
July 1977, Volume 6, Issue 1
- 1-19 On the estimation of Engel elasticities from grouped observations with application to Indonesian data
by Kakwani, Nanak
- 21-37 Formulation and estimation of stochastic frontier production function models
by Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter
- 39-50 Coefficients of correlation for simultaneous equation systems
by Carter, Richard A. L. & Nagar, Anirudh L.
- 51-63 Estimation of a model containing unobservable variables using grouped observations : An application to the permanent income hypothesis
by Attfield, Clifford L. F.
- 65-77 Recursions for the two-stage least-squares estimators
by Phillips, Garry D. A.
- 79-101 Spectral analysis of public utility returns
by Goldberg, Michael A. & Vora, Ashok
- 103-119 Testing for functional misspecification in regression analysis
by Harvey, Andrew C. & Collier, Patrick
- 121-134 On the structure of moving average processes
by Ansley, Craig F. & Spivey, W. Allen & Wrobleski, William J.
- 135-140 An inequality and a lemma revisited
by Anderson, Oliver D.
- 141-142 Econometric studies of U.S. energy policy : D.W. Jorgenson, ed., (North-Holland, Amsterdam, 1976) pp.243
by Mitchell, Bridger M.
- 142-142 Econometrics of investment : J.C.R. Rowley and P.K. Trivedi, (Wiley, New York, 1975)
by Levi, Maurice D.
- 143-144 Optimal control and system theory in dynamic economic analysis : Masanao Aoki, (North-Holland, Amsterdam,1976) xiv+400 pp
by Chow, Gregory C.
- 144-145 Introduction a l'econometrie : Yvan Langaskens, (Librairie Droz, Geneva, 1975) approx. 670 pp.$30.00
by Dagenais, Denyse L.
May 1977, Volume 5, Issue 3
- 265-293 Causality in temporal systems : Characterization and a survey
by Pierce, David A. & Haugh, Larry D.
- 295-299 The modified second-round estimator in the general qualitative response model
by Amemiya, Takeshi
- 301-313 Autocorrelated disturbances in the light of specification analysis
by Chaudhuri (Mukherjee), Maitreyi
- 315-321 On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model
by Knight, John L.
- 323-345 Forecasting aggregates of independent Arima processes
by Rose, David E.
- 347-363 Nonlinear models of analysis of variance
by Laffargue, Jean-Pierre
- 365-377 Estimation of seemingly unrelated regressions with unequal numbers of observations
by Schmidt, Peter
- 379-388 On univariate time series methods and simultaneous equation econometric models
by Palm, Franz
- 389-401 Errors in variables in simultaneous equation models
by Hausman, Jerry A.
March 1977, Volume 5, Issue 2
- 135-153 Consumption patterns for electricity
by Hendricks, Wallace & Koenker, Roger & Podlasek, Robert
- 155-165 On Bayesian and non-Bayesian estimation of a two-level CES production function for the Dutch manufacturing sector
by Harkema, Rins & Van Der Loeff, Sybrand Schim
- 167-182 A comparative study of finite sample properties of band spectrum regression estimators
by Hylleberg, Svend
- 183-193 On the flexibility of flexible functional forms : An empirical approach
by Wales, Terence J.
- 195-209 On testing separability restrictions with flexible functional forms
by Blackorby, Charles & Primont, Daniel & Russell, R. Robert
- 211-219 Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces
by Corradi, Corrado
- 221-239 Regression using mixed annual and quarterly data
by Gilbert, Christopher L.
- 241-257 Education, income, and ability revisited
by Chamberlain, Gary
- 259-259 The theory of quantitative economic policy : K.A. Fox, J.K. Sengupta and E. Thorbecke, 2nd rev. ed. (North-Holland, Amsterdam, 1973)
by O'Hara, Donald
January 1977, Volume 5, Issue 1
- 1-11 Estimation of the Pareto law from underreported data : A further analysis
by Hinkley, David V. & Revankar, Nagesh S.
- 13-35 Some aspects of bivariate regression subject to linear constraints
by Tiao, George C. & Tan, Wei-Yuan & Chang, Yu-Chi
- 37-53 Estimating U.S. consumer preferences for meat with a flexible utility function
by Christensen, Laurits R. & Manser, Marilyn E.
- 55-69 The existence of a real value-added function in the Canadian manufacturing sector
by Denny, Michael & May, Doug
- 71-88 Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations
by Gallant, A. Ronald
- 89-116 The demand for energy in Canadian manufacturing : An example of the estimation of production structures with many inputs
by Fuss, Melvyn A.
- 117-128 A simultaneous equations system of money demand and supply using generalized functional forms
by Spitzer, John J.
- 129-133 Abrahamse and Koerts' 'new estimator' of disturbances in regression analysis
by Neudecker, Heinz
November 1976, Volume 4, Issue 4
- 303-310 The lag structure of option price
by Kassouf, S. T.
- 311-324 The use of monthly and quarterly data in an ARMA model
by Den Butter, F. A. G.
- 325-330 A note on three-stage least squares estimation
by Maravall, Agustin
- 331-348 Gains in efficiency from joint estimation of systems of autoregressive-moving average processes
by Nelson, Charles R.
- 349-370 Least squares and stochastic difference equations
by Stigum, Bernt P.
- 371-392 A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production
by Tsurumi, Hiroki
- 393-397 The use of dummy variables to compute predictions, prediction errors, and confidence intervals
by Salkever, David S.
- 399-399 Econometrics and economic theory: Essays in honour of Jan Tinbergen : W. Sellekaerts (International Arts and Sciences Press, White Plains, N.Y., 1974)
by Gaver, Ken
- 399-400 Studies in Bayesian Econometrics and Statistics, In honor of Leonard J. Savage : S.E. Fienberg and A. Zellner (North-Holland Publishing Co., Amsterdam, 1975)
by Maddala, G. S.
August 1976, Volume 4, Issue 3
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