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Content
December 1974, Volume 2, Issue 4
- 327-341 On the estimation of the Pareto law from under-reported data
by Hartley, Michael J. & Revankar, Nagesh S.
- 343-364 Measurement of the purchasing power of incomes with linear expansion data
by Afriat, S. N.
- 365-372 MSE dominance of least squares with errors-of-observation
by Aigner, D. J.
- 373-388 The graph of the k-class estimator : An algebraic and statistical interpretation
by Farebrother, R. W. & Savin, N. E.
- 389-391 Identification and normalization : A note
by Aigner, D. J. & Sawa, T.
- 393-394 Analysis of development problems: Studies of the Chilean economy : R.S. Eckhaus and P.N. Rosentein-Rodan, eds., (North-Holland, Amsterdam, 1973) xii+430 pp., $30.00
by Williamson, Jeffrey G.
September 1974, Volume 2, Issue 3
July 1974, Volume 2, Issue 2
- 105-110 The nonlinear two-stage least-squares estimator
by Amemiya, Takeshi
- 111-120 Spurious regressions in econometrics
by Granger, C. W. J. & Newbold, P.
- 121-141 The first-order moving average process : Identification, estimation and prediction
by Nelson, Charles R.
- 143-150 On the sampling distribution of improved estimators for coefficients in linear regression
by Ullah, Aman
- 151-174 Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
by Hendry, David F. & Harrison, Robin W.
- 175-188 A test of the endogeneity of monetary policy
by Froyen, Richard T.
- 189-193 An inequality with a time series application
by Anderson, O. D.
- 195-196 Permanent income, wealth, and consumption: A critique of the permanent income theory, the life cycle hypothesis, and related theories : T. Mayer (University of California Press, Berkeley, 1973)
by Stafford, Frank P.
- 197-198 Optimal planning for economic stabilization: The application of control theory to stabilization policy : R.S. Pindyck (North-Holland, Amsterdam, 1973) xii+167 pp
by Chow, Gregory C.
May 1974, Volume 2, Issue 1
December 1973, Volume 1, Issue 4
- 317-328 The use of incomplete observations in multiple regression analysis : A generalized least squares approach
by Dagenais, Marcel G.
- 329-340 Efficient estimation of models with composite disturbance terms
by Pagan, Adrian
- 341-350 The efficiency of an improved method of estimating seemingly unrelated regression equations
by Srivastava, V. K.
- 351-362 The problem of identification in finite parameter continuous time models
by Phillips, P. C. B.
- 363-376 Testing for autocorrelation in the autoregressive moving average error model
by Fitts, John
- 377-395 A classified bibliography of Monte Carlo studies in econometrics
by Sowey, Eric R.
- 397-397 Lectures in probability theory and mathematical statistics : Stephan Zubrzycki, (Elsevier Publ. Co., Amsterdam and New York, 1972) xi + 321 pp. (Dfl. 47.50)
by Aigner, D. J.
- 397-398 Mathematical models in investment and finance : G.P. Szego and Karl Shell (eds)., (North-Holland Publ. Co., Amsterdam, 1973) 656 pp. ($41.50)
by Aigner, D. J.
- 398-399 Stochastic programming - Methods and applications : Jati K. Sengupta, (North-Holland Publ. Co., Amsterdam, 1973) xi + 313 pp. ($10.00)
by Takayama, T.
- 399-401 Nonlinear methods in econometrics : S.M. Goldfeld and R.E. Quandt, (North-Holland Publ. Co., Amsterdam and London, 1972) xii+280 pp. ($18.75)
by Lee, T. C.
- 401-402 The economics of advertising, Contributions to economic analysis, vol. 80 : Richard Schmalensee (North-Holland Publ. Co., Amsterdam, 1972) xiii+ 312 pp. ($19.00)
by Bloch, Harry
- 402-403 Econometric studies of macro and monetary relations : A.A. Powell and R.A. Williams (eds.), (North-Holland Publ. Co., Amsterdam, 1973) viii+358 pp. ($18.75)
by Pagan, Adrian
- 403-406 An introduction to applied macroeconomics : Edwin Kuh and Richard Schmalensee, (North-Holland Publ. Co., Amsterdam, 1972) 240 pp. (Dfl. 40.00)
by Hurd, Michael D.
October 1973, Volume 1, Issue 3
June 1973, Volume 1, Issue 2
March 1973, Volume 1, Issue 1
- 1-1 Editorial
by A., D. J. & D., P. J. & Z., A.
- 3-15 A Markov model for switching regressions
by Goldfeld, Stephen M. & Quandt, Richard E.
- 17-28 Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
by Balestra, Pietro
- 29-47 Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression
by Judge, G. G. & Yancey, T. A. & Bock, M. E.
- 49-59 Regression with a binary independent variable subject to errors of observation
by Aigner, Dennis J.
- 61-80 Retail inventory investment behaviour
by Trivedi, P. K.
- 81-113 The translog function and the substitution of equipment, structures, and labor in U.S. manufacturing 1929-68
by Berndt, Ernst R. & Christensen, Laurits R.
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