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Elsevier

Journal of Econometrics

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Web page: http://www.elsevier.com/locate/jeconom

Serial Information

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Editor: T. Amemiya
Editor: A. R. Gallant
Editor: J. F. Geweke
Editor: C. Hsiao
Editor: P. M. Robinson

Additional information is available for the following registered editor(s): A. Ronald Gallant , John Geweke , Cheng Hsiao .
Series handle: RePEc:eee:econom
ISSN: 0304-4076

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Content

December 1973, Volume 1, Issue 4

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

201-228 On estimation of an econometric model of short-run bank behaviour
by Aigner, Dennis J.
229-265 An econometric model of the Australian economy
by Higgins, C. I. & Fitzgerald, V. W.
267-299 Bayesian analysis of the federal reserve- MIT-Penn model's almon lag consumption function
by Zellner, Arnold & Williams, Anne D.
301-311 A note on aggregation bias and loss
by Knox Lovell, C. A.
313-314 A note on the measurability of the pseudo-inverse
by Schonfeld, Peter
315-316 A note on extraneous information in regression
by Brook, Richard & Wallace, T. D.

June 1973, Volume 1, Issue 2

115-132 The mean square error of a combined estimator and numerical comparison with the TSLS estimator
by Sawa, Takamitsu
133-154 Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
by Brewer, K. R. W.
155-180 A class of dynamic models for describing and projecting industrial development
by Day, Richard H. & Nelson, Jon P.
191-200 Some comments on estimation in regression after preliminary tests of significance
by Bock, M. E. & Judge, G. G. & Yancey, T. A.

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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