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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
August 1976, Volume 4, Issue 3
May 1976, Volume 4, Issue 2
February 1976, Volume 4, Issue 1
- 1-25 A Bayesian estimation of macro and micro CES production functions
by Tsurumi, Hiroki & Tsurumi, Yoshi
- 27-40 Testing income series : An application of principal components
by Haddad, C. L.
- 41-50 K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case
by Scharf, Werner
- 51-88 The structure of simultaneous equations estimators
by Hendry, David F.
- 89-95 Information and computation in simultaneous equations estimation
by Dent, Warren
- 97-97 Structural equation model in the social sciences : A.S. Goldberger and O.D. Duncan, eds. (Seminar Press, New York, 1973)
by Kadane, Joseph B.
- 97-99 Bank management and portfolio behavior : Donald D. Hester and James L. Pierce (Yale University Press, New Haven, 1975)
by Lapp, John S.
November 1975, Volume 3, Issue 4
August 1975, Volume 3, Issue 3
- 205-228 Maximum score estimation of the stochastic utility model of choice
by Manski, Charles F.
- 229-248 Discriminating between autoregressive forms : A Monte Carlo comparison of Bayesian and ad hoc methods
by Giles, D. E. A.
- 249-254 The small sample bias of Durbin's tests for serial correlation : When one of the regressors is the lagged dependent variable and the null hypothesis is true
by Spencer, Byron G.
- 255-272 Rational expectations and the econometric modeling of markets subject to uncertainty : A Bayesian approach
by Grossman, Sanford
- 273-296 Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models -- I
by Swamy, P. A. V. B. & Rappoport, Paul N.
- 297-318 Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
by Farley, John U. & Hinich, Melvin & McGuire, Timothy W.
- 319-319 Statistical decomposition analysis with applications in the social and administrative sciences : Henri Theil, studies in mathematical and managerial economics, vol. 14 (North-Holland, Amsterdam, 1972) xvi+337 pp., U.S. $22.50
by Balestra, Pietro
- 320-320 Applied multivariate analysis : S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp
by Judge, George
May 1975, Volume 3, Issue 2
- 105-121 Duality theory and pitfalls in the specification of technologies
by Burgess, David F.
- 123-150 Discrimination in the market for public school teachers
by Antos, Joseph R. & Rosen, Sherwin
- 151-156 On a lemma associated with Box, Jenkins and Granger
by Anderson, O. D.
- 157-169 On Bayesian estimation of seemingly unrelated regressions when some observations are missing
by Swamy, P. A. V. B. & Mehta, J. S.
- 171-177 Some large-concentration-parameter asymptotics for the k-class estimators
by Mariano, Roberto S.
- 179-187 Autocorrelation and dynamic methodology with an application to wage determination models
by Kenward, Lloyd R.
- 189-197 A note on least squares estimation and the blue in a generalized linear regression model
by Schonfeld, Peter
- 199-200 Macroeconomic regulation : K.P. Vishwakarma, (Rotterdam University Press, 1974) pp. xi+91
by Trivedi, P. K.
- 200-201 Quantitative methods in Economics : J.D.A. Cuddy, (Rotterdam University Press, 1974) pp. viii+180, Dfl. 37.50 (U.S. $13.20)
by O'Brien, R. J.
- 201-202 Statistical theory of sample survey design and analysis : H.S. Konijn, (North-Holland, Amsterdam, 1974) pp.xv+429, $32.50
by Taga, Yasushi
- 203-203 Erratum
by Battese, George E. & Fuller, Wayne A.
February 1975, Volume 3, Issue 1
- 1-21 The power of four tests of autocorrelation in the linear regression model
by L'Esperance, Wilford L. & Taylor, Daniel
- 23-34 On the use of bilinear splines in economics
by Poirier, Dale J.
- 35-50 Seemingly unrelated nonlinear regressions
by Gallant, A. Ronald
- 51-56 Estimation of the elasticity of substitution in the presence of errors of measurement
by Scobie, Grant M. & Johnson, Paul R.
- 57-60 A note on the information matrix of the multivariate normal distribution
by Richard, Jean-Francois
- 61-70 The estimation of a family of measures of economic inequality
by Gastwirth, Joseph L.
- 71-92 A new class of limited-information estimators for simultaneous equations systems
by Keller, Wouter J.
- 93-93 Regression estimation from grouped observations, Griffin's statistical monographs and courses no. 33 : Y. Haitovosky, (Griffin & co., London) x+94 pp., [UK pound]2.30
by Poirier, Dale J.
- 94-94 Studies in economic planning over space and time, contributions to economic analysis no. 82 : George Judge and Takashi Takayama, (North-Holland, Amsterdam, 1973) xii+727 pp., $72.00
by Aigner, Dennis J.
- 94-95 Multicollinearity in linear economic models, Tilburg studies in economics no. 7 : D. Neelman, (Tilburg university press, The Netherlands, 1973) viii+103 pp
by Schonfeld, P.
- 95-96 Supply relationships in the Canadian economy, international business and economics studies : Lawrence H. Officer, (Michigan state university, East Lansing, 1972) x+173 pp
by Weiss, Leonard W.
- 96-97 The international linkage of national economic models : R.J. Ball, ed., (North-Holland, Amsterdam, 1973) xii+pp., $31.50
by Richardson, J. David
- 97-99 Production functions: An integration of micro and marco, short run and long run aspects : L. Johansen, (North-Holland, Amsterdam, 1972) 274 pp
by Diewert, W. E.
- 99-102 Efficient estimation with a priori information, Cowless Foundation Monograph no. 23 : Thomas J. Rothenberg, (Yale university press, New York, 1973) viii+180 pp. $10.00
by Mazodier, Pascal
December 1974, Volume 2, Issue 4
- 307-316 A comparison of the power of some tests for heteroskedasticity in the general linear model
by Harvey, A. C. & Phillips, G. D. A.
- 317-326 Empirical estimation of the value of travel time using multi mode choice models
by Kraft, John & Kraft, Arthur
- 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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