Econometric Theory

1987 - 2009

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Volume 3, issue 03, 1987

Asymptotic Normality of a Class of Nonparametric Statistics pp. 313-347

Munsup Seoh and Madan L. Puri

Asymptotic Results for Generalized Wald Tests pp. 348-358

Donald W. K. Andrews

Finite Sample Properties of Several Predictors From an Autoregressive Model pp. 359-370

Koichi Maekawa

Bias in Regressions With a Lagged Dependent Variable pp. 371-386

David Grubb and James Symons

Finite Sample Distributions of t and F Statistics in an AR(1) Model with Anexogenous Variable pp. 387-408

J.C. Nankervis and N.E. Savin

Maximum Likelihood Estimation of Barten's Demand Equations with a General, Symmetric or Diagonal Matrix of Specific Substitution Effects pp. 461-463

Heinz Neudecker

Parameter Estimates which Minimize the Sum of Functions of the Differences between the Residuals pp. 461-461

R. W. Farebrother

Identification and Estimation of a Simple Two-Equation Model pp. 463-463

Alberto Holly

Contrast in Inferences Based on Sampling Distributions and Posterior Distributions?Solution pp. 464-466

Dale J. Poirier

Mutual Independence off Test Statistics?Solution pp. 464-464

Alain Monfort

Estimation of ARCH Models?Solution pp. 466-466

Nicholas M. Kiefer

An Eigenvalue Problem ? Solution pp. 467-469

Jan R. Magnus

The Distribution of LIML in the Leading Case ? Solution pp. 469-470

Peter C. B. Phillips

Volume 3, issue 02, 1987

Editorial pp. 169-169

Peter C. B. Phillips

Worldwide Rankings of Research Activity in Econometrics: 1980?1985 pp. 171-194

Anthony David Hall

Methods for Constructing Top Order Invariant Polynomials pp. 195-207

Yasuko Chikuse

Implications of Aggregation with Common Factors pp. 208-222

Clive W. J. Granger

Full Information Estimations of a System of Simultaneous Equations with Error Component Structure pp. 223-246

Pietro Balestra and Varadharajan-Krishnakumar, Jayalakshmi

Approximating the Approximate Slopes of LR, W, and LM Test Statistics pp. 247-271

Lonnie Magee

A Remark on Magdalinos's k- Class Instrumental Variable Estimator pp. 297-298

R. W. Farebrother

Preliminary-Test Estimation of the Error Variance in Linear Regression pp. 299-304

Judith A. Clarke, David Giles and T. Dudley Wallace

Asymptotic Properties of One-Step Estimator Obtained from an Optimal Step Size pp. 305-306

Whitney K. Newey

Prediction, Extraction, and Estimation in Unobserved Components Models pp. 305-305

Francis Diebold and Marc Nerlove

A Misspecified Model pp. 306-306

Halbert White

Application of Kalman Filter pp. 306-309

Pedro L. Valls Pereira

The Identification and Estimation of a Simple Demand and Supply Model pp. 309-311

R. W. Farebrother

Volume 3, issue 01, 1987

Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems pp. 1-44

Grant H. Hillier

Asymptotic Expansions in Nonstationary Vector Autoregressions pp. 45-68

Peter C. B. Phillips

Global and Partial Non-Nested Hypotheses and Asymptotic Local Power pp. 69-97

M Hashem Pesaran

Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions pp. 98-116

Donald W. K. Andrews

The ET Interview: Professor J. Tinbergen pp. 117-142

Jan R. Magnus and Mary S. Morgan

An Exact Discrete Analog to a Closed Linear First-Order Continuous-Time System with Mixed Sample pp. 143-149

Terence D. Agbeyegbe

Predictive Consequences of Using Conditioning or Causal Variables pp. 150-152

Clive W. J. Granger and P. J. Thomson

Advanced Econometrics By Takeshi Amemiya, Harvard University Press, 1986 pp. 153-158

Whitney K. Newey

Simple Versus Multiple Regression Coefficient pp. 159-159

Badi Baltagi

Consistency of OLS pp. 159-160

Halbert White

Efficient Estimation With Serial Correlation and Lagged Dependent Variables pp. 160-160

Whitney K. Newey

Unobservable Variable Model Estimation pp. 160-161

Aman Ullah

The Exact Bias of Wald's Estimation pp. 162-162

R. W. Farebrother

Unanticipated Macro Model Estimation pp. 163-167

Aman Ullah