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Econometric Theory
1985 - 2012
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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 B. 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 Jaya Krishnakumar 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 Anne Clarke , David E. A. 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 X. 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 H. 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 Volume 2, issue 03 , 1986
On Consistency and Inconsistency of Estimating Equations pp. 305-330 Martin Crowder Time Series Analysis in Pooled Cross-Sections pp. 331-349 John J. Beggs The Estimation of Open Higher-Order Continuous Time Dynamic Models with Mixed Stock and Flow Data pp. 350-373 A. R. Bergstrom Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations pp. 374-412 Risto D. H. Heijmans and Jan R. Magnus An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables pp. 413-428 Brett Inder Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques pp. 429-440 Badi H. Baltagi Effect of an Additional Regressor on R2 pp. 441-442 Michael Nieswiadomy Single Equation Estimation pp. 442-444 Kimio Morimune Estimation of a Structural Equation when Reduced Form Coefficients are Known pp. 445-446 Cheng Hsiao and Kimio Morimune An Integral Over a Matrix Space pp. 446-447 Peter C. B. Phillips Efficient Reduced Form Estimation via OLS pp. 448-449 John L. Knight Distribution of F-Ratio pp. 449-452 Aman Ullah and Peter C. B. Phillips Prediction Error Variances under Heteroscedasticity pp. 452-454 Andrew R. Tremayne Estimation of a Constrained Equation System pp. 454-454 Jan Salomon Cramer Volume 2, issue 02 , 1986
Symmetry, 0-1 Matrices and Jacobians: A Review pp. 157-190 Jan R. Magnus and H. Neudecker Strong Consistency of Regression Quantiles and Related Empirical Processes pp. 191-201 Gilbert W. Bassett and Roger W. Koenker The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances pp. 202-219 John. L. Knight A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity pp. 220-231 Kazuhiro Ohtani and Masahito Kobayashi A Survey on the Invariant Polynomials with Matrix Arguments in Relation to Econometric Distribution Theory pp. 232-248 Yasuko Chikuse and A. W. Davis Proffessor T.W. Anderson pp. 249-288 Peter C. B. Phillips Contrast in Inferences Based on Sampling Distributions and Posterior Distributions pp. 289-289 Dale J. Poirier The Distribution of LIML in the Leading Case pp. 290-291 R. W. Farebrother Theil's Minimum MSE Estimator for the Standard Linear Model pp. 290-290 Heinz Neudecker Moments of OLS and 2SLS via Fractional Calculus pp. 291-293 John L. Knight Limited Information Estimation Solution pp. 294-297 Grant H. Hillier Non-Linear Estimation pp. 297-300 Alberto Holly and Jan. R. Magnus A Non-normal Limiting Distribution pp. 300-303 John L. Knight Volume 2, issue 01 , 1986
Comparing Single-Equation Estimators in a Simultaneous Equation System pp. 1-32 T. W. Anderson , Naoto Kunitomo and Kimio Morimune Aproximate Distributions of the Periodogram and Related Statistics under Normality pp. 33-65 Seiji Nabeya and Katsuto Tanaka Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model pp. 66-74 Grant H. Hillier and S. E. Satchell Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators pp. 75-106 John L. Knight Asymptotic Theory for ARCH Models: Estimation and Testing pp. 107-131 Andrew A. Weiss Robust Estimation of Regression Models with Dependent Regressors: The Functional Least Squares Approach pp. 132-150 A. H. Welsh and D. F. Nicholls Comment on a Paper by Singh and Ullah pp. 151-152 P. M. Robinson Instrumental Variables Bivariate Exogeneity Test pp. 153-156 Jean-Francois Richard Mutual Independence of F Test Statistics pp. 156-156 Alain Monfort
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