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Journal of Econometrics
1973 - 2013
Edited by T. Amemiya , A. R. Gallant , J. F. Geweke , C. Hsiao and P. M. Robinson
from Elsevier
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Volume 18, issue 3 , 1982
Some sampling properties of minimum expected loss (MELO) estimators of structural coefficients pp. 295-311 Soo-Bin Park A note on the use of aggregate data in individual choice models: Discrete consumer choice among alternative fuels for residential appliances pp. 313-335 Raymond S. Hartman When is an aggregate of a time series efficiently forecast by its past? pp. 337-349 Robert J. Kohn Sample selection bias with multiple selection rules: An application to student aid grants pp. 351-368 George Catsiapis and Chris M. Robinson Restrictions on variables pp. 369-393 F. J. Henk Don A note on the unbiasedness of Swamy's estimator for the random coefficient regression model pp. 395-401 U. L. Gouranga Rao Volume 18, issue 2 , 1982
Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system pp. 191-205 Yasunori Fujikoshi , Kimio Morimune , Naoto Kunitomo and Masanobu Taniguchi Recursive estimation of simultaneous equation models pp. 207-217 Jean-Paul Chavas Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation pp. 219-237 Nicholas M. Kiefer A bayesian analysis of a random coefficient model in a simple keynesian system pp. 239-249 Hiroki Tsurumi and Tsunemasa Shiba Bayesian estimation of the switching regression model with autocorrelated errors pp. 251-261 Kazuhiro Ohtani On the comprehensive method of testing non-nested regression models pp. 263-274 M Hashem Pesaran A stationary point for the stochastic frontier likelihood pp. 275-279 Donald M. Waldman Underestimation of mean square error matrix in misspecified linear models pp. 281-284 Timo Teräsvirta Maximum likelihood estimation of stochastic frontier production models pp. 285-289 William H Greene A note on testing demand homogeneity pp. 291-294 Anil K. Bera Volume 18, issue 1 , 1982
Editors' introduction pp. 1-3 James J. Heckman and B. Singer Multivariate regression models for panel data pp. 5-46 Gary Chamberlain Formulation and estimation of dynamic models using panel data pp. 47-82 T. W. Anderson and Cheng Hsiao The use of time series processes to model the error structure of earnings in a longitudinal data analysis pp. 83-114 Thomas E. MaCurdy New methods for analyzing structural models of labor force dynamics pp. 115-168 Christopher Flinn and James J. Heckman Aspects of non-stationarity pp. 169-190 Burton Singer Volume 17, issue 3 , 1981
Conditional distributions of earnings, wages and hours for blacks and whites pp. 263-285 Halbert White and Lawrence Olson Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis pp. 287-304 John Geweke and Kenneth J. Singleton Sources of error in economic time series pp. 305-321 David A. Pierce Pitfalls of testing non-nested hypotheses by the lagrange multiplier method pp. 323-331 M Hashem Pesaran Model occurrence and model selection in panel data sets pp. 333-350 Dale J. Poirier and Steven Klepper A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator pp. 351-381 Takeshi Amemiya and James L. Powell A note on the moments of partially restricted reduced forms pp. 383-387 Michael D. McCarthy On the existence of moments of partially restricted reduced form estimators: A comment pp. 389-392 P. A. V. B. Swamy and J. S. Mehta Volume 17, issue 2 , 1981
Econometric modelling with non-normal disturbances pp. 141-155 Stephen M. Goldfeld and Richard E. Quandt Granger-causality in multiple time series pp. 157-176 Dag TjOstheim An analysis of the bounds for the Gini coefficient pp. 177-188 James McDonald and Michael R Ransom Simultaneous equations with error components pp. 189-200 Badi H. Baltagi Departures from marginal-cost pricing in the American automobile industry: Estimates for 1977-1978 pp. 201-227 Timothy Bresnahan The demand for deductibles in private health insurance: A probit model with sample selection pp. 229-252 Wynand P. M. M. Van de Ven and Bernard M.S. van Praag Further evidence on the robustness of the Tobit estimator to heteroskedasticity pp. 253-258 Abbas Arabmazar and Peter Schmidt Volume 17, issue 1 , 1981
Assessing the potential demand for electric cars pp. 1-19 S. Beggs , S. Cardell and J. Hausman Pooling: An experimental study of alternative testing and estimation procedures in a two-way error component model pp. 21-49 Badi H. Baltagi The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic pp. 51-66 Maxwell Leslie King On the efficiency of the Cochrane-Orcutt estimator pp. 67-82 William E. Taylor Asymptotic properties of the maximum likelihood estimator in dichotomous logit models pp. 83-97 Christian S. Gourieroux and Alain Monfort Testing for serial correlation in simultaneous equation models: Some further results pp. 99-105 Andrew C. Harvey and Garry David Alan Phillips A note on studentizing a test for heteroscedasticity pp. 107-112 Roger Koenker Improved Stein-rule estimator for regression problems pp. 113-123 Carter, Richard (Robin) A. L. Improved Stein-rule estimator for regression problems pp. 125-125 Hrishikesh D. Vinod Large sample estimation and testing procedures for dynamic equation systems pp. 127-130 John McDonald and John Darroch Large sample estimation and testing procedures for dynamic equation systems pp. 131-138 Franz C. Palm and Arnold Zellner Volume 16, issue 3 , 1981
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models pp. 277-294 Carlo Luigi Bianchi , Giorgio Calzolari and Paolo Corsi Problems with the estimation of moving average processes pp. 295-310 James E. H. Davidson A study of estimator densities and performance under misspecification pp. 311-337 George Rhodes and M. Daniel Westbrook Short-run labor productivity in a dynamic model pp. 339-365 Catherine J. Morrison Paul and E. R. Berndt Omission of an observation from a regression analysis: A dicussion on efficiency loss, with applications pp. 367-374 Howard E. Doran Identification of rational expectations models pp. 375-398 M Hashem Pesaran International meeting on analysis of sample survey data and sequential analysis pp. 399-399 J. Yahav and G. Nathan Volume 16, issue 2 , 1981
On fitting distributed lag models subject to polynomial restrictions pp. 171-198 Marcello Pagano and Michael J. Hartley Aggregate expectations under the stable laws pp. 199-210 Roy Batchelor A model for non-negative and non-positive distributed lag functions pp. 211-219 Helmut Lütkepohl Estimating economic relations from incomplete cross-section/time-series data pp. 221-236 Erik Biorn A note on identification of multivariate time-series models pp. 237-247 Agustin Maravall On the appropriateness of endogenous switching pp. 249-256 Dale J. Poirier and Paul A. Ruud Inference in some disaggregated models with special covariance structure pp. 257-274 Jeffrey K. Speakes Volume 16, issue 1 , 1981
Editor's introduction pp. 1-1 G. S. Maddala Likelihood of a model and information criteria pp. 3-14 Hirotugu Akaike Likelihood ratios, posterior odds and information criteria pp. 15-20 A. C. Atkinson A comparison of the information and posterior probability criteria for model selection pp. 21-33 Gregory C. Chow Alternative formulations of the Nerlove-Press models pp. 35-49 G. S. Maddala and Robert Patrick Trost Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data pp. 51-69 Lung-Fei Lee Alternative tests of rational expectations models: The case of the term structure pp. 71-87 Robert J. Shiller On the estimation of inflationary expectations from qualitative responses pp. 89-102 Raymond P. H. Fishe and Kajal Lahiri Alternative procedures and associated tests of significance for non-nested hypotheses pp. 103-119 Gordon R. Fisher and Michael McAleer Some properties of time series data and their use in econometric model specification pp. 121-130 Clive W. J. Granger The role of bounded-influence estimation in model selection pp. 131-138 William S. Krasker On the concept of non-significant functions and its implications for regression analysis pp. 139-149 Yair Mundlak Posterior odds ratios for regression hypotheses: General considerations and some specific results pp. 151-152 Arnold Zellner Specification and inference in linear models pp. 153-153 Jean-Pierre Florens , M. Mouchart and Jean-Francois Richard On the nature and discovery of structure pp. 154-154 John W. Pratt and Robert Schlaifer Panel data and unobservable individual effects pp. 155-155 Jerry A. Hausman and William E. Taylor Are employment decisions based on rational expectations? pp. 156-156 John Muellbauer Single-market disequilibrium models: Estimating and testing pp. 157-157 Stephen M. Goldfeld and Richard E. Quandt Pitfalls of testing non-nested hypotheses by the lagrange multiplier method pp. 158-158 M Hashem Pesaran Model formulation to simplify selection when specification is uncertain pp. 159-159 David F. Hendry and Jean-Francois Richard Identification in models with autoregressive errors pp. 160-161 J. Denis Sargan Estimating regression models of finite but unknown order pp. 162-162 John Geweke and Richard A. Meese Robust estimation of ARIMA models pp. 163-163 Walter Vandaele Models of duration dependence pp. 164-164 Gary Chamberlain Approximations for densities of sufficient estimators pp. 165-165 J. Durbin Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters pp. 166-166 Christian S. Gourieroux , Alberto Holly and Alain Monfort Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity pp. 167-167 David A. Belsley
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