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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 2, issue 4 , 1974
A comparison of the power of some tests for heteroskedasticity in the general linear model pp. 307-316 Andrew C. Harvey and Garry David Alan Phillips Empirical estimation of the value of travel time using multi mode choice models pp. 317-326 John Kraft and Arthur Kraft On the estimation of the Pareto law from under-reported data pp. 327-341 Michael J. Hartley and Nagesh S. Revankar Measurement of the purchasing power of incomes with linear expansion data pp. 343-364 S. N. Afriat MSE dominance of least squares with errors-of-observation pp. 365-372 D. J. Aigner The graph of the k-class estimator: An algebraic and statistical interpretation pp. 373-388 R. W. Farebrother and N. E. Savin Identification and normalization: A note pp. 389-391 D. J. Aigner and T. Sawa 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 pp. 393-394 Jeffrey Gale Williamson Volume 2, issue 3 , 1974
An efficient two-step estimator for the dynamic adjustment model with autoregressive errors pp. 199-220 Michio Hatanaka Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation pp. 221-240 Nicholas J. Gonedes and Harry V. Roberts Correlations with ordinal data pp. 241-246 David M. Grether Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models pp. 247-259 Phoebus J. Dhrymes and H. Erlat Non-interacting control of macroeconomic variables: Implications on policy mix condiderations pp. 261-281 Masanao Aoki The relative impact of monetary and fiscal policy instruments: Some structure-based estimates pp. 283-299 Bennett McCallum A note on an efficient two-step estimator pp. 301-304 Phoebus J. Dhrymes Volume 2, issue 2 , 1974
The nonlinear two-stage least-squares estimator pp. 105-110 Takeshi Amemiya Spurious regressions in econometrics pp. 111-120 Clive W. J. Granger and P. Newbold The first-order moving average process: Identification, estimation and prediction pp. 121-141 Charles R. Nelson On the sampling distribution of improved estimators for coefficients in linear regression pp. 143-150 Aman Ullah Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares pp. 151-174 David F. Hendry and Robin William Harrison A test of the endogeneity of monetary policy pp. 175-188 Richard T. Froyen An inequality with a time series application pp. 189-193 O. D. Anderson 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) pp. 195-196 Frank Peter Stafford Optimal planning for economic stabilization: The application of control theory to stabilization policy: R.S. Pindyck (North-Holland, Amsterdam, 1973) xii+167 pp pp. 197-198 Gregory C. Chow Volume 2, issue 1 , 1974
Predictions from binary choice models pp. 1-16 Richard B. Westin Time series analysis and simultaneous equation econometric models pp. 17-54 Arnold Zellner and Franz C. Palm On testing hypothesis in simultaneous equation models pp. 55-65 Alison Morgan and Waiter Vandaele Estimation of linear models with crossed-error structure pp. 67-78 Wayne A. Fuller and George E. Battese Retention of trainees: A study with dichotomous dependent variables pp. 79-93 Morley Gunderson Alternative tests for a first-order vector autoregressive error specification pp. 95-104 David K. Guilkey Volume 1, issue 4 , 1973
The use of incomplete observations in multiple regression analysis: A generalized least squares approach pp. 317-328 Marcel G. Dagenais Efficient estimation of models with composite disturbance terms pp. 329-340 Adrian Rodney Pagan The efficiency of an improved method of estimating seemingly unrelated regression equations pp. 341-350 V. K. Srivastava The problem of identification in finite parameter continuous time models pp. 351-362 Peter C. B. Phillips Testing for autocorrelation in the autoregressive moving average error model pp. 363-376 John Fitts A classified bibliography of Monte Carlo studies in econometrics pp. 377-395 Eric R. Sowey Mathematical models in investment and finance: G.P. Szego and Karl Shell (eds)., (North-Holland Publ. Co., Amsterdam, 1973) 656 pp. ($41.50) pp. 397-398 D. J. Aigner Lectures in probability theory and mathematical statistics: Stephan Zubrzycki, (Elsevier Publ. Co., Amsterdam and New York, 1972) xi + 321 pp. (Dfl. 47.50) pp. 397-397 D. J. Aigner Stochastic programming - Methods and applications: Jati K. Sengupta, (North-Holland Publ. Co., Amsterdam, 1973) xi + 313 pp. ($10.00) pp. 398-399 T. Takayama Nonlinear methods in econometrics: S.M. Goldfeld and R.E. Quandt, (North-Holland Publ. Co., Amsterdam and London, 1972) xii+280 pp. ($18.75) pp. 399-401 T. C. Lee The economics of advertising, Contributions to economic analysis, vol. 80: Richard Schmalensee (North-Holland Publ. Co., Amsterdam, 1972) xiii+ 312 pp. ($19.00) pp. 401-402 Harry Bloch 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) pp. 402-403 Adrian Rodney Pagan An introduction to applied macroeconomics: Edwin Kuh and Richard Schmalensee, (North-Holland Publ. Co., Amsterdam, 1972) 240 pp. (Dfl. 40.00) pp. 403-406 Michael D. Hurd Volume 1, issue 3 , 1973
On estimation of an econometric model of short-run bank behaviour pp. 201-228 Dennis J. Aigner An econometric model of the Australian economy pp. 229-265 C. . Higgins and V. W. Fitzgerald Bayesian analysis of the federal reserve- MIT-Penn model's almon lag consumption function pp. 267-299 Arnold Zellner and Anne D. Williams A note on aggregation bias and loss pp. 301-311 C. Knox Lovell A note on the measurability of the pseudo-inverse pp. 313-314 Peter Schonfeld A note on extraneous information in regression pp. 315-316 Richard Brook and T. D. Wallace Volume 1, issue 2 , 1973
The mean square error of a combined estimator and numerical comparison with the TSLS estimator pp. 115-132 Takamitsu Sawa Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models pp. 133-154 K. R. W. Brewer A class of dynamic models for describing and projecting industrial development pp. 155-180 Richard H. Day and Jon P. Nelson Some comments on estimation in regression after preliminary tests of significance pp. 191-200 M. E. Bock , George G. Judge and T. A. Yancey Volume 1, issue 1 , 1973
Editorial pp. 1-1 D. J. A. , P. J. D. and A. Z. A Markov model for switching regressions pp. 3-15 Stephen M. Goldfeld and Richard E. Quandt Best quadratic unbiased estimators of the variance-covariance matrix in normal regression pp. 17-28 Pietro Balestra Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression pp. 29-47 George G. Judge , T. A. Yancey and M. E. Bock Regression with a binary independent variable subject to errors of observation pp. 49-59 Dennis J. Aigner Retail inventory investment behaviour pp. 61-80 Pravin K Trivedi The translog function and the substitution of equipment, structures, and labor in U.S. manufacturing 1929-68 pp. 81-113 Ernst R. Berndt and Laurits R. Christensen
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