Economics at your fingertips  

Journal of Econometrics

1973 - 2015

Current editor(s): Amemiya T., R. Gallant A., F. Geweke J., Hsiao C. and M. Robinson P.

from Elsevier
Series data maintained by Zhang, Lei ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 2, issue 4, 1974

A comparison of the power of some tests for heteroskedasticity in the general linear model pp. 307-316 Downloads
Andrew C. Harvey and Garry David Alan Phillips
Empirical estimation of the value of travel time using multi mode choice models pp. 317-326 Downloads
John Kraft and Arthur Kraft
On the estimation of the Pareto law from under-reported data pp. 327-341 Downloads
Michael J. Hartley and Nagesh S. Revankar
Measurement of the purchasing power of incomes with linear expansion data pp. 343-364 Downloads
S. N. Afriat
MSE dominance of least squares with errors-of-observation pp. 365-372 Downloads
D. J. Aigner
The graph of the k-class estimator: An algebraic and statistical interpretation pp. 373-388 Downloads
R. W. Farebrother and N. E. Savin
Identification and normalization: A note pp. 389-391 Downloads
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 Downloads
Jeffrey Gale Williamson

Volume 2, issue 3, 1974

An efficient two-step estimator for the dynamic adjustment model with autoregressive errors pp. 199-220 Downloads
Michio Hatanaka
Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation pp. 221-240 Downloads
Nicholas J. Gonedes and Harry V. Roberts
Correlations with ordinal data pp. 241-246 Downloads
David M. Grether
Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models pp. 247-259 Downloads
Phoebus J. Dhrymes and H. Erlat
Non-interacting control of macroeconomic variables: Implications on policy mix condiderations pp. 261-281 Downloads
Masanao Aoki
The relative impact of monetary and fiscal policy instruments: Some structure-based estimates pp. 283-299 Downloads
Bennett McCallum
A note on an efficient two-step estimator pp. 301-304 Downloads
Phoebus J. Dhrymes

Volume 2, issue 2, 1974

The nonlinear two-stage least-squares estimator pp. 105-110 Downloads
Takeshi Amemiya
Spurious regressions in econometrics pp. 111-120 Downloads
Clive W. J. Granger and P. Newbold
The first-order moving average process: Identification, estimation and prediction pp. 121-141 Downloads
Charles R. Nelson
On the sampling distribution of improved estimators for coefficients in linear regression pp. 143-150 Downloads
Aman Ullah
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares pp. 151-174 Downloads
David F. Hendry and Robin William Harrison
A test of the endogeneity of monetary policy pp. 175-188 Downloads
Richard T. Froyen
An inequality with a time series application pp. 189-193 Downloads
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 Downloads
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 Downloads
Gregory C. Chow

Volume 2, issue 1, 1974

Predictions from binary choice models pp. 1-16 Downloads
Richard B. Westin
Time series analysis and simultaneous equation econometric models pp. 17-54 Downloads
Arnold Zellner and Franz C. Palm
On testing hypothesis in simultaneous equation models pp. 55-65 Downloads
Alison Morgan and Waiter Vandaele
Estimation of linear models with crossed-error structure pp. 67-78 Downloads
Wayne A. Fuller and George E. Battese
Retention of trainees: A study with dichotomous dependent variables pp. 79-93 Downloads
Morley Gunderson
Alternative tests for a first-order vector autoregressive error specification pp. 95-104 Downloads
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 Downloads
Marcel G. Dagenais
Efficient estimation of models with composite disturbance terms pp. 329-340 Downloads
Adrian Rodney Pagan
The efficiency of an improved method of estimating seemingly unrelated regression equations pp. 341-350 Downloads
V. K. Srivastava
The problem of identification in finite parameter continuous time models pp. 351-362 Downloads
Peter C. B. Phillips
Testing for autocorrelation in the autoregressive moving average error model pp. 363-376 Downloads
John Fitts
A classified bibliography of Monte Carlo studies in econometrics pp. 377-395 Downloads
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 Downloads
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 Downloads
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 Downloads
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 Downloads
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 Downloads
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 Downloads
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 Downloads
Michael D. Hurd

Volume 1, issue 3, 1973

On estimation of an econometric model of short-run bank behaviour pp. 201-228 Downloads
Dennis J. Aigner
An econometric model of the Australian economy pp. 229-265 Downloads
C. . Higgins and V. W. Fitzgerald
Bayesian analysis of the federal reserve- MIT-Penn model's almon lag consumption function pp. 267-299 Downloads
Arnold Zellner and Anne D. Williams
A note on aggregation bias and loss pp. 301-311 Downloads
C. Knox Lovell
A note on the measurability of the pseudo-inverse pp. 313-314 Downloads
Peter Schonfeld
A note on extraneous information in regression pp. 315-316 Downloads
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 Downloads
Takamitsu Sawa
Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models pp. 133-154 Downloads
K. R. W. Brewer
A class of dynamic models for describing and projecting industrial development pp. 155-180 Downloads
Richard H. Day and Jon P. Nelson
Some comments on estimation in regression after preliminary tests of significance pp. 191-200 Downloads
M. E. Bock, George G. Judge and T. A. Yancey

Volume 1, issue 1, 1973

Editorial pp. 1-1 Downloads
D. J. A., P. J. D. and A. Z.
A Markov model for switching regressions pp. 3-15 Downloads
Stephen M. Goldfeld and Richard E. Quandt
Best quadratic unbiased estimators of the variance-covariance matrix in normal regression pp. 17-28 Downloads
Pietro Balestra
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression pp. 29-47 Downloads
George G. Judge, T. A. Yancey and M. E. Bock
Regression with a binary independent variable subject to errors of observation pp. 49-59 Downloads
Dennis J. Aigner
Retail inventory investment behaviour pp. 61-80 Downloads
Pravin K Trivedi
The translog function and the substitution of equipment, structures, and labor in U.S. manufacturing 1929-68 pp. 81-113 Downloads
Ernst R. Berndt and Laurits R. Christensen
Page updated 2015-01-27