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Journal of Econometrics

1973 - 2014

Current editor(s): 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 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
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