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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 41, issue 3 , 1989
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present pp. 285-301 Maxwell Leslie King Estimating disequilibrium models with limited a priori price-adjustment information pp. 303-320 Walter J. Mayer Induced work participation and the returns to experience for welfare women: Evidence from a social experiment pp. 321-340 Dan Steinberg Estimation of the error-components model with incomplete panels pp. 341-361 Tom Wansbeek and Arie Kapteyn Modelling stochastic and cyclical components of technical change: An application of the Kalman filter pp. 363-383 Margaret Emily Slade Volume 41, issue 2 , 1989
Elliptical multivariate analysis pp. 189-203 Bernard M.S. van Praag and Bertram M. Wesselman Testing inequality constraints in linear econometric models pp. 205-235 Frank A. Wolak Asymptotic efficiency calculations of the partial likelihood estimator pp. 237-250 Aaron K. Han Testing Slutsky symmetry in systems of linear demand equations pp. 251-266 J. Lew Silver and Mukhtar M. Ali Estimation of regression coefficients with the help of characteristic functions pp. 267-278 Kees Van Montfort , Ab Mooijaart and Jan De Leeuw Volume 41, issue 1 , 1989
Latent variables models: Editors' introduction pp. 1-3 Dennis J. Aigner and Manfred Deistler Identification in restricted factor models and the evaluation of rank conditions pp. 5-16 Paul A. Bekker Parametrization of factor analysis models pp. 17-38 Giorgio Picci Linear dynamic errors-in-variables models: Some structure theory pp. 39-63 M. Deistler and B. D. O. Anderson Recursive solution methods for dynamic linear rational expectations models pp. 65-89 Mark W. Watson Linear latent variable models and covariance structures pp. 91-119 T. W. Anderson Maximum likelihood estimation of the dynamic shock-error model pp. 121-143 Damayanti Ghosh Identification and estimation of dynamic errors-in-variables models pp. 145-158 Anthony M. Bloch Consistent estimation for some nonlinear errors-in-variables models pp. 159-185 Cheng Hsiao Volume 40, issue 2 , 1989
The size and power of the variance ratio test in finite samples: A Monte Carlo investigation pp. 203-238 Andrew W. Lo and A. Craig MacKinlay An approximate test for comparing independent regression models with unequal error variances pp. 239-259 Michael D. Conerly and Edward R. Mansfield Misspecification tests in econometrics based on ranks pp. 261-278 Brendan McCabe The exact moments of ols in dynamic regression models with non-normal errors pp. 279-305 Thomas A. Peters A new test for structural stability in the linear regression model pp. 307-318 Werner Ploberger , Walter Krämer and Karl Kontrus Identification of simultaneous equation models with measurement errors based on time series structure pp. 319-325 Eugen Nowak Elliptical Lorenz curves pp. 327-338 JoseA. Villasenor and Barry C. Arnold Volume 40, issue 1 , 1989
Editors'introduction pp. 1-1 Dennis Hoffman and Peter Schmidt An econometric analysis of the bank credit scoring problem pp. 3-14 William J. Boyes , Dennis L. Hoffman and Stuart A. Low Trend reversion in real output and unemployment pp. 15-32 Peter K. Clark Predictive efficiency for simple non-linear models pp. 33-44 Thomas F. Cooley , William R. Parke and Siddhartha Chib Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting pp. 45-62 Robert F. Engle , Clive W. J. Granger and J. J. Hallman Exact predictive densities for linear models with arch disturbances pp. 63-86 John Geweke Interval forecasting: An analysis based upon ARCH-quantile estimators pp. 87-96 Clive W. J. Granger , Halbert White and Mark Jack Kamstra Estimation of best predictors of binary response pp. 97-123 Charles F. Manski and T. Scott Thompson On the role of simulation in the statistical evaluation of econometric models pp. 125-139 Adrian Rodney Pagan Predicting criminal recidivism using 'split population' survival time models pp. 141-159 Peter Schmidt and Ann Dryden Witte Interpreting the evidence on money-income causality pp. 161-181 James H. Stock and Mark W. Watson Forecasting international growth rates using Bayesian shrinkage and other procedures pp. 183-202 Arnold Zellner and Chansik Hong Volume 39, issue 3 , 1988
An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample pp. 237-250 Temisan D. Agbeyegbe The spurious effects of unit roots on vector autoregressions: A Monte Carlo study pp. 251-266 Lee Edward Ohanian Prediction tests for structural stability pp. 267-296 Helmut Lütkepohl Testing for individual effects in autoregressive models pp. 297-307 Douglas Holtz-Eakin The estimation of transaction costs in arbitrage models pp. 309-326 Pablo T. Spiller and Robert O. Wood The exact multi-period mean-square forecast error for the first-order autoregressive model pp. 327-346 Asraul Hoque , Jan R. Magnus and Bahram Pesaran Limited information estimators and exogeneity tests for simultaneous probit models pp. 347-366 Douglas Rivers and Quang H. Vuong An analysis of tests for regression coefficient stability pp. 367-386 Thomas S. Shively Improved estimation of the disturbance variance in a linear regression model pp. 387-395 Alan E. Gelfand and Dipak K. Dey Volume 39, issue 1-2 , 1988
Editors' introduction pp. 1-5 Dennis J. Aigner and Arnold Zellner Causality and causal laws in economics pp. 7-21 Arnold Zellner On the interpretation and observation of laws pp. 23-52 John W. Pratt and Robert Schlaifer Probability and causation pp. 53-68 Brian Skyrms Causality tests and observationally equivalent representations of econometric models pp. 69-104 R. L. Basmann Further thoughts on testing for causality with econometric models pp. 105-147 P. A. V. B. Swamy and Peter von zur Muehlen Causal ordering, comparative statics, and near decomposability pp. 149-173 Herbert A. Simon and Yumi Iwasaki Latent variables, causal models and overidentifying constraints pp. 175-198 Clark Glymour and Peter Spirtes Some recent development in a concept of causality pp. 199-211 Clive W. J. Granger Causal relationships and replicability pp. 213-234 Dale J. Poirier
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