Details about Jan Kmenta

This author is deceased (2016-07-24).

Access statistics for papers by Jan Kmenta.

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Short-id: pkm5

Working Papers

1991

1. Multiple Minima in the Estimation of Models with Autoregressive Disturbances
   Working Papers, Michigan - Center for Research on Economic & Social Theory
   See also Journal Article Multiple Minima in the Estimation of Models with Autoregressive Disturbances, The Review of Economics and Statistics, MIT Press (1992) (1992)

1990

2. Estimation of the Covariance Matrix of the Least Squares regression Coefficients when the Disturbance Covariance Matrix is of Unknown Form
   Working Papers, Michigan - Center for Research on Economic & Social Theory
   See also Journal Article Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form, Econometric Theory, Cambridge University Press (1991) View citations (8) (1991)

1989

3. TESTING HYPOTHESES ABOUT REGRESSION COEFFICIENTS IN MISSPECIFIED MODELS
   Working Papers, Michigan - Center for Research on Economic & Social Theory

1966

4. Specification and estimation of Cobb-Douglas production function models
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (155)

Journal Articles

2015

1. Mastering ‘Metrics’: The Path from Cause to Effect
   Business Economics, 2015, 50, (4), 230-231

2013

2. Tomas Sedlacek, Economics of Good and Evil: The Quest for Economic Meaning from Gilgamesh to Wall Street
   Business Economics, 2013, 48, (3), 205-206

2012

3. Jeffrey G. Williamson, Trade and Poverty: When the Third World Fell Behind
   Business Economics, 2012, 47, (1), 84-85

2010

4. Mostly Harmless Econometrics: An Empiricist's Companion
   Business Economics, 2010, 45, (1), 75-76 View citations (5)

2009

5. E. Kocenda and A. Cerný, Elements of Time Series Econometrics: An Applied Approach, Karolinum Press, Charles University, Prague (2007) ISBN 978-80-246-1370-3 (228 pp., $15.00, [euro]11.99)
   Economic Systems, 2009, 33, (2), 185-187

1992

6. Multiple Minima in the Estimation of Models with Autoregressive Disturbances
   The Review of Economics and Statistics, 1992, 74, (2), 354-57
   See also Working Paper Multiple Minima in the Estimation of Models with Autoregressive Disturbances, Working Papers (1991) (1991)

1991

7. Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form
   Econometric Theory, 1991, 7, (1), 22-45 View citations (8)
   See also Working Paper Estimation of the Covariance Matrix of the Least Squares regression Coefficients when the Disturbance Covariance Matrix is of Unknown Form, Working Papers (1990) (1990)
8. Latent variables in econometrics
   Statistica Neerlandica, 1991, 45, (2), 73-84 View citations (5)

1986

9. A Lack-of-Fit Test for Econometric Applications to Cross-Section Data
   The Review of Economics and Statistics, 1986, 68, (2), 346-50

1982

10. Rigid Regression under Alternative Loss Criteria
    The Review of Economics and Statistics, 1982, 64, (3), 488-94

1976

11. The Dynamics of Household Budget Allocation to Food Expenditures
    The Review of Economics and Statistics, 1976, 58, (2), 129-38 View citations (18)

1974

12. A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
    Econometrica, 1974, 42, (3), 579-90 View citations (86)

1973

13. Autonomous Expenditures Versus Money Supply: An Application of Dynamic Multipliers
    The Review of Economics and Statistics, 1973, 55, (3), 299-307 View citations (3)
14. Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model
    Econometrica, 1973, 41, (1), 171-77 View citations (4)

1971

15. Factor Substitution and Effective Protection Reconsidered
    American Economic Review, 1971, 61, (5), 891-900 View citations (1)

1961

16. ECONOMIC MOBILITY OF IMMIGRANTS IN AUSTRALIA
    The Economic Record, 1961, 37, (80), 456-469 View citations (1)

Books

1980

1. Evaluation of Econometric Models
   NBER Books, National Bureau of Economic Research, Inc View citations (53)

Edited books

1980

1. Evaluation of Econometric Models
   Elsevier Monographs, Elsevier

Chapters

1980

1. Problems and Issues in Evaluating Econometric Models
   A chapter in Evaluation of Econometric Models, 1980, pp 1-11 View citations (2)

1972

2. Criteria for Evaluation of Econometric Models
   A chapter in Annals of Economic and Social Measurement, Volume 1, number 3, 1972, pp 291-324 View citations (30)