Details about William E. Taylor
Access statistics for papers by William E. Taylor.
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Short-id: pta578
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Working Papers
1985
- Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
Also in Working papers, Massachusetts Institute of Technology (MIT), Department of Economics (1983) View citations (1)
See also Journal Article Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions, Econometrica, Econometric Society (1987) View citations (38) (1987)
1981
- Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (2)
See also Journal Article Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation, Econometrica, Econometric Society (1983) View citations (28) (1983)
1980
- Comparing Specification Tests and Classical Tests
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (6)
- Panel Data and Unobservable Individual Effects
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics
See also Journal Article Panel Data and Unobservable Individual Effects, Econometrica, Econometric Society (1981) View citations (1381) (1981)
1977
- Small sample properties of a class of two stage Aitken estimators
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (11)
See also Journal Article Small Sample Properties of a Class of Two Stage Aitken Estimators, Econometrica, Econometric Society (1977) View citations (11) (1977)
1976
- Prior information on the coefficients when the disturbance covariance matrix is unknown
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
See also Journal Article Prior Information on the Coefficients When the Disturbance Covariance Matrix is Unknown, Econometrica, Econometric Society (1976) View citations (1) (1976)
Journal Articles
2013
- Telecommunication in the US: From Regulation to Competition (Almost)
Review of Industrial Organization, 2013, 42, (2), 203-230 View citations (9)
2012
- Telecommunications Deregulation
American Economic Review, 2012, 102, (3), 386-90 View citations (5)
2003
- Aligning Price Regulation with Telecommunications Competition
Review of Network Economics, 2003, 2, (4), 17 View citations (8)
1998
- An Analysis of the Welfare Effects of Long-Distance Market Entry by an Integrated Access and Long-Distance Provider
Journal of Regulatory Economics, 1998, 13, (2), 183-96 View citations (5)
1997
- An Analysis of the State of Competition in Long-Distance Telephone Markets
Journal of Regulatory Economics, 1997, 11, (3), 227-55 View citations (13)
1993
- Postdivestiture Long-Distance Competition in the United States
American Economic Review, 1993, 83, (2), 185-90 View citations (13)
1987
- Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
Econometrica, 1987, 55, (4), 849-74 View citations (38)
See also Working Paper Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions, Working papers (1985) (1985)
1983
- Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation
Econometrica, 1983, 51, (5), 1527-49 View citations (28)
See also Working Paper Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation, Working papers (1981) View citations (2) (1981)
1981
- A generalized specification test
Economics Letters, 1981, 8, (3), 239-245 View citations (45)
- On the efficiency of the Cochrane-Orcutt estimator
Journal of Econometrics, 1981, 17, (1), 67-82 View citations (2)
- Panel Data and Unobservable Individual Effects
Econometrica, 1981, 49, (6), 1377-98 View citations (1381)
Also in Journal of Econometrics, 1981, 16, (1), 155-155 (1981) View citations (1361)
See also Working Paper Panel Data and Unobservable Individual Effects, Working papers (1980) (1980)
1980
- Small sample considerations in estimation from panel data
Journal of Econometrics, 1980, 13, (2), 203-223 View citations (30)
1978
- The Heteroscedastic Linear Model: Exact Finite Sample Results
Econometrica, 1978, 46, (3), 663-75 View citations (2)
1977
- Small Sample Properties of a Class of Two Stage Aitken Estimators
Econometrica, 1977, 45, (2), 497-508 View citations (11)
See also Working Paper Small sample properties of a class of two stage Aitken estimators, LIDAM Reprints CORE (1977) View citations (11) (1977)
1976
- Prior Information on the Coefficients When the Disturbance Covariance Matrix is Unknown
Econometrica, 1976, 44, (4), 725-39 View citations (1)
See also Working Paper Prior information on the coefficients when the disturbance covariance matrix is unknown, LIDAM Reprints CORE (1976) View citations (1) (1976)
1974
- Smoothness Priors and Stochastic Prior Restrictions in Distributed Lag Estimation
International Economic Review, 1974, 15, (3), 803-04 View citations (5)
Chapters
2010
- Intermodal Telecommunications Competition: Implications for Regulation of Wholesale Services
Chapter 2 in Regulation and the Evolution of the Global Telecommunications Industry, 2010
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