Details about William E. Taylor

Access statistics for papers by William E. Taylor.

Last updated 2014-10-22. Update your information in the RePEc Author Service.

Short-id: pta578

Working Papers

1985

1. 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

2. 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

3. Comparing Specification Tests and Classical Tests
   Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (6)
4. 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 (1383) (1981)

1977

5. 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

6. 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

1. Telecommunication in the US: From Regulation to Competition (Almost)
   Review of Industrial Organization, 2013, 42, (2), 203-230 View citations (9)

2012

2. Telecommunications Deregulation
   American Economic Review, 2012, 102, (3), 386-90 View citations (5)

2003

3. Aligning Price Regulation with Telecommunications Competition
   Review of Network Economics, 2003, 2, (4), 17 View citations (8)

1998

4. 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

5. 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

6. Postdivestiture Long-Distance Competition in the United States
   American Economic Review, 1993, 83, (2), 185-90 View citations (13)

1987

7. 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

8. 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

9. A generalized specification test
   Economics Letters, 1981, 8, (3), 239-245 View citations (45)
10. On the efficiency of the Cochrane-Orcutt estimator
    Journal of Econometrics, 1981, 17, (1), 67-82 View citations (2)
11. Panel Data and Unobservable Individual Effects
    Econometrica, 1981, 49, (6), 1377-98 View citations (1383)
    Also in Journal of Econometrics, 1981, 16, (1), 155-155 (1981) View citations (1363)
    See also Working Paper Panel Data and Unobservable Individual Effects, Working papers (1980) (1980)

1980

12. Small sample considerations in estimation from panel data
    Journal of Econometrics, 1980, 13, (2), 203-223 View citations (30)

1978

13. The Heteroscedastic Linear Model: Exact Finite Sample Results
    Econometrica, 1978, 46, (3), 663-75 View citations (2)

1977

14. 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

15. 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

16. Smoothness Priors and Stochastic Prior Restrictions in Distributed Lag Estimation
    International Economic Review, 1974, 15, (3), 803-04 View citations (5)

Chapters

2010

1. Intermodal Telecommunications Competition: Implications for Regulation of Wholesale Services
   Chapter 2 in Regulation and the Evolution of the Global Telecommunications Industry, 2010