Journal of Econometrics

1973 - 2025

Current editor(s): T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 79, issue 2, 1997

Duration, transition and count data models Introduction pp. 195-199

Christian Gourieroux and Thierry Magnac

Inference in non-linear panel models with partially missing observations The case of the equilibrium search model pp. 201-219

Bent Jesper Christensen and Nicholas Kiefer

Association measures for durations in bivariate hazard rate models pp. 221-245

Gerard van den Berg

A count data model with unobserved heterogeneity pp. 247-268

Christian Gourieroux and Michael Visser

On seasonality and business cycle durations: A nonparametric investigation pp. 269-290

Eric Ghysels

Bayes WESML Posterior inference from choice-based samples pp. 291-303

Tony Lancaster

Job search theory, labour supply and unemployment duration pp. 305-325

Hans Bloemen

Labour market transitions and retirement of men in the UK pp. 327-354

Costas Meghir and Edward Whitehouse

Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity pp. 355-378

Bruno Crépon and Emmanuel Duguet

Debt, moral hazard and airline safety An empirical evidence pp. 379-402

Georges Dionne, Robert Gagné, Francois Gagnon and Charles Vanasse

Volume 79, issue 1, 1997

Efficient estimation of panel data models with sequential moment restrictions pp. 1-21

Jinyong Hahn

Estimation and inference with censored and ordered multinomial response data pp. 23-51

Amos Golan, George Judge and Jeffrey Perloff

Estimation and inference in nearly unbalanced nearly cointegrated systems pp. 53-81

Serena Ng and Pierre Perron

Applying linear time-varying constraints to econometric models: With an application to demand systems pp. 83-95

Howard E. Doran and Alicia Rambaldi

Augmented GARCH (p,q) process and its diffusion limit pp. 97-127

Jin-Chuan Duan

Bayesian analysis of compound loss distributions pp. 129-146

Jeffrey S. Pai

Convergence rates and asymptotic normality for series estimators pp. 147-168

Whitney Newey

On the use of panel data in stochastic frontier models with improper priors pp. 169-193

Carmen Fernandez, Jacek Osiewalski and Mark Steel

Volume 78, issue 2, 1997

Comparing and choosing between two models with a third model in the background pp. 139-151

Dale J. Poirier

Improved estimation of the slope parameter in a linear ultrastructural model when measurement errors are not necessarily normal pp. 153-157

Anil K. Srivastava and Shalabh

Measuring information loss due to inconsistencies in duration data from longitudinal surveys pp. 159-177

Charles J. Romeo

Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results pp. 179-184

Lung-Fei Lee

The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance an application to German stock returns pp. 205-216

Ralf Runde

Learning about the across-regime correlation in switching regression models pp. 217-227

Gary Koop and Dale J. Poirier

Noise in unspecified, non-linear time series pp. 229-255

George G. Szpiro

A smooth likelihood simulator for dynamic disequilibrium models pp. 257-294

Lung-Fei Lee

Robust estimators for simultaneous equations models pp. 295-314

Jaya Krishnakumar and E. Ronchetti

Modified Wald tests under nonregular conditions pp. 315-332

Helmut Lütkepohl and Maike M. Burda

Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales pp. 333-357

Harry Paarsch

Bayesian analysis of seasonal unit roots and seasonal mean shifts pp. 359-380

Philip Hans Franses, Henk Hoek and Richard Paap

Volume 77, issue 2, 1997

Fellow's opinion: Econometrics, data, and the world wide web pp. 297-302

William Barnett

Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline pp. 303-327

Badi Baltagi and James M. Griffin

An R-squared measure of goodness of fit for some common nonlinear regression models pp. 329-342

A. Cameron and Frank Windmeijer

Estimating continuous-time stochastic volatility models of the short-term interest rate pp. 343-377

Torben Andersen and Jesper Lund

Nonparametric cointegration analysis pp. 379-404

Herman Bierens

Volume 77, issue 1, 1997

Editor's introduction: Analysis of data on health pp. 1-4

Alok Bhargava

Nutritional status, the capacity for work, and poverty traps pp. 5-37

Partha Dasgupta

The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach pp. 39-64

Mark McClellan and Joseph Newhouse

Estimation in choice-based sampling with measurement error and bootstrap analysis pp. 65-86

C. Y. Wang, Suojin Wang and R. J. Carroll

Socioeconomic inequalities in health: Measurement, computation, and statistical inference pp. 87-103

Nanak Kakwani, Adam Wagstaff and Eddy Van Doorslaer

Does the AIDS epidemic threaten economic growth? pp. 105-124

David Bloom and Ajay Mahal

Decomposing social indicators using distributional data pp. 125-139

Benu Bidani and Martin Ravallion

Assessing the productive benefits of nutrition and health: An integrated human capital approach pp. 141-158

T. Schultz

Health and wages: Evidence on men and women in urban Brazil pp. 159-185

Duncan Thomas and John Strauss

The dynamics of agricultural production and the calorie-income relationship: Evidence from Pakistan pp. 187-207

Jere Behrman, Andrew Foster and Mark Rosenzweig

The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations pp. 209-235

Lung-Fei Lee, Mark Rosenzweig and Mark Pitt

Private health insurance and public expenditures in Jamaica pp. 237-257

Paul Gertler and Roland Sturm

Using mixture models to detect sex bias in health outcomes in Bangladesh pp. 259-276

Jonathan Morduch and Hal S. Stern

Nutritional status and the allocation of time in Rwandese households pp. 277-295

Alok Bhargava

Volume 76, issue 1-2, 1997

Estimation of some partially specified nonlinear models pp. 1-37

Chunrong Ai and Daniel McFadden

A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models pp. 39-52

Thomas S. Shively and Robert Kohn

Estimating new product demand from biased survey data pp. 53-76

Roger Klein and Robert Sherman

Bayesian efficiency analysis through individual effects: Hospital cost frontiers pp. 77-105

Gary Koop, Jacek Osiewalski and Mark Steel

Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons pp. 107-128

Bo E. Honore, Aikaterini Kyriazidou and Christopher Udry

Generalized extreme value model and additively separable generator function pp. 129-140

Ki-Hong Choi and Choon-Geol Moon

Autocorrelation- and heteroskedasticity-consistent t-values with trending data pp. 141-147

Walter Krämer and Sonja Michels

Bayesian analysis of long memory and persistence using ARFIMA models pp. 149-169

Gary Koop, Eduardo Ley, Jacek Osiewalski and Mark Steel

Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator pp. 171-191

Kenneth West

Higher moment estimators for linear regression models with errors in the variables pp. 193-221

Marcel G. Dagenais and Denyse L. Dagenais

Inferring the rank of a matrix pp. 223-250

John G. Cragg and Stephen Donald

On the robustness of nonlinearity tests to moment condition failure pp. 251-280

Pedro J. F. de Lima

Monte Carlo evaluation of multivariate normal probabilities pp. 281-307

Wim Vijverberg

Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation pp. 309-321

Seung Ahn and Peter Schmidt

Semi-nonparametric estimation of binary response models with an application to natural resource valuation pp. 323-340

Heng Z. Chen and Alan Randall

Correlation and the time interval over which the variables are measured pp. 341-350

Haim Levy and Gideon Schwarz

Modeling allocative inefficiency in a translog cost function and cost share equations: An exact relationship pp. 351-356

Subal Kumbhakar

Why are estimates of agricultural supply response so variable? pp. 357-373

Francis Diebold and Russell L. Lamb

The evaluation of new health care technology: The labor economics of statistics pp. 375-395

Tomas Philipson

GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) pp. 397-403

Torben Andersen and Bent Sorensen

QML and GMM estimators of stochastic volatility models: Response to Andersen and Sorensen pp. 405-405

Esther Ruiz