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 51, issue 1-2, 1992

Fellow's opinion: Evaluating economic theory pp. 3-5

Clive Granger

Robustness of size of tests of autocorrelation and heteroscedasticity to nonnormality pp. 7-24

Merran Evans

Semiparametric proportional hazards estimation of competing risks models with time-varying covariates pp. 25-58

Glenn T. Sueyoshi

Median regression for ordered discrete response pp. 59-77

Myoung-jae Lee

Bayes inference in the Tobit censored regression model pp. 79-99

Siddhartha Chib

On the power function of the Durbin-Watson test pp. 101-112

Robert Bartels

Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations pp. 113-150

In Choi and Peter Phillips

Simultaneous equations and panel data pp. 151-181

Christopher Cornwell, Peter Schmidt and Donald Wyhowski

The optimal choice of controls and pre-experimental observations pp. 183-189

Theo Nijman and Marno Verbeek

Deciding between the common and private value paradigms in empirical models of auctions pp. 191-215

Harry Paarsch

Nonparametric evidence on asymmetry in business cycles using aggregate employment time series pp. 217-231

Robert Hussey

Investment and Tobin's Q: Evidence from company panel data pp. 233-257

Richard Blundell, Stephen Bond, Michael Devereux and Fabio Schiantarelli

Finite sample evidence on the performance of stochastic frontiers and data envelopment analysis using panel data pp. 259-284

Byeong-Ho Gong and Robin Sickles

International conference on econometric inference using simulation techniques pp. 287-287

Herman van Dijk

Volume 50, issue 3, 1991

Editorial pp. 229-229

Dennis J. Aigner

Tribute to Dennis J.Aigner pp. 231-231

Arnold Zellner

A semiparametric structural analysis of the idling of cement kilns pp. 235-256

Sanghamitra Das

On Wald tests for globally and locally quadratic restrictions pp. 257-272

Gordon Kemp

Identification and estimation of polynomial errors-in-variables models pp. 273-295

Jerry Hausman, Whitney Newey, Hidehiko Ichimura and James Powell

A random coefficient approach to the estimation of residential end-use load profiles pp. 297-327

Denzil Fiebig, Robert Bartels and Dennis J. Aigner

On the asymptotic normality of Fourier flexible form estimates pp. 329-353

A. Gallant and Geraldo Souza

Spectral based testing of the martingale hypothesis pp. 355-376

Steven Durlauf

Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances pp. 377-398

Judith A. Giles

Volume 50, issue 1-2, 1991

Editor's introduction pp. 1-5

Esfandiar Maasoumi

On the measurement of welfare pp. 7-13

Jan Tinbergen

Welfare, preference and freedom pp. 15-29

Amartya Sen

Welfare comparisons and situation comparisons pp. 31-48

Robert Pollak

Ordinal and cardinal utility: An integration of the two dimensions of the welfare concept pp. 69-89

Bernard van Praag

A numerical methods approach to calculating cost-of-living indices pp. 91-105

Susan Porter-Hudak and Kathy Hayes

Cluster analysis for measuring welfare and quality of life across countries pp. 131-150

Joseph Hirschberg, Esfandiar Maasoumi and Daniel Slottje

Statistical and measurement issues in assessing the welfare status of aged individuals and populations pp. 151-181

Kenneth G. Manton, Max A. Woodbury and Eric Stallard

Black-white mortality inequalities pp. 183-203

Jere Behrman, Robin Sickles, Paul Taubman and Abdo Yazbeck

Inequality at birth: The scope for policy intervention pp. 205-228

Mark Rosenzweig and Kenneth I. Wolpin

Volume 49, issue 3, 1991

Extensions of estimation methods using the EM algorithm pp. 305-341

Paul Ruud

Power and robustness of jackknife and likelihood-ratio tests for grouped heteroscedasticity pp. 343-372

Subhash Sharma and Carmelo Giaccotto

The efficiency of rotating-panel designs in an analysis-of-variance model pp. 373-399

Theo Nijman, Marno Verbeek and Arthur van Soest

Volume 49, issue 1-2, 1991

Editor's introduction pp. 1-4

Dale J. Poirier

Seminonparametric Bayesian estimation of the asymptotically ideal production model pp. 5-50

William Barnett, John Geweke and Michael Wolfe

A posterior odds analysis of the weekend effect pp. 51-104

Robert Connolly

Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends pp. 105-139

Gary Koop

A bayesian approach to testing the arbitrage pricing theory pp. 141-168

Robert McCulloch and Peter Rossi

A Bayesian analysis of the unit root in real exchange rates pp. 195-238

Peter Schotman and Herman van Dijk

Bayesian multivariate exogeneity analysis: An application to a UK money demand equation pp. 239-274

Mark Steel and Jean-Francois Richard

Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques pp. 275-304

Arnold Zellner, Chansik Hong and Chung-ki Min

Volume 48, issue 3, 1991

The measurement of productivity and scarcity rents: The case of asbestos in Canada pp. 287-312

Pierre Lasserre and Pierre Ouellette

On the relation between GARCH and stable processes pp. 313-324

Casper de Vries

Testing for unit roots in autoregressive moving average models: An instrumental variable approach pp. 325-353

Sastry G. Pantula and Alastair Hall

Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity pp. 355-371

Ahmet Ozcam and George Judge

The implications of periodically varying coefficients for seasonal time-series processes pp. 373-384

Denise Osborn

A transformation that will circumvent the problem of autocorrelation in an error-component model pp. 385-393

Badi Baltagi and Qi Li

Estimation and testing when explanatory variables are endogenous: An application to a demand system pp. 395-408

C. L. F. Attfield

A note on the existence of moments of k-class estimators when k is negative pp. 409-410

Terrence Kinal

Volume 48, issue 1-2, 1991

Grouping bounds for inequality measures under alternative informational assumptions pp. 1-14

Frank Cowell

Fighting the teflon factor: Comparing classical and Bayesian estimators for autocorrelated errors pp. 15-27

Peter Kennedy and Daniel Simons

Specification testing and quasi-maximum- likelihood estimation pp. 29-55

Jeffrey Wooldridge

Empirical models of discrete games pp. 57-81

Timothy Bresnahan and Peter C. Reiss

A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches pp. 83-117

Mark Steel

Bounded-influence estimators for the SURE model pp. 119-134

Franco Peracchi

Multi-step estimation and forecasting in dynamic models pp. 135-149

Andrew A. Weiss

Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards F test truncation rule pp. 151-181

Brian J. Eastwood

A note on Bayesian inference in a regression model with elliptical errors pp. 183-193

Jacek Osiewalski

On a pooled estimator and its finite-sample moments pp. 195-214

William Mikhail and G. A. Ghazal

Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria pp. 215-240

Hiroki Tsurumi and Hajime Wago

A constrained maximum-likelihood approach to estimating switching regressions pp. 241-262

Robert Phillips

Analysis of survival data: Estimation and specification tests using asymptotic least squares pp. 263-285

Hubert Jayet and A. Moreau