Journal of Econometrics

1973 - 2025

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

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Volume 44, issue 3, 1990

The classical principles of testing using instrumental variables estimates pp. 241-279

Michael A. Magdalinos

Price elasticities from survey data: Extensions and Indonesian results pp. 281-309

Angus Deaton

Two-stage instrumental variables estimators for the nonlinear errors-in-variables model pp. 311-332

Yasuo Amemiya

On estimating and testing in a linear regression model with autocorrelated errors pp. 333-346

Kazuhiro Ohtani

On the measurement of economic capacity utilization for multi-product industries pp. 347-361

Kathleen Segerson and Dale Squires

Forecasting with demand systems: A comparative study pp. 363-376

Marcus Chambers

Aggregation and identification in consumer demand systems pp. 377-390

J. M. Heineke and H. M. Shefrin

Coherency of the indirect translog demand system with binding nonnegativity constraints pp. 391-400

Arthur van Soest and Peter Kooreman

Volume 44, issue 1-2, 1990

Editor's introduction pp. 1-4

Dennis J. Aigner

A statistical perspective on insurance rate-making pp. 5-24

Cheng Hsiao, Changseob Kim and Grant Taylor

Simultaneous equations with covariance restrictions pp. 25-39

Thomas J. Rothenberg and Paul Ruud

A unified approach to estimation and orthogonality tests in linear single-equation econometric models pp. 41-66

Mohammad Pesaran and Richard Smith

How to live with misspecification if you must pp. 67-86

Esfandiar Maasoumi

The simultaneous-equations model revisited: Statistical adequacy and identification pp. 87-105

Aris Spanos

Bounded-influence estimators for the tobit model pp. 107-126

Franco Peracchi

Least absolute error estimation in the presence of serial correlation pp. 127-158

Andrew A. Weiss

Reasonable extreme-bounds analysis pp. 159-170

Clive Granger and Harald Uhlig

Bootstrapping improved estimators for linear regression models pp. 171-187

David Brownstone

An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss pp. 189-213

George Judge, Carter Hill and M. E. Bock

Seasonal integration and cointegration pp. 215-238

Svend Hylleberg, Robert Engle, Clive Granger and Byung Sam Yoo

Volume 43, issue 3, 1990

Effects of collinearity on information about regression coefficients pp. 255-274

Ehsan S. Soofi

An analogue model of phase-averaging procedures pp. 275-292

Julia Campos, Neil Ericsson and David Hendry

Detecting multiple outliers with an application to R&D productivity pp. 293-315

Peter C. Reiss

Robust estimation based on grouped-adjusted data in linear regression models pp. 317-336

Kazumitsu Nawata

Robust estimation based on grouped-adjusted data in censored regression models pp. 337-362

Kazumitsu Nawata

Finite sample power of linear regression autocorrelation tests pp. 363-372

Walter Krämer and Helmut Zeisel

On the compatibility of nested logit models with utility maximization pp. 373-388

Axel Borsch-Supan

Three-stage least squares with different instruments for different equations pp. 389-394

Peter Schmidt

Volume 43, issue 1-2, 1990

Editor's introduction: The state of empirical work on economic inequality pp. 1-3

Daniel Slottje

A dispersion-dependency diagnostic test for aggregation error: With applications to monetary economics and income distribution pp. 5-34

William Barnett and Apostolos Serletis

Income distribution movements and aggregate money illusion pp. 35-42

Arthur Lewbel

A multinomial probability model of size income distribution pp. 43-61

Charles A. Diamond, Curtis Simon and John Warner

A random-effects logit model of work-welfare transitions pp. 63-75

John Enberg, Peter Gottschalk and Douglas Wolf

A general functional form for approximating the Lorenz curve pp. 77-90

R. L. Basmann, K. J. Hayes, Daniel Slottje and J. D. Johnson

On the relationship between income inequality measures and social welfare functions pp. 91-102

Camilo Dagum

Inequality and the standard of living pp. 103-120

Dale Jorgenson and Daniel T. Slesnick

Generalized entropy measures of mobility for different sexes and income levels pp. 121-133

Esfandiar Maasoumi and Sourushe Zandvakili

Inflation, relative price variation, and inequality pp. 135-151

Daniel T. Slesnick

The poverty concept when prices are income-dependent pp. 153-166

Bernard van Praag and Michael Baye

Measuring wealth in a simple two-period model pp. 167-177

John Creedy

Methodological issues in the estimation of the size distribution of household wealth pp. 179-195

Edward Wolff

An intervention analysis of the war on poverty: Poverty's persistence and political-business cycle implications pp. 197-212

Thomas Fomby and Kathy J. Hayes

Is the size distribution of income a random walk? pp. 213-226

Kathy Hayes, Daniel Slottje, Susan Porter-Hudak and Gerald Scully

Regression models for positive random variables pp. 227-251

James McDonald and Richard J. Butler

Volume 42, issue 3, 1989

Bootstrapping in multiplicative models pp. 287-297

M. S. Srivastava and Balvir Singh

Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model pp. 299-317

Darrell A. Turkington

Estimating integrated higher-order continuous time autoregressions with an application to money-income causality pp. 319-336

Andrew Harvey and James H. Stock

Mode regression pp. 337-349

Myoung-jae Lee

Asymptotic relative efficiency of the classical test statistics under misspecification pp. 351-369

Pentti Saikkonen

A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals pp. 371-376

Helmut Lütkepohl

A note on the application of the nonlinear two-stage least-squares estimator to a Box-Cox-transformed model pp. 377-379

J. Daniel Khazzoom

Volume 42, issue 2, 1989

The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept pp. 157-179

Jan Magnus and Bahram Pesaran

A method for approximate representation of vector-valued time series and its relation to two alternatives pp. 181-199

Masanao Aoki and Arthur Havenner

Risk and reactor safety systems adoption pp. 201-218

Jeffrey A. Dubin and Geoffrey Rothwell

The reserve-labor hypothesis, short-run pricing theories, and the employment-output relationship pp. 219-245

Steven Garber

On the efficient estimation of simultaneous equations with covariance restrictions pp. 247-265

Manuel Arellano

An efficient GLS estimator of triangular models with covariance restrictions pp. 267-273

Manuel Arellano

A note on the estimation of nonsymmetric dynamic factor demand models pp. 275-283

Dilip B. Madan and Ingmar Prucha

Volume 42, issue 1, 1989

Editor's introduction: The state of empirical work on economic inequality pp. 1-3

Daniel Slottje

Statistical properties of measures of between-group income differentials pp. 5-19

Joseph L. Gastwirth, Tapan K. Nayak and Jane-Ling Wang

Interpreting the magnitude of changes in measures of income inequality pp. 21-25

McKinley Blackburn

Sampling variance and decomposable inequality measures pp. 27-41

Frank Cowell

Improving the accuracy of estimates of Gini coefficients pp. 43-47

Robert Lerman and Shlomo Yitzhaki

On the empirical relationship between several well-known inequality measures pp. 49-66

Daniel Slottje, R. L. Basmann and Michael Nieswiadomy

Family size and social utility: Income distribution dominance criteria pp. 67-80

François Bourguignon

Income inequality measures based on sample surveys pp. 81-95

Fredrik Nygard and Arne Sandstrom

Optimal grouping of income and wealth data pp. 97-108

James Davies and A. F. Shorrocks

Using incomplete moments to measure inequality pp. 109-119

Richard J. Butler and James McDonald

Remembrance of things past the distribution of earnings across occupations and the kappa criterion pp. 121-130

Joseph Hirschberg and Daniel Slottje

Continuously distributed attributes and measures of multivariate inequality pp. 131-144

Esfandiar Maasoumi

The development of international inequality 1960-1985 pp. 145-155

Henri Theil