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 38, issue 3, 1988

Non-linear regression with discrete explanatory variables, with an application to the earnings function pp. 269-299

Herman Bierens and Joop Hartog

Adaptive estimation of regression models via moment restrictions pp. 301-339

Whitney Newey

Conditional and unconditional statistical independence pp. 341-348

Peter Phillips

Bayes prediction in regressions with elliptical errors pp. 349-360

Siddhartha Chib, Ram C. Tiwari and S. Rao Jammalamadaka

Identification information and instruments in linear econometric models with rational expectations pp. 361-373

D. A. Turkington and R. J. Bowden

A size correction to the Lagrange multiplier test for heteroskedasticity pp. 375-386

Yuzo Honda

Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data pp. 387-399

George E. Battese and Timothy Coelli

Volume 38, issue 1-2, 1988

Editor's introduction pp. 3-5

David Belsley

Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density pp. 7-37

Jean-Francois Richard and Mark Steel

Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods pp. 39-72

Arnold Zellner, Luc Bauwens and Herman van Dijk

Antithetic acceleration of Monte Carlo integration in Bayesian inference pp. 73-89

John Geweke

A stationary stochastic approximation method pp. 91-102

Roger F. Liddle and John F. Monahan

Econometric illustrations of novel numerical integration strategies for Bayesian inference pp. 103-125

J. C. Naylor and A. F. M. Smith

Conditioning in models with logs pp. 127-143

David Belsley

A comparison of algorithms for maximum likelihood estimation of choice models pp. 145-167

David S. Bunch

A computational examination of orthogonal distance regression pp. 169-201

Paul T. Boggs, Clifford H. Spiegelman, Janet R. Donaldson and Robert B. Schnabel

Econometric analysis of small linear systems using PC-FIML pp. 203-226

David Hendry, Adrian J. Neale and Frank Srba

Object-oriented software representations for statistical data pp. 227-246

R. Wayne Oldford

Data analysis as search pp. 247-268

David Lubinsky and Daryl Pregibon

Volume 37, issue 3, 1988

Alternative non-nested specification tests of time-series investment models pp. 293-326

Ben Bernanke, Henning Bohn and Peter C. Reiss

A normalized quadratic semiflexible functional form pp. 327-342

Walter Diewert and T. J. Wales

Bounding the effects of measurement error in regressions involving dichotomous variables pp. 343-359

Steven Klepper

Estimation of a fixed-effect Cobb-Douglas system using panel data pp. 361-380

Peter Schmidt

The exact moments of the least-squares estimator for the autoregressive model corrections and extensions pp. 381-388

J. C. Nankervis and N. E. Savin

A simple way of computing the inverse moments of a non-central chi-square random variable pp. 389-393

Wen Zhi Xie

Volume 37, issue 2, 1988

Calculation of maximum entropy distributions and approximation of marginalposterior distributions pp. 195-209

Arnold Zellner and Richard A. Highfield

On-site samples' regression: Problems of non-negative integers, truncation, and endogenous stratification pp. 211-223

Daigee Shaw

Regressor diagnostics for the classical errors-in-variables model pp. 225-250

Steven Klepper

Foreign exchange rates: A multiple currency and maturity analysis pp. 251-264

Arthur Havenner and Bagher Modjtahedi

A further class of tests for heteroscedasticity pp. 265-276

Merran A. Evans and Maxwell King

Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments pp. 277-292

Jean-Marie Dufour

Volume 37, issue 1, 1988

Editors' introduction pp. 1-6

Teun Kloek and Yoel Haitovsky

The statistical approach to economics pp. 7-26

Lawrence Klein

Bayesian analysis in econometrics pp. 27-50

Arnold Zellner

Is a philosophical consensus for statistics attainable? pp. 51-61

James Durbin

Discussion of: Is a philosophical consensus for statistics attainable? by J. Durbin pp. 63-64

Stephen E. Fienberg

Reply to Stephen E. Fienberg's discussion pp. 65-65

James Durbin

Current developments in time series modelling pp. 67-86

M. B. Priestley

Regression by local fitting: Methods, properties, and computational algorithms pp. 87-114

William S. Cleveland, Susan J. Devlin and Eric Grosse

A comparison of GRF and other reduced-form estimators in simultaneous equations models pp. 115-134

Esfandiar Maasoumi and Jin-Ho Jeong

Chi-square diagnostic tests for econometric models: Introduction and applications pp. 135-156

Donald Andrews

Large-sample properties of method of moment estimators under different data-generating processes pp. 157-169

Bernard van Praag, Teun Kloek and J. De Leeuw

Bounds on specification error arising from data proxies pp. 171-192

Eugene Kroch

Volume 36, issue 3, 1987

Efficient estimation of limited dependent variable models with endogenous explanatory variables pp. 231-250

Whitney Newey

The geographic distribution of unemployment rates in the U.S.: A spatial-time series analysis pp. 251-279

Stephen Bronars and Dennis Jansen

The global properties of the two minflex Laurent flexible functional forms pp. 281-298

William Barnett, Yul W. Lee and Michael Wolfe

Computational efficiency of FIML estimation pp. 299-310

Giorgio Calzolari, Lorenzo Panattoni and Claus Weihs

Fractional demand systems pp. 311-337

Arthur Lewbel

Ex post tests for short-and long-run optimization pp. 339-358

Klaus Conrad and Ralph Unger

The statistical foundations of a class of parametric tests for heteroscedasticity pp. 359-368

R. W. Farebrother

A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model pp. 369-376

Daniel Thornton

Usefulness of proxy variables in linear models with stochastic regressors pp. 377-382

Timo Teräsvirta

Maximum likelihood estimation of random effects models pp. 383-389

Trevor Breusch

Volume 36, issue 1-2, 1987

Editor's introduction pp. 1-6

Pravin Trivedi

Estimation of own- and cross-price elasticities from household survey data pp. 7-30

Angus Deaton

An application of LDV models to household expenditure analysis in Mexico pp. 31-53

Carlos M. Jarque

The demand for wheat under non-linear pricing in Pakistan pp. 55-65

Ehtisham Ahmad, Nicholas Stern and H. -M. Leung

Are user fees regressive?: The welfare implications of health care financing proposals in Peru pp. 67-88

Paul Gertler, Luis Locay and Warren Sanderson

Microeconometric models of rationing, imperfect markets, and non-negativity constraints pp. 89-110

Lung-Fei Lee and Mark Pitt

On the determinants of cross-country aggregate agricultural supply pp. 111-131

Hans Binswanger-Mkhize, Maw-Cheng Yang, Alan Bowers and Yair Mundlak

Vintage production approach to perennial crop supply: An application to tea in major producing countries pp. 133-161

T. Akiyama and Pravin Trivedi

Fertility and investments in human capital: Estimates of the consequence of imperfect fertility control in Malaysia pp. 163-184

Mark Rosenzweig and T. Schultz

How does mother's schooling affect family health, nutrition, medical care usage, and household sanitation? pp. 185-204

Jere Behrman and Barbara Wolfe

The external debt repayments problems of LDC's: An econometric model based on panel data pp. 205-230

Vassilis Hajivassiliou