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 35, issue 2-3, 1987

A non-parametric analysis of transformations pp. 191-209

Aaron K. Han

A note on Cochrane-Orcutt estimation pp. 211-218

Lonnie Magee

On pooling disturbance variances when the goal is testing restrictions on regression coefficients pp. 219-231

Kazuhiro Ohtani

Bounding the effects of proxy variables on instrumental-variables coefficients pp. 233-252

William S. Krasker and John W. Pratt

Mean and variance of R2 in small and moderate samples pp. 253-266

Jan Cramer

A further empirical investigation of the dividend adjustment process pp. 267-285

Cheng F. Lee, Chunchi Wu and Mohamed Djarraya

The application of censored regression techniques to the analysis of tax reform pp. 287-302

David B. Lawrence

Non-parametric analysis of a generalized regression model: The maximum rank correlation estimator pp. 303-316

Aaron K. Han

Reduced rank regression with autoregressive errors pp. 317-335

Raja P. Velu and Gregory C. Reinsel

Stochastic specification and estimation of share equation systems pp. 337-358

Jean-Paul Chavas and Kathleen Segerson

OLS or GLS in the presence of specification error?: An expected loss approach pp. 359-374

Jerry Thursby

The extended Stein procedure for simultaneous model selection and parameter estimation pp. 375-391

George Judge, Gang Yi, Thomas Yancey and Timo Teräsvirta

Volume 35, issue 1, 1987

Selecting the best linear regression model: A classical approach pp. 3-23

Donald Lien and Quang H. Vuong

Distribution-free and link-free estimation for the sample selection model pp. 25-35

Naihua Duan and Ker-Chau Li

The impact of grouping coarseness in alternative grouped-data regression models pp. 37-57

Trudy Cameron

Monte Carlo evidence on the choice between sample selection and two-part models pp. 59-82

Willard Manning, N. Duan and W. H. Rogers

Improved prediction in the presence of multicollinearity pp. 83-100

R. Carter Hill and George Judge

Inference in dynamic models containing 'surprise' variables pp. 101-117

Richard Baillie

Likelihood and other approaches to prediction in dynamic models pp. 119-142

Thomas Cooley and William R. Parke

Forecasting and testing in co-integrated systems pp. 143-159

Robert Engle and Byung Sam Yoo

Armax model specification testing, with an application to unemployment in the Netherlands pp. 161-190

Herman Bierens

Volume 34, issue 3, 1987

Estimating linear models with ordinal qualitative regressors pp. 275-291

Joseph Terza

Estimating the error variance in regression after a preliminary test of restrictions on the coefficients pp. 293-304

Judith Clarke, David Giles and T. Dudley Wallace

Asymptotic efficiency in estimation with conditional moment restrictions pp. 305-334

Gary Chamberlain

The specification of technical and allocative inefficiency in stochastic production and profit frontiers pp. 335-348

Subal Kumbhakar

A note on Sargan densities pp. 349-354

Y. K. Tse

A comment on consumer demand systems with binding non-negativity constraints pp. 355-359

Michael Ransom

The sensitivity of extended linear expenditure system household scales to income declaration errors pp. 361-372

Mine Cinar

A simplified approach to M-estimation with application to two-stage estimators pp. 373-389

Gregory Duncan

Corrigendum pp. 391-391

J. C. Nakervis and N. E. Savin

Volume 34, issue 1-2, 1987

Editor's introduction pp. 1-4

Richard Blundell

Generalised residuals pp. 5-32

Christian Gourieroux, Alain Monfort, Eric Renault and Alain Trognon

Residual analysis in the grouped and censored normal linear model pp. 33-61

Andrew Chesher and Margaret Irish

Regression-based specification tests for the multinomial logit model pp. 63-82

Daniel McFadden

Specifying and testing econometric models for rank-ordered data pp. 83-104

Jerry Hausman and Paul Ruud

Testing the normality assumption in multivariate simultaneous limited dependent variable models pp. 105-123

Richard Smith

Specification tests for distributional assumptions in the Tobit model pp. 125-145

Whitney Newey

Non-parametric testing of discrete panel data models pp. 147-177

Lung-Fei Lee

Bivariate alternatives to the Tobit model pp. 179-200

Richard Blundell and Costas Meghir

Simulated residuals pp. 201-252

Christian Gourieroux, Alain Monfort, Eric Renault and Alain Trognon

Prediction tests in limited dependent variable models pp. 253-261

G. J. Anderson

A note on specification tests for the multinomial logit model pp. 263-274

Hugh Wills

Volume 33, issue 3, 1986

Understanding spurious regressions in econometrics pp. 311-340

Peter Phillips

Specification and testing of some modified count data models pp. 341-365

John Mullahy

Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons pp. 367-385

Kenneth West

A standard error for the estimated state vector of a state-space model pp. 387-397

James Hamilton

Volume 33, issue 1-2, 1986

Editors' introduction pp. 1-5

Ernst R. Berndt and Melvyn A. Fuss

Productivity measurement with adjustments for variations in capacity utilization and other forms of temporary equilibrium pp. 7-29

Ernst R. Berndt and Melvyn A. Fuss

Productivity change, capacity utilization, and the sources of efficiency growth pp. 31-50

Charles R. Hulten

Productivity measurement with non-static expectations and varying capacity utilization: An integrated approach pp. 51-74

Catherine Morrison Paul

Total-factor-productivity measurement when equilibrium is temporary: A Monte Carlo assessment pp. 75-95

Margaret Slade

A test of static equilibrium models and rates of return to quasi-fixed factors, with an application to the Bell system pp. 97-118

Mark Schankerman and M. Ishaq Nadiri

Testing for separable functional structure using temporary equilibrium models pp. 119-141

Michael Hazilla and Raymond Kopp

Allocative distortions and the regulatory transition of the U.S. airline industry pp. 143-163

Robin Sickles, David Good and Richard L. Johnson

The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates pp. 165-185

William Barnett, Melvin Hinich and Warren Weber

A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations pp. 187-211

Ingmar Prucha and M. Ishaq Nadiri

Aggregation, expectations, and the explanation of technological change pp. 213-236

John Antle

A dynamic model of aggregate output supply, factor demand and entry and exit for a competitive industry with heterogeneous plants pp. 237-262

V. K. Chetty and James Heckman

Temporary equilibrium production models for a common-property renewable-resource sector pp. 263-284

Susan Capalbo

Aggregate output with variable rates of utilization of employed factors pp. 285-310

John Helliwell and Alan Chung