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 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