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 23, issue 3, 1983

A comparison of the Amemiya GLS and the Lee-Maddala-Trost G2SLS in a simultaneous-equations Tobit model pp. 295-300

Takeshi Amemiya

Testing the specification of multivariate models in the presence of alternative hypotheses pp. 301-313

Russell Davidson and James MacKinnon

A general approach to intertemporal and interspatial productivity comparisons pp. 315-330

Michael Denny and Melvyn Fuss

Pierce and Haugh on characterizations of causality: A re-examination pp. 331-335

Lewis Evans and Graeme Wells

A remark on serial correlation in maximum likelihood pp. 337-342

David Levine

Testing rational expectations by the use of overidentifying restrictions pp. 343-351

Richard Startz

Detecting a shift in location: Some robust tests pp. 353-367

Prem P. Talwar

The industrial and commercial demand for electricity under time-of-use pricing pp. 369-384

Asher Tishler

Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models pp. 385-400

Mark Watson and Robert Engle

A note on the decomposition of cost efficiency into technical and allocative components pp. 401-405

Kimberly Zieschang

Volume 23, issue 2, 1983

On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances pp. 165-191

H. E. Doran and William Griffiths

U.S.-Japan automobile trade: A Bayesian test of a product life cycle pp. 193-210

Hiroki Tsurumi and Yoshi Tsurumi

Identification of the dynamic shock-error model with autocorrelated errors pp. 211-221

Eugen Nowak

Sargan densities which one? pp. 223-233

Spyros Missiakoulis

A new look at the relationship between time-series and structural econometric models pp. 235-251

Richard Anderson, James M. Johannes and Robert Rasche

Consistent estimation of equations with composite moving average disturbance terms pp. 253-267

John McDonald and John Darroch

On maximum likelihood estimation of stochastic frontier production models pp. 269-274

Lung-Fei Lee

Partially generalized least squares and two-stage least squares estimators pp. 275-283

Takeshi Amemiya

A note on amemiya's partially generalized least squares pp. 285-290

Pietro Balestra

Restrictions on variables pp. 291-292

F. J. H. Don

Volume 23, issue 1, 1983

Editors' introduction pp. 1-3

Robert B. Miller and James C. Hickman

Enriched multinormal priors revisited pp. 5-35

William S. Jewell

Second moments of estimates of outstanding claims pp. 37-61

G. C. Taylor and F. R. Ashe

Compound poisson models in actuarial risk theory pp. 63-76

Harry H. Panjer and Gordon E. Willmot

Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions pp. 77-90

Marc Goovaerts and F. De Vylder

On the estimation of long tailed skewed distributions with actuarial applications pp. 91-102

Robert V. Hogg and Stuart A. Klugman

Death and survival in employee populations pp. 103-117

Arnold F. Shapiro

Hachemeister's Bayesian regression model revisited pp. 119-129

Ben Zehnwirth

Monitoring mortality: A state-space approach pp. 131-146

Piet De Jong and Phelim P. Boyle

Practical models in credibility theory, including parameter estimation pp. 147-164

F. De Vylder

Volume 22, issue 3, 1983

A test for distributional assumptions for the stochastic frontier functions pp. 245-267

Lung-Fei Lee

Approximations of the eigenvalues of the covariance matrix of a first-order autoregressive process pp. 269-279

R. J. Stroeker

A heteroscedasticity-consistent covariance matrix estimator for time series regressions pp. 281-290

David A. Hsieh

An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors pp. 291-300

Thomas Fomby and David K. Guilkey

An econometric model of the short-run demand for workers and hours in the U.S. auto industry pp. 301-316

Julius C. Chang

An invariance property of Farebrother's procedure for estimation with aggregated data pp. 317-322

Jerzy K. Baksalary

A general analysis of bias in the estimated standard errors of least squares coefficients pp. 323-338

Bruce C. Greenwald

Charging for local telephone calls: How household characteristics affect the distribution of calls in the GTE Illinois experiment pp. 339-364

Rolla Edward Park, Bridger M. Mitchell, Bruce M. Wetzel and James Alleman

Ridge regression estimation of the Rotterdam model pp. 365-390

P. A. V. B. Swamy and J. S. Mehta

A note on a fixed effect model with arbitrary interpersonal covariance pp. 391-393

Peter Schmidt

Volume 22, issue 1-2, 1983

Simultaneous equation systems as moment structure models: With an introduction to latent variable models pp. 13-42

P. M. Bentler

Latent variable structural equation modeling with categorical data pp. 43-65

Bengt Muthen

Some comments on maximum likelihood and partial least squares methods pp. 67-90

Theo Dijkstra

Multivariate methods for quantitative and qualitative data pp. 91-111

Wouter J. Keller and Tom Wansbeek

Models and methods for the analysis of correlation coefficients pp. 113-137

Jan De Leeuw

Analyzing rectangular tables by joint and constrained multidimensional scaling pp. 139-167

Willem J. Heiser and Jacqueline Meulman

Correspondence analysis, with an extension towards nominal time series pp. 169-189

J. -C. Deville and G. Saporta

Loglinear models and categorical data analysis with psychometric and econometric applications pp. 191-214

Stephen E. Fienberg and Michael M. Meyer

Latent trait models pp. 215-227

Erling B. Andersen

Latent variable models for ordered categorical data pp. 229-243

D. J. Bartholomew