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 15, issue 3, 1981

Testing for heteroscedasticity in simultaneous equation models pp. 311-340

Andrew Harvey and Garry Phillips

A bayesian approach to time-varying cross-sectional regression models pp. 341-356

Lon-Mu Liu and Dominique M. Hanssens

Linear regression after selection pp. 357-366

Arthur Goldberger

The estimation of economic depreciation using vintage asset prices: An application of the Box-Cox power transformation pp. 367-396

Charles R. Hulten and Frank C. Wykoff

On comparing restricted least squares estimators pp. 397-404

David K. Guilkey and J. Michael Price

Volume 15, issue 2, 1981

A random coefficient approach to seasonal adjustment of economic time series pp. 177-209

A. Havenner and P. A. V. B. Swamy

On the bias in flexible functional forms and an essentially unbiased form: The fourier flexible form pp. 211-245

A. Gallant

Causality and the independence phenomenon: The case of the demand for money pp. 247-263

C. Hernandez-Iglesias and F. Hernandez-Iglesias

Testing the restrictions implied by the rational expectations hypothesis pp. 265-287

Dennis Hoffman and Peter Schmidt

Estimators without moments: The case of the reciprocal of a normal mean pp. 289-298

Asad Zaman

Joint estimation and testing for functional form and heteroskedasticity pp. 299-307

Kajal Lahiri and Daniel Egy

News Item pp. 309-309

M. Ray Perryman

Volume 15, issue 1, 1981

On the control of structural models pp. 13-24

Alfred L. Norman

On the control of structural models--comment pp. 25-28

Gregory C. Chow

On the control of structural models--reply pp. 29-29

Alfred L. Norman

A maximum probability approach to short-run policy pp. 31-48

Peter Tinsley and Peter von zur Muehlen

On the accuracy and efficiency of polynomial approximations in optimal macroeconomic policy determination pp. 49-62

Carl J. Palash

Assessing international interdependence with a multi-country model pp. 65-92

Howard Howe, Ernesto Hernandez-Cata, Guy Stevens, Richard Berner, Peter Clark and Sung Y. Kwack

Indexing the U.S. economy: Simulation results with the MPS model pp. 93-114

Mark Flannery and Lewis Johnson

An expose of disguised deposits pp. 117-137

Peter Tinsley, Bonnie Garrett and Monica Friar

Imperfect asset elasticities and financial model building pp. 139-154

William C. Melton and V. Vance Roley

Economies to scale in federal reserve check processing operations pp. 155-173

David Burras Humphrey

Volume 14, issue 3, 1980

Econometric analysis of residential time-of-use electricity pricing experiments pp. 287-306

Douglas W. Caves and Laurits R. Christensen

Further experience in Bayesian analysis using Monte Carlo integration pp. 307-328

Herman van Dijk and Teun Kloek

Decision rules for the choice of structural equations pp. 329-347

Kimio Morimune and Takamitsu Sawa

Consistent moment estimators of regression coefficients in the presence of errors in variables pp. 349-364

Manoranjan Pal

Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1 pp. 365-379

Jan G. Gooijer

A note on the exact transformation associated with the first-order moving average process pp. 381-394

Pietro Balestra

Volume 14, issue 2, 1980

A comparison of estimators for undersized samples pp. 161-181

P. A. V. B. Swamy

On the existence of moments of partially restricted reduced form coefficients pp. 183-194

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

Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance pp. 195-202

Nicholas Kiefer

On the efficient computation of the nonlinear full-information maximum-likelihood estimator pp. 203-225

David Belsley

Long memory relationships and the aggregation of dynamic models pp. 227-238

Clive Granger

Classification probabilities for the disequilibrium model pp. 239-246

Mark Gersovitz

Implications of the specification of technologies: Further evidence pp. 247-255

Patrick T. Geary and Edward J. McDonnell

Approximate maximum likelihood estimation with data sets that exceed computer limits pp. 257-264

Gregory Duncan

The coefficient of determination and simultaneous equation systems pp. 265-270

John Knight

The structure of simultaneous equations estimators: A comment pp. 271-276

G. J. Anderson

Experience with using the Box-Cox transformation when forecasting economic time series: A comment pp. 277-280

Dale J. Poirier

Volume 14, issue 1, 1980

Editor's introduction to part I pp. 3-8

William Barnett

Economic monetary aggregates an application of index number and aggregation theory pp. 11-48

William Barnett

Economic monetary aggregates--comment pp. 49-53

Kenneth Clements and Phuong Nguyen

Economic monetary aggregates--comment pp. 55-56

Edward K. Offenbacher

Economic monetary aggregates--reply pp. 57-59

William Barnett

Indicator and filter attributes of monetary aggregates: A nit-picking case for disaggregation pp. 61-91

Peter Tinsley, P. A. Spindt and M. E. Friar

Data revisions with moving average seasonal adjustment procedures pp. 95-114

David A. Pierce

Effects of alternative seasonal adjustment procedures on monetary policy pp. 115-136

Agustin Maravall

Effects of alternative seasonal adjustment procedures on monetary policy -- comment pp. 137-140

Houston Stokes

Dynamic factor demand schedules for labor and capital under rational expectations pp. 141-158

Richard Meese

Volume 13, issue 3, 1980

Full-information estimates of a nonlinear macroeconometric model pp. 269-291

Ray Fair and William R. Parke

On the estimation of multinomial logit models from relative frequency data pp. 293-303

Richard W. Parks

Random coefficient first-order autoregressive models pp. 305-325

Lon-Mu Liu and George C. Tiao

Useful invariance results for generalized regression models pp. 327-340

Trevor Breusch

Some identification and estimation results for regression models with stochastically varying coefficients pp. 341-363

Adrian Pagan

On having your cake and eating it too: Econometric problems in estimating the demand for health services pp. 365-390

Joseph Newhouse, Charles E. Phelps and M. Susan Marquis

To pool or not to pool?: A reexamination of Tobin's food demand problem pp. 391-402

Haji Y. Izan

Volume 13, issue 2, 1980

Predictors for the first-order autoregressive process pp. 139-157

Wayne A. Fuller and David P. Hasza

Finite sample properties of estimators for autoregressive moving average models pp. 159-183

Craig F. Ansley and Paul Newbold

Estimating the autocorrelated error model with trended data pp. 185-201

Rolla Edward Park and Bridger M. Mitchell

Small sample considerations in estimation from panel data pp. 203-223

William Taylor

The estimation of the ambulatory medical care technology where output is an unobservable variable pp. 225-251

A. Over and Kenneth R. Smith

Fiscal versus monetary policy: An application of transfer functions pp. 253-266

Michael Maloney and M. E. Ireland

Volume 13, issue 1, 1980

Editors' introduction pp. 1-3

Dennis J. Aigner and Peter Schmidt

A survey of frontier production functions and of their relationship to efficiency measurement pp. 5-25

Finn Førsund, C. Lovell and Peter Schmidt

Maximum likelihood estimation of econometric frontier functions pp. 27-56

William Greene

Likelihood functions for generalized stochastic frontier estimation pp. 57-66

Rodney E. Stevenson

A Monte Carlo study of estimators of stochastic frontier production functions pp. 67-82

Jerome A. Olson, Peter Schmidt and Donald Waldman

Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated pp. 83-100

Peter Schmidt and C. Lovell

On the estimation of a flexible frontier production model pp. 101-115

William Greene

On the estimation of deterministic and stochastic frontier production functions: A comparison pp. 117-138

Julien van den Broek, Finn Førsund, Lennart Hjalmarsson and Wim Meeusen