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 6, issue 3, 1977

An econometric model of the petroleum industry pp. 263-287

Patricia Rice and V. Smith

Differencing of random walks and near random walks pp. 289-308

Nicholas J. Gonedes and Harry V. Roberts

Censored regression models with unobserved, stochastic censoring thresholds pp. 309-327

Forrest D. Nelson

Bayesian regression analysis using poly-t densities pp. 329-354

Jacques Dreze

Mean square error tests for restrictions in singular linear models pp. 355-363

Burt S. Holland

A note on a heteroscedastic model pp. 365-370

Takeshi Amemiya

A Bayesian test of a parameter shift and an application pp. 371-380

Hiroki Tsurumi

Goodness of fit for seemingly unrelated regressions: Glahn's R2y.x and Hooper's r2 pp. 381-387

Marjorie B. McElroy

Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances pp. 389-394

Marjorie B. McElroy

Volume 6, issue 2, 1977

An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator pp. 147-164

Peter Phillips

Measurement errors and bounded OLS estimates pp. 165-171

Maurice Levi

The construction and estimation of continuous time models and discrete approximations in econometrics pp. 173-197

Peter M. Robinson

Estimation of a non-invertible moving average process: The case of overdifferencing pp. 199-224

Charles Plosser and G. Schwert

Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results pp. 225-236

Raul Pedro Mentz

On the consequences of planning interval specification error for the estimation of dynamic models pp. 237-242

Roger Betancourt

Option values, stipends and the returns to educational investment pp. 243-260

Yochanan P. Comay, Arie Melnik and Moshe A. Pollatschek

Volume 6, issue 1, 1977

On the estimation of Engel elasticities from grouped observations with application to Indonesian data pp. 1-19

Nanak Kakwani

Formulation and estimation of stochastic frontier production function models pp. 21-37

Dennis Aigner, C. Lovell and Peter Schmidt

Coefficients of correlation for simultaneous equation systems pp. 39-50

Richard (Robin) Carter and Anirudh L. Nagar

Estimation of a model containing unobservable variables using grouped observations: An application to the permanent income hypothesis pp. 51-63

Clifford L. F. Attfield

Recursions for the two-stage least-squares estimators pp. 65-77

Garry Phillips

Spectral analysis of public utility returns pp. 79-101

Michael A. Goldberg and Ashok Vora

Testing for functional misspecification in regression analysis pp. 103-119

Andrew Harvey and Patrick Collier

On the structure of moving average processes pp. 121-134

Craig F. Ansley, W. Allen Spivey and William J. Wrobleski

An inequality and a lemma revisited pp. 135-140

Oliver D. Anderson

Econometric studies of U.S. energy policy: D.W. Jorgenson, ed., (North-Holland, Amsterdam, 1976) pp.243 pp. 141-142

Bridger M. Mitchell

Econometrics of investment: J.C.R. Rowley and P.K. Trivedi, (Wiley, New York, 1975) pp. 142-142

Maurice Levi

Optimal control and system theory in dynamic economic analysis: Masanao Aoki, (North-Holland, Amsterdam,1976) xiv+400 pp pp. 143-144

Gregory C. Chow

Introduction a l'econometrie: Yvan Langaskens, (Librairie Droz, Geneva, 1975) approx. 670 pp.$30.00 pp. 144-145

Denyse L. Dagenais

Volume 5, issue 3, 1977

Causality in temporal systems: Characterization and a survey pp. 265-293

David A. Pierce and Larry D. Haugh

The modified second-round estimator in the general qualitative response model pp. 295-299

Takeshi Amemiya

Autocorrelated disturbances in the light of specification analysis pp. 301-313

Chaudhuri (Mukherjee), Maitreyi

On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model pp. 315-321

John Knight

Forecasting aggregates of independent Arima processes pp. 323-345

David E. Rose

Nonlinear models of analysis of variance pp. 347-363

Jean-Pierre Laffargue

Estimation of seemingly unrelated regressions with unequal numbers of observations pp. 365-377

Peter Schmidt

On univariate time series methods and simultaneous equation econometric models pp. 379-388

Franz Palm

Errors in variables in simultaneous equation models pp. 389-401

Jerry Hausman

Volume 5, issue 2, 1977

Consumption patterns for electricity pp. 135-153

Wallace Hendricks, Roger Koenker and Robert Podlasek

On Bayesian and non-Bayesian estimation of a two-level CES production function for the Dutch manufacturing sector pp. 155-165

Rins Harkema and Sybrand Schim Van Der Loeff

A comparative study of finite sample properties of band spectrum regression estimators pp. 167-182

Svend Hylleberg

On the flexibility of flexible functional forms: An empirical approach pp. 183-193

Terence J. Wales

On testing separability restrictions with flexible functional forms pp. 195-209

Charles Blackorby, Daniel Primont and R. Robert Russell

Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces pp. 211-219

Corrado Corradi

Regression using mixed annual and quarterly data pp. 221-239

Christopher L. Gilbert

Education, income, and ability revisited pp. 241-257

Gary Chamberlain

The theory of quantitative economic policy: K.A. Fox, J.K. Sengupta and E. Thorbecke, 2nd rev. ed. (North-Holland, Amsterdam, 1973) pp. 259-259

Donald O'Hara

Volume 5, issue 1, 1977

Estimation of the Pareto law from underreported data: A further analysis pp. 1-11

David V. Hinkley and Nagesh S. Revankar

Some aspects of bivariate regression subject to linear constraints pp. 13-35

George C. Tiao, Wei-Yuan Tan and Yu-Chi Chang

Estimating U.S. consumer preferences for meat with a flexible utility function pp. 37-53

Laurits R. Christensen and Marilyn E. Manser

The existence of a real value-added function in the Canadian manufacturing sector pp. 55-69

Michael Denny and Doug May

Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations pp. 71-88

A. Gallant

The demand for energy in Canadian manufacturing: An example of the estimation of production structures with many inputs pp. 89-116

Melvyn A. Fuss

A simultaneous equations system of money demand and supply using generalized functional forms pp. 117-128

John J. Spitzer

Abrahamse and Koerts' 'new estimator' of disturbances in regression analysis pp. 129-133

Heinz Neudecker