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 4, issue 4, 1976

The lag structure of option price pp. 303-310

S. T. Kassouf

The use of monthly and quarterly data in an ARMA model pp. 311-324

Frank Den Butter

A note on three-stage least squares estimation pp. 325-330

Agustin Maravall

Gains in efficiency from joint estimation of systems of autoregressive-moving average processes pp. 331-348

Charles Nelson

Least squares and stochastic difference equations pp. 349-370

Bernt P. Stigum

A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production pp. 371-392

Hiroki Tsurumi

The use of dummy variables to compute predictions, prediction errors, and confidence intervals pp. 393-397

David Salkever

Econometrics and economic theory: Essays in honour of Jan Tinbergen: W. Sellekaerts (International Arts and Sciences Press, White Plains, N.Y., 1974) pp. 399-399

Ken Gaver

Studies in Bayesian Econometrics and Statistics, In honor of Leonard J. Savage: S.E. Fienberg and A. Zellner (North-Holland Publishing Co., Amsterdam, 1975) pp. 399-400

G. S. Maddala

Volume 4, issue 3, 1976

The use of R2 to determine the appropriate transformation of regression variables pp. 205-210

Clive Granger and P. Newbold

The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models pp. 211-230

Peter Schmidt and David K. Guilkey

Incomplete observations and simultaneous-equations models pp. 231-241

Marcel G. Dagenais

Normalization in point estimation pp. 243-252

Walter D. Fisher

A study of multiple-output production functions: Klein's railroad study revisited pp. 253-262

Georg Hasenkamp

Identification of simultaneous equation models with measurement error pp. 263-283

Vincent J. Geraci

A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss pp. 285-294

Thomas A. Yancey and George Judge

A note on the Bayesian estimation of Solow's distributed lag model pp. 295-300

Robert S. Guthrie

Volume 4, issue 2, 1976

Chicago board call options as predictors of common stock price changes pp. 101-113

D. Panton

Exact and superlative index numbers pp. 115-145

Walter Diewert

Canonical ridge and econometrics of joint production pp. 147-166

Hrishikesh Vinod

The allocation of household income to food consumption pp. 167-188

Saul H. Hymans and Harold T. Shapiro

Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances pp. 189-204

Michio Hatanaka

Volume 4, issue 1, 1976

A Bayesian estimation of macro and micro CES production functions pp. 1-25

Hiroki Tsurumi and Yoshi Tsurumi

Testing income series: An application of principal components pp. 27-40

C. L. Haddad

K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case pp. 41-50

Werner Scharf

The structure of simultaneous equations estimators pp. 51-88

David Hendry

Information and computation in simultaneous equations estimation pp. 89-95

Warren Dent

Structural equation model in the social sciences: A.S. Goldberger and O.D. Duncan, eds. (Seminar Press, New York, 1973) pp. 97-97

Joseph B. Kadane

Bank management and portfolio behavior: Donald D. Hester and James L. Pierce (Yale University Press, New Haven, 1975) pp. 97-99

John S. Lapp

Volume 3, issue 4, 1975

Estimation in a disequilibrium model and the value of information pp. 325-348

Stephen M. Goldfelfd and Richard E. Quandt

Forecasting in dynamic models with stochastic regressors pp. 349-374

David A. Pierce

The nonlinear limited-information maximum- likelihood estimator and the modified nonlinear two-stage least-squares estimator pp. 375-386

Takeshi Amemiya

A result on the sign of restricted least-squares estimates pp. 387-390

Edward Leamer

A note on the influence of uncertainty on estimation of production function models pp. 391-394

Roger D. Blair and Rafael Lusky

Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test pp. 395-404

Toshihisa Toyoda and T. D. Wallace

Volume 3, issue 3, 1975

Maximum score estimation of the stochastic utility model of choice pp. 205-228

Charles Manski

Discriminating between autoregressive forms: A Monte Carlo comparison of Bayesian and ad hoc methods pp. 229-248

David Giles

The small sample bias of Durbin's tests for serial correlation: When one of the regressors is the lagged dependent variable and the null hypothesis is true pp. 249-254

Byron Spencer

Rational expectations and the econometric modeling of markets subject to uncertainty: A Bayesian approach pp. 255-272

Sanford Grossman

Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models -- I pp. 273-296

P. A. V. B. Swamy and Paul Rappoport

Some comparisons of tests for a shift in the slopes of a multivariate linear time series model pp. 297-318

John U. Farley, Melvin Hinich and Timothy W. McGuire

Statistical decomposition analysis with applications in the social and administrative sciences: Henri Theil, studies in mathematical and managerial economics, vol. 14 (North-Holland, Amsterdam, 1972) xvi+337 pp., U.S. $22.50 pp. 319-319

Pietro Balestra

Applied multivariate analysis: S. James Press, (Holt, Rinehart and Winston, New York, 1972) xix+521 pp pp. 320-320

George Judge

Volume 3, issue 2, 1975

Duality theory and pitfalls in the specification of technologies pp. 105-121

David Burgess

Discrimination in the market for public school teachers pp. 123-150

Joseph Antos and Sherwin Rosen

On a lemma associated with Box, Jenkins and Granger pp. 151-156

O. D. Anderson

On Bayesian estimation of seemingly unrelated regressions when some observations are missing pp. 157-169

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

Some large-concentration-parameter asymptotics for the k-class estimators pp. 171-177

Roberto Mariano

Autocorrelation and dynamic methodology with an application to wage determination models pp. 179-187

Lloyd R. Kenward

A note on least squares estimation and the blue in a generalized linear regression model pp. 189-197

Peter Schonfeld

Macroeconomic regulation: K.P. Vishwakarma, (Rotterdam University Press, 1974) pp. xi+91 pp. 199-200

Pravin Trivedi

Quantitative methods in Economics: J.D.A. Cuddy, (Rotterdam University Press, 1974) pp. viii+180, Dfl. 37.50 (U.S. $13.20) pp. 200-201

R. J. O'Brien

Statistical theory of sample survey design and analysis: H.S. Konijn, (North-Holland, Amsterdam, 1974) pp.xv+429, $32.50 pp. 201-202

Yasushi Taga

Erratum pp. 203-203

George E. Battese and Wayne A. Fuller

Volume 3, issue 1, 1975

The power of four tests of autocorrelation in the linear regression model pp. 1-21

Wilford L. L'Esperance and Daniel Taylor

On the use of bilinear splines in economics pp. 23-34

Dale J. Poirier

Seemingly unrelated nonlinear regressions pp. 35-50

A. Gallant

Estimation of the elasticity of substitution in the presence of errors of measurement pp. 51-56

Grant Scobie and Paul R. Johnson

A note on the information matrix of the multivariate normal distribution pp. 57-60

Jean-Francois Richard

The estimation of a family of measures of economic inequality pp. 61-70

Joseph L. Gastwirth

A new class of limited-information estimators for simultaneous equations systems pp. 71-92

Wouter J. Keller

Regression estimation from grouped observations, Griffin's statistical monographs and courses no. 33: Y. Haitovosky, (Griffin & co., London) x+94 pp., [UK pound]2.30 pp. 93-93

Dale J. Poirier

Studies in economic planning over space and time, contributions to economic analysis no. 82: George Judge and Takashi Takayama, (North-Holland, Amsterdam, 1973) xii+727 pp., $72.00 pp. 94-94

Dennis J. Aigner

Multicollinearity in linear economic models, Tilburg studies in economics no. 7: D. Neelman, (Tilburg university press, The Netherlands, 1973) viii+103 pp pp. 94-95

P. Schonfeld

Supply relationships in the Canadian economy, international business and economics studies: Lawrence H. Officer, (Michigan state university, East Lansing, 1972) x+173 pp pp. 95-96

Leonard W. Weiss

The international linkage of national economic models: R.J. Ball, ed., (North-Holland, Amsterdam, 1973) xii+pp., $31.50 pp. 96-97

J. David Richardson

Production functions: An integration of micro and marco, short run and long run aspects: L. Johansen, (North-Holland, Amsterdam, 1972) 274 pp pp. 97-99

Walter Diewert

Efficient estimation with a priori information, Cowless Foundation Monograph no. 23: Thomas J. Rothenberg, (Yale university press, New York, 1973) viii+180 pp. $10.00 pp. 99-102

Pascal Mazodier