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 2, issue 4, 1974

A comparison of the power of some tests for heteroskedasticity in the general linear model pp. 307-316

Andrew Harvey and Garry Phillips

Empirical estimation of the value of travel time using multi mode choice models pp. 317-326

John Kraft and Arthur Kraft

On the estimation of the Pareto law from under-reported data pp. 327-341

Michael J. Hartley and Nagesh S. Revankar

Measurement of the purchasing power of incomes with linear expansion data pp. 343-364

S. N. Afriat

MSE dominance of least squares with errors-of-observation pp. 365-372

D. J. Aigner

The graph of the k-class estimator: An algebraic and statistical interpretation pp. 373-388

R. W. Farebrother and N. E. Savin

Identification and normalization: A note pp. 389-391

D. J. Aigner and T. Sawa

Analysis of development problems: Studies of the Chilean economy: R.S. Eckhaus and P.N. Rosentein-Rodan, eds., (North-Holland, Amsterdam, 1973) xii+430 pp., $30.00 pp. 393-394

Jeffrey Williamson

Volume 2, issue 3, 1974

An efficient two-step estimator for the dynamic adjustment model with autoregressive errors pp. 199-220

Michio Hatanaka

Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation pp. 221-240

Nicholas J. Gonedes and Harry V. Roberts

Correlations with ordinal data pp. 241-246

David Grether

Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models pp. 247-259

Phoebus J. Dhrymes and H. Erlat

Non-interacting control of macroeconomic variables: Implications on policy mix condiderations pp. 261-281

Masanao Aoki

The relative impact of monetary and fiscal policy instruments: Some structure-based estimates pp. 283-299

Bennett McCallum

A note on an efficient two-step estimator pp. 301-304

Phoebus J. Dhrymes

Volume 2, issue 2, 1974

The nonlinear two-stage least-squares estimator pp. 105-110

Takeshi Amemiya

Spurious regressions in econometrics pp. 111-120

Clive Granger and P. Newbold

The first-order moving average process: Identification, estimation and prediction pp. 121-141

Charles Nelson

On the sampling distribution of improved estimators for coefficients in linear regression pp. 143-150

Aman Ullah

Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares pp. 151-174

David Hendry and Robin Harrison

A test of the endogeneity of monetary policy pp. 175-188

Richard T. Froyen

An inequality with a time series application pp. 189-193

O. D. Anderson

Permanent income, wealth, and consumption: A critique of the permanent income theory, the life cycle hypothesis, and related theories: T. Mayer (University of California Press, Berkeley, 1973) pp. 195-196

Frank Stafford

Optimal planning for economic stabilization: The application of control theory to stabilization policy: R.S. Pindyck (North-Holland, Amsterdam, 1973) xii+167 pp pp. 197-198

Gregory C. Chow

Volume 2, issue 1, 1974

Predictions from binary choice models pp. 1-16

Richard B. Westin

Time series analysis and simultaneous equation econometric models pp. 17-54

Arnold Zellner and Franz Palm

On testing hypothesis in simultaneous equation models pp. 55-65

Alison Morgan and Waiter Vandaele

Estimation of linear models with crossed-error structure pp. 67-78

Wayne A. Fuller and George E. Battese

Retention of trainees: A study with dichotomous dependent variables pp. 79-93

Morley Gunderson

Alternative tests for a first-order vector autoregressive error specification pp. 95-104

David K. Guilkey

Volume 1, issue 4, 1973

The use of incomplete observations in multiple regression analysis: A generalized least squares approach pp. 317-328

Marcel G. Dagenais

Efficient estimation of models with composite disturbance terms pp. 329-340

Adrian Pagan

The efficiency of an improved method of estimating seemingly unrelated regression equations pp. 341-350

V. K. Srivastava

The problem of identification in finite parameter continuous time models pp. 351-362

Peter Phillips

Testing for autocorrelation in the autoregressive moving average error model pp. 363-376

John Fitts

A classified bibliography of Monte Carlo studies in econometrics pp. 377-395

Eric R. Sowey

Lectures in probability theory and mathematical statistics: Stephan Zubrzycki, (Elsevier Publ. Co., Amsterdam and New York, 1972) xi + 321 pp. (Dfl. 47.50) pp. 397-397

D. J. Aigner

Mathematical models in investment and finance: G.P. Szego and Karl Shell (eds)., (North-Holland Publ. Co., Amsterdam, 1973) 656 pp. ($41.50) pp. 397-398

D. J. Aigner

Stochastic programming - Methods and applications: Jati K. Sengupta, (North-Holland Publ. Co., Amsterdam, 1973) xi + 313 pp. ($10.00) pp. 398-399

T. Takayama

Nonlinear methods in econometrics: S.M. Goldfeld and R.E. Quandt, (North-Holland Publ. Co., Amsterdam and London, 1972) xii+280 pp. ($18.75) pp. 399-401

T. C. Lee

The economics of advertising, Contributions to economic analysis, vol. 80: Richard Schmalensee (North-Holland Publ. Co., Amsterdam, 1972) xiii+ 312 pp. ($19.00) pp. 401-402

Harry Bloch

Econometric studies of macro and monetary relations: A.A. Powell and R.A. Williams (eds.), (North-Holland Publ. Co., Amsterdam, 1973) viii+358 pp. ($18.75) pp. 402-403

Adrian Pagan

An introduction to applied macroeconomics: Edwin Kuh and Richard Schmalensee, (North-Holland Publ. Co., Amsterdam, 1972) 240 pp. (Dfl. 40.00) pp. 403-406

Michael Hurd

Volume 1, issue 3, 1973

On estimation of an econometric model of short-run bank behaviour pp. 201-228

Dennis J. Aigner

An econometric model of the Australian economy pp. 229-265

C. I. Higgins and V. W. Fitzgerald

Bayesian analysis of the federal reserve- MIT-Penn model's almon lag consumption function pp. 267-299

Arnold Zellner and Anne D. Williams

A note on aggregation bias and loss pp. 301-311

C. Lovell

A note on the measurability of the pseudo-inverse pp. 313-314

Peter Schonfeld

A note on extraneous information in regression pp. 315-316

Richard Brook and T. D. Wallace

Volume 1, issue 2, 1973

The mean square error of a combined estimator and numerical comparison with the TSLS estimator pp. 115-132

Takamitsu Sawa

Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models pp. 133-154

K. R. W. Brewer

A class of dynamic models for describing and projecting industrial development pp. 155-180

Richard H. Day and Jon Nelson

Some comments on estimation in regression after preliminary tests of significance pp. 191-200

M. E. Bock, George Judge and T. A. Yancey

Volume 1, issue 1, 1973

Editorial pp. 1-1

D. J. A., P. J. D. and A. Z.

A Markov model for switching regressions pp. 3-15

Stephen M. Goldfeld and Richard E. Quandt

Best quadratic unbiased estimators of the variance-covariance matrix in normal regression pp. 17-28

Pietro Balestra

Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression pp. 29-47

George Judge, T. A. Yancey and M. E. Bock

Regression with a binary independent variable subject to errors of observation pp. 49-59

Dennis J. Aigner

Retail inventory investment behaviour pp. 61-80

Pravin Trivedi

The translog function and the substitution of equipment, structures, and labor in U.S. manufacturing 1929-68 pp. 81-113

Ernst R. Berndt and Laurits R. Christensen