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June 1990, Volume 6, Issue 2
- 165-169 On the Sensitivity of a Regression Coefficient to Monotonic Transformations
by Yitzhaki, Shlomo
- 263-267 State Space Modeling of Time SeriesMasanao Aoki Springer-Verlag, 1987
by Deistler, M.
- 268-272 Analog Estimation Methods in EconometricsCharles F. Manski New York: Chapman and Hall, 1988, 150pp., $45.00
by Horowitz, Joel L.
- 273-281 Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50
by Pagan, A.R.
- 293-293 Errata
by Zinde-Walsh, Victoria
March 1990, Volume 6, Issue 1
- 1-16 Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988
by Hall, A. D.
- 17-43 A Unified Approach to Robust, Regression-Based Specification Tests
by Wooldridge, Jeffrey M.
- 44-62 Time Series Regression With a Unit Root and Infinite-Variance Errors
by Phillips, P.C.B.
- 63-74 Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing
by Carter, R.A.L. & Srivastava, M.S. & Srivastava, V.K. & Ullah, A.
- 75-96 Asymptotic Expansions of the Distributions of Statistics Related to the Spectral Density Matrix in Multivariate Time Series and Their Applications
by Taniguchi, Masanobu & Maekawa, Koichi
- 97-102 Interpretation of Graphs that Compare the Distribution Functions of Estimators
by Moulton, Brent R.
- 103-106 The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987
by Wickens, M.R.
- 107-112 Search Models and Applied Labor Economics by Nicholas M. Kiefer and George R. Neumann Cambridge University Press, Cambridge, 1989297 pages, $47.50
by Stern, Steven
December 1989, Volume 5, Issue 3
- 333-353 Asymptotic Properties of the Maximum-Likelihood and Nonlinear Least-Squares Estimators for Noninvertible Moving Average Models
by Tanaka, Katsuto & Satchell, S.E.
- 354-362 On the First-Order Autoregressive Process with Infinite Variance
by Chan, Ngai Hang & Tran, Lanh Tat
- 363-384 Testing for Consistency using Artificial Regressions
by Davidson, Russell & MacKinnon, James G.
- 385-404 Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System
by Hosoya, Yuzo & Tsukuda, Yoshihiko & Terui, Nobuhiko
- 405-429 On Rereading Haavelmo: A Retrospective View of Econometric Modeling
by Spanos, Aris
- 430-452 Predictors in Dynamic Nonlinear Models: Large-Sample Behavior
by Brown, Bryan W. & Mariano, Roberto S.
August 1989, Volume 5, Issue 2
April 1989, Volume 5, Issue 1
- 1-35 Local and Global Testing of Linear and Nonlinear Inequality Constraints in Nonlinear Econometric Models
by Wolak, Frank A.
- 36-52 Mirror-Image and Invariant Distributions in ARMA Models
by Cryer, Jonathan D. & Nankervis, John C. & Savin, N.E.
- 53-62 Effect of Nonnormality on the Estimation of a Single Structural Equation with Structural Change
by Hodoshima, Jiro
- 63-82 A General Framework for Testing a Null Hypothesis in a “Mixed” Form
by Gourieroux, C. & Monfort, A.
- 83-94 Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses
by Dastoor, Naorayex K. & McAleer, Michael
- 95-131 Statistical Inference in Regressions with Integrated Processes: Part 2
by Park, Joon Y. & Phillips, Peter C.B.
- 161-165 Matrix Differential CalculusJan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988 - Linear StructuresJan R. Magnus Charles Griffin and Co., 1988
by Pollock, D.S.G.
- 166-171 A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White
by Andrews, Donald W.K.
December 1988, Volume 4, Issue 3
- 365-383 The History of Continuous-Time Econometric Models
by Bergstrom, A. R.
- 384-402 Some Exact Formulae for Autoregressive Moving Average Processes
by Zinde-Walsh, Victoria
- 403-427 The Estimation of Linear Stochastic Models with Covariance Restrictions
by Pollock, D.S.G.
- 428-457 Partially Adaptive Estimation of Regression Models via the Generalized T Distribution
by McDonald, James B. & Newey, Whitney K.
- 458-467 Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables
by Andrews, Donald W.K.
- 468-497 Statistical Inference in Regressions with Integrated Processes: Part 1
by Park, Joon Y. & Phillips, Peter C.B.
- 499-508 A Multiple Decision Theory Analysis of Structural Stability in Regression
by McCabe, B.P.M.
- 509-516 Locally Optimal Properties of the Durbin-Watson Test
by King, Maxwell L. & Evans, Merran A.
- 517-527 A Comparison of Ordinary Least Squares and Least Absolute Error Estimation
by Weiss, Andrew A.
- 528-533 Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations
by Phillips, P.C.B.
- 547-547 Nonparametric Time-Series Estimation of Joint DGP, and Vector Autoregression (Econometric Theory 1 (1985): 27–52)
by Anonymous
August 1988, Volume 4, Issue 2
- 187-209 Econometric Methodology at the Cowles Commission: Rise and Maturity
by Malinvaud, E.
- 210-230 Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
by Wooldridge, Jeffrey M. & White, Halbert
- 231-247 Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data
by Lo, Andrew W.
- 248-274 Approximate Distributions and Power of Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations
by Kunitomo, Naoto
- 275-299 Higher-Order Approximations to the Null Distributions of Test Statistics for Nonlinear Restrictions on Regression Coefficients
by Morimune, Kimio
- 329-335 A Variance Comparison of OLS and Feasible GLS Estimators
by Grubb, David & Magee, Lonnie
- 336-340 Asymptotic Equivalence of Closest Moments and GMM Estimators
by Newey, Whitney K.
- 341-348 Statistical Foundations of Econometric Modelling Aris Spanos, Cambridge University Press, 1986
by Hajivassiliou, Vassilis A.
April 1988, Volume 4, Issue 1
- 1-34 Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986
by Phillips, P.C.B. & Choi, I. & Schochet, P.Z.
- 35-59 ARMA Memory Index Modeling of Economic Time Series
by Bierens, Herman J.
- 60-69 Comment
by Ploberger, W. & Deistler, M. & Rissanen, J. & Sims, Christopher A.
- 70-76 Reply
by Bierens, Herman J.
- 77-85 Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process
by Lütkepohl, Helmut
- 86-96 Estimation of a Single Structural Equation with Structural Change
by Hodoshima, Jiro
- 97-107 On Point-Optimal Cox Tests
by Dastoor, Naorayex K. & Fisher, Gordon
- 108-124 Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies
by Zadrozny, Peter
- 159-170 Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations
by Durbin, James
- 183-186 Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986
by Pötscher, B.M.
June 1987, Volume 3, Issue 3
April 1987, Volume 3, Issue 2
February 1987, Volume 3, Issue 1
- 1-44 Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems
by Hillier, Grant H.
- 45-68 Asymptotic Expansions in Nonstationary Vector Autoregressions
by Phillips, P. C. B.
- 69-97 Global and Partial Non-Nested Hypotheses and Asymptotic Local Power
by Pesaran, M. Hashem
- 98-116 Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions
by Andrews, Donald W. K.
- 143-149 An Exact Discrete Analog to a Closed Linear First-Order Continuous-Time System with Mixed Sample
by Agbeyegbe, Terence D.
- 150-152 Predictive Consequences of Using Conditioning or Causal Variables
by Granger, C.W.J. & Thomson, P. J.
- 153-158 Advanced Econometrics ByTakeshi Amemiya, Harvard University Press, 1986
by Newey, Whitney K.
December 1986, Volume 2, Issue 3
August 1986, Volume 2, Issue 2
- 157-190 Symmetry, 0-1 Matrices and Jacobians: A Review
by Magnus, Jan R. & Neudecker, H.
- 191-201 Strong Consistency of Regression Quantiles and Related Empirical Processes
by Bassett, Gilbert W. & Koenker, Roger W.
- 202-219 The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances
by Knight, John. L.
- 220-231 A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity
by Ohtani, Kazuhiro & Kobayashi, Masahito
- 232-248 A Survey on the Invariant Polynomials with Matrix Arguments in Relation to Econometric Distribution Theory
by Chikuse, Yasuko & Davis, A. W.
April 1986, Volume 2, Issue 1
- 1-32 Comparing Single-Equation Estimators in a Simultaneous Equation System
by Anderson, T. W. & Kunitomo, Naoto & Morimune, Kimio
- 33-65 Aproximate Distributions of the Periodogram and Related Statistics under Normality
by Nabeya, Seiji & Tanaka, Katsuto
- 66-74 Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model
by Hillier, G. H. & Satchell, S. E.
- 75-106 Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators
by Knight, John L.
- 107-131 Asymptotic Theory for ARCH Models: Estimation and Testing
by Weiss, Andrew A.
- 132-150 Robust Estimation of Regression Models with Dependent Regressors: The Functional Least Squares Approach
by Welsh, A. H. & Nicholls, D. F.
- 151-152 Comment on a Paper by Singh and Ullah
by Robinson, P. M.
December 1985, Volume 1, Issue 3
- 295-313 New Ways to Prove Central Limit Theorems
by Pollard, David
- 315-340 A General Approach to Serial Correlation
by Gourieroux, C. & Monfort, A. & Trognon, A.
- 341-368 Solutions of Linear Rational Expectations Models
by Broze, L. & Gourieroux, C. & Szafarz, A.
- 369-385 The Estimation of Parameters in Nonstationary Higher Order Continuous-Time Dynamic Models
by Bergstrom, A. R.
- 387-402 Unbiasedness of Predictions from Etimated Vector Autoregressions
by Dufour, Jean-Marie
- 403-408 Hypothesis Testing in Demand Systems: Some Examples of Size Corrections Using Edgeworth Approximations
by Byron, Ray & Rosalsky, Mercedes C.
- 409-417 Minimax Estimators for the Location Vectors of Spherically Symmetric Densities
by Judge, George & Miyazaki, Shigetaka & Yancey, Thomas
August 1985, Volume 1, Issue 2
April 1985, Volume 1, Issue 1
- 7-26 The Estimation of Nonparametric Functions in a Hilbert Space
by Bergstrom, A. R.
- 27-52 Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression
by Singh, Radhey S. & Ullah, Aman
- 53-72 On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation
by Hillier, Grant H.
- 73-84 An Asymptotic Expansion for the Distribution of the Likelihood Radio Criterion for a Gaussian Autoregressive Moving Average Process Under a Local Alternative
by Taniguchi, Masanobu
- 85-96 A Zero-One Result for the Least Squares Estimator
by Andrews, Donald W. K.
- 97-117 The Estimation of Higher-Order Continuous Time Autoregressive Models
by Harvey, A. C. & Stock, James H.
- 147-149 Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base
by White, Halbert
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