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November 1996, Volume 75, Issue 1
- 15-32 The significance of Jacob Bernoulli's Ars Conjectandi for the philosophy of probability today
by Shafer, Glenn
- 33-50 De Finetti, Friedman, and the methodology of positive economics
by Pelloni, Gianluigi
- 51-68 Models, prior information, and Bayesian analysis
by Zellner, Arnold
- 69-78 Markov-Normal analysis of iterative simulations before their convergence
by Liu, Chuanhai & Rubin, Donald B.
- 79-97 Calculating posterior distributions and modal estimates in Markov mixture models
by Chib, Siddhartha
- 99-111 Priors for unit root models
by Kadane, Joseph B. & Chan, Ngai Hang & Wolfson, Lara J.
- 113-119 On priors and Bayes factors
by Young, Karen D. S. & Pettit, Lawrence I.
- 121-146 Bayesian reduced rank regression in econometrics
by Geweke, John
- 147-161 A bayesian multivariate nonstationary time series model for estimating mutual relationships among variables
by Kato, Hiroko & Naniwa, Sadao & Ishiguro, Makio
- 163-181 A Bayesian analysis of nested logit models
by Poirier, Dale J.
- 183-215 A Bayesian approach to the empirical valuation of bond options
by Schotman, Peter
- 217-238 Inference in successive sampling discovery models
by West, Mike
October 1996, Volume 74, Issue 2
- 209-235 A Bayesian approach to additive semiparametric regression
by Wong, Chi-ming & Kohn, Robert
- 237-254 Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
by Barnett, Glen & Kohn, Robert & Sheather, Simon
- 255-271 Interpreting cointegrating vectors and common stochastic trends
by Wickens, Michael R.
- 273-287 The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators
by Ohtani, Kazuhiro & Kozumi, Hideo
- 289-318 Efficient estimation and stratified sampling
by Imbens, Guido W. & Lancaster, Tony
- 319-361 Wage dispersion, returns to skill, and black-white wage differentials
by Card, David & Lemieux, Thomas
- 363-386 Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea
by Ermini, Luigi & Chang, Dongkoo
- 387-405 Estimating systems of equations with different instruments for different equations
by Wooldridge, Jeffrey M.
September 1996, Volume 74, Issue 1
- 1-2 Editor's introduction: Asymmetries and nonlinearities in dynamic economic models
by Burgess, Simon & Escribano, Alvaro & Pfann, Gerard
- 3-30 Fractionally integrated generalized autoregressive conditional heteroskedasticity
by Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole
- 31-57 Closing the GARCH gap: Continuous time GARCH modeling
by Drost, Feike C. & Werker, Bas J. M.
- 59-75 Testing the adequacy of smooth transition autoregressive models
by Eitrheim, Oyvind & Terasvirta, Timo
- 77-118 Qualitative and asymptotic performance of SNP density estimators
by Fenton, Victor M. & Gallant, A. Ronald
- 119-147 Impulse response analysis in nonlinear multivariate models
by Koop, Gary & Pesaran, M. Hashem & Potter, Simon M.
- 149-176 Nonlinear interest rate dynamics and implications for the term structure
by Pfann, Gerard A. & Schotman, Peter C. & Tschernig, Rolf
- 177-208 Volume, volatility, and leverage: A dynamic analysis
by Tauchen, George & Zhang, Harold & Liu, Ming
August 1996, Volume 73, Issue 2
July 1996, Volume 73, Issue 1
- 1-3 Editors' introduction: Fractional differencing and long memory processes
by Baillie, Richard T. & King, Maxwell L.
- 5-59 Long memory processes and fractional integration in econometrics
by Baillie, Richard T.
- 61-77 Varieties of long memory models
by Granger, Clive W. J. & Ding, Zhuanxin
- 79-99 Infinite variance stable moving averages with long memory
by Kokoszka, Piotr S. & Taqqu, Murad S.
- 101-149 Long memory continuous time models
by Comte, F. & Renault, E.
- 151-184 Modeling and pricing long memory in stock market volatility
by Bollerslev, Tim & Ole Mikkelsen, Hans
- 185-215 Modeling volatility persistence of speculative returns: A new approach
by Ding, Zhuanxin & Granger, Clive W. J.
- 217-236 The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence
by Hosoya, Yuzo
- 237-259 Estimating a generalized long memory process
by Chung, Ching-Fan
- 261-284 Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
by Hosking, Jonathan R. M.
- 285-302 On the power of the KPSS test of stationarity against fractionally-integrated alternatives
by Lee, Dongin & Schmidt, Peter
- 303-324 Averaged periodogram estimation of long memory
by Lobato, I. & Robinson, P. M.
1996, Volume 72, Issue 1-2
- 1-32 The Bierens test under data dependence
by de Jong, Robert M.
- 33-48 A causality-in-variance test and its application to financial market prices
by Cheung, Yin-Wong & Ng, Lilian K.
- 49-84 Smoothing bias in the measurement of marginal effects
by Stoker, Thomas M.
- 85-134 Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results
by Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul
- 135-149 Parameter uncertainty and impulse response analysis
by Koop, Gary
- 151-175 On the power of tests for superexogeneity and structural invariance
by Psaradakis, Zacharias & Sola, Martin
- 177-195 A farm-level study of labor use and efficiency wages in Indian agriculture
by Kumbhakar, Subal C.
- 197-229 On the choice between sample selection and two-part models
by Leung, Siu Fai & Yu, Shihti
- 231-249 Empirical implementation of ex ante cost functions
by Pope, Rulon D. & Just, Richard E.
- 251-274 Two flexible functional form approaches for approximating the Lorenz curve
by Ryu, Hang K. & Slottje, Daniel J.
- 275-299 Some results on the Glejser and Koenker tests for heteroskedasticity
by Godfrey, Leslie G.
- 301-312 Mirror image distributions and the Dickey-Fuller regression with a maintained trend
by Haldrup, Niels
- 313-356 On the determination of integration indices in I(2) systems
by Paruolo, Paolo
- 357-395 The effects of vertical integration between cable television systems and pay cable networks
by Waterman, David & Weiss, Andrew A.
1996, Volume 71, Issue 1-2
- 1-47 Asymptotic filtering theory for multivariate ARCH models
by Nelson, Daniel B.
- 49-70 Semiparametric estimates of the supply and demand effects of disability on labor force participation
by Stern, Steven
- 71-87 Marginalization and contemporaneous aggregation in multivariate GARCH processes
by Nijman, Theo & Sentana, Enrique
- 89-115 Tests for cointegration a Monte Carlo comparison
by Haug, Alfred A.
- 117-143 Cointegration and speed of convergence to equilibrium
by Pesaran, M. Hashem & Shin, Yongcheol
- 145-160 Case-control studies with contaminated controls
by Lancaster, Tony & Imbens, Guido
- 161-173 Interpreting tests of the convergence hypothesis
by Bernard, Andrew B. & Durlauf, Steven N.
- 175-205 Robustness to nonnormality of regression F-tests
by Ali, Mukhtar M. & Sharma, Subhash C.
- 207-225 Information criteria for selecting possibly misspecified parametric models
by Sin, Chor-Yiu & White, Halbert
- 227-248 Alternative methods of detrending and the power of unit root tests
by Hwang, Jaeyoun & Schmidt, Peter
- 249-264 A minimum distance estimator for long-memory processes
by Tieslau, Margie A. & Schmidt, Peter & Baillie, Richard T.
- 265-283 An interior point algorithm for nonlinear quantile regression
by Koenker, Roger & Park, Beum J.
- 285-290 A note on Sargan densities
by Hadri, Kaddour
- 291-307 Specification testing in panel data with instrumental variables
by Metcalf, Gilbert E.
- 309-319 A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
by Ahn, Seung C. & Low, Stuart
- 321-341 Testing for structural breaks in cointegrated relationships
by Gregory, Allan W. & Nason, James M. & Watt, David G.
- 343-379 Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry
by Prucha, Ingmar R. & Nadiri, M. Ishaq
- 381-388 Lorenz ordering of generalized beta-II income distributions
by Wilfling, Bernd
- 389-397 Semiparametric estimation of partially linear panel data models
by Li, Qi & Stengos, Thanasis
February 1996, Volume 70, Issue 2
January 1996, Volume 70, Issue 1
- 1-8 Editors' introduction recent developments in the econometrics of structural change
by Dufour, Jean-Marie & Ghysels, Eric
- 9-38 Optimal changepoint tests for normal linear regression
by Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner
- 39-68 Exact tests for structural change in first-order dynamic models
by Dufour, Jean-Marie & Kiviet, Jan F.
- 69-97 The effect of linear filters on dynamic time series with structural change
by Ghysels, Eric & Perron, Pierre
- 99-126 Residual-based tests for cointegration in models with regime shifts
by Gregory, Allan W. & Hansen, Bruce E.
- 127-157 Specification testing in Markov-switching time-series models
by Hamilton, James D.
- 159-174 Testing for structural change in a long-memory environment
by Hidalgo, Javier & Robinson, Peter M.
- 175-185 A trend-resistant test for structural change based on OLS residuals
by Ploberger, Werner & Kramer, Walter
- 187-220 Cointegration tests in the presence of structural breaks
by Campos, Julia & Ericsson, Neil R. & Hendry, David F.
- 221-241 Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures
by Diebold, Francis X. & Chen, Celia
- 243-260 Demand for international telecommunication time-varying price elasticity
by Hackl, Peter & Westlund, Anders H.
- 261-290 Specification of varying coefficient time series models via generalized flexible least squares
by Lutkepohl, Helmut & Herwartz, Helmut
- 291-316 The Lucas critique revisited assessing the stability of empirical Euler equations for investment
by Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel
October 1995, Volume 69, Issue 2
September 1995, Volume 69, Issue 1
- 1-4 Editors' introduction Bayesian and classical econometric modeling of time series
by Bauwens, Luc & Lubrano, Michel
- 5-25 Tests for seasonal unit roots general to specific or specific to general?
by Hylleberg, Svend
- 27-59 Classical and Bayesian aspects of robust unit root inference
by Hoek, Henk & Lucas, Andre & van Dijk, Herman K.
- 61-80 Bayesian long-run prediction in time series models
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
- 81-109 Testing for unit roots in a Bayesian framework
by Lubrano, Michel
- 111-132 Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
by Johansen, Soren
- 133-158 Efficient inference on cointegration parameters in structural error correction models
by Boswijk, H. Peter
- 159-171 Conditional and structural error correction models
by Ericsson, Neil R.
- 173-175 Conditional and structural error correction models reply
by Boswijk, H. Peter
- 177-210 Partial versus full system modelling of cointegrated systems an empirical illustration
by Urbain, Jean-Pierre
- 211-240 Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model
by Juselius, Katarina
- 241-266 The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
by Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard
- 267-288 A simple message for autocorrelation correctors: Don't
by Mizon, Grayham E.
- 289-331 Bayesian model selection and prediction with empirical applications
by Phillips, Peter C. B.
- 333-335 Bayesian model selection and prediction with empirical applications comments
by Palm, Franz C.
- 337-349 Bayesian model selection and prediction with empirical applications discussion
by Richard, Jean-Francois
- 351-365 Bayesian prediction a response
by Phillips, Peter C. B.
August 1995, Volume 68, Issue 2
- 269-286 On a simultaneous equations pre-test estimator
by Skeels, Christopher L. & Taylor, Larry W.
- 287-302 Double bootstrap for shrinkage estimators
by Vinod, H. D.
- 303-338 Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study
by Buchinsky, Moshe
- 339-360 Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
by Chib, Siddhartha & Greenberg, Edward
- 361-366 The heteroskedastic linear regression model and the Hadamard product a note
by Neudecker, Heinz & Polasek, Wolfgang & Liu, Shuangzhe
- 367-397 A Bayesian approach to diagnosis of asset pricing models
by Stutzer, Michael
July 1995, Volume 68, Issue 1
- 1-4 Editor's introduction Panel data
by Baltagi, Badi H.
- 5-27 Efficient estimation of models for dynamic panel data
by Ahn, Seung C. & Schmidt, Peter
- 29-51 Another look at the instrumental variable estimation of error-components models
by Arellano, Manuel & Bover, Olympia
- 53-78 On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
by Kiviet, Jan F.
- 79-113 Estimating long-run relationships from dynamic heterogeneous panels
by Pesaran, M. Hashem & Smith, Ron
- 115-132 Selection corrections for panel data models under conditional mean independence assumptions
by Wooldridge, Jeffrey M.
- 133-151 Testing AR(1) against MA(1) disturbances in an error component model
by Baltagi, Badi H. & Li, Qi
- 153-179 How representative are matched cross-sections? Evidence from the Current Population Survey
by Peracchi, Franco & Welch, Finis
- 205-227 A new framework for analyzing survey forecasts using three-dimensional panel data
by Davies, Anthony & Lahiri, Kajal
- 229-242 An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads
by Maddala, G. S. & Nimalendran, M.
June 1995, Volume 67, Issue 2
May 1995, Volume 67, Issue 1
- 1-3 Editors' introduction : The significance of testing in econometrics
by Keuzenkamp, Hugo A. & Magnus, Jan R.
- 5-24 On tests and significance in econometrics
by Keuzenkamp, Hugo A. & Magnus, Jan R.
- 25-46 Three ways to think about testing in econometrics
by Mirowski, Philip
- 47-59 Probabilities and experiments
by Cartwright, Nancy
- 61-79 The role of theory in econometrics
by Pesaran, M. Hashem & Smith, Ron
- 81-102 Empirical model particularities and belief in the natural rate hypothesis
by Kim, Jinbang & De Marchi, Neil & Morgan, Mary S.
- 103-127 Rejection without falsification on the history of testing the homogeneity condition in the theory of consumer demand
by Keuzenkamp, Hugo A. & Barten, Anton P.
- 129-147 Frisch on testing of business cycle theories
by Boumans, Marcel
- 149-171 The significance of testing empirical non-nested models
by McAleer, Michael
- 173-187 Comments on testing economic theories and the use of model selection criteria
by Granger, Clive W. J. & King, Maxwell L. & White, Halbert
- 189-226 On theory testing in econometrics : Modeling with nonexperimental data
by Spanos, Aris
- 227-257 Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market
by Hardle, Wolfgang & Kirman, Alan
1995, Volume 66, Issue 1-2
- 1-33 Shrinkage estimation in nonlinear regression The Box-Cox transformation
by Kim, Minbo & CarterHill, R.
- 35-59 Alternative size corrections for some GLS test statistics the case of the AR(1) model
by Magdalinos, Michael A. & Symeonides, Spyridon D.
- 61-98 Nonconvexities, labor hoarding, technology shocks, and procyclical productivity a structural econometric analysis
by Chirinko, Robert S.
- 99-121 Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
by Srivastava, V. K. & Maekawa, Koichi
- 123-129 Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald
by Potscher, Benedikt M.
- 131-132 Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models'
by Steigerwald, Douglas G.
- 133-152 A generalization of the beta distribution with applications
by McDonald, James B. & Xu, Yexiao J.
- 153-173 An outlier robust unit root test with an application to the extended Nelson-Plosser data
by Lucas, Andre
- 175-205 Stochastic specification in random production models of cost-minimizing firms
by Brown, Bryan W. & Walker, Mary Beth
- 207-223 A Bartlett adjustment to the likelihood ratio test for a system of equations
by Attfield, C. L. F.
- 225-250 Statistical inference in vector autoregressions with possibly integrated processes
by Toda, Hiro Y. & Yamamoto, Taku
- 251-287 Nonparametric estimation of structural models for high-frequency currency market data
by Bansal, Ravi & Gallant, A. Ronald & Hussey, Robert & Tauchen, George
- 289-324 A numerical bayesian test for cointegration of AR processes
by Dorfman, Jeffrey H.
- 325-348 Optimal stock/flow panels
by Lancaster, Tony & Imbens, Guido
- 349-355 Transforming the error-components model for estimation with general ARMA disturbances
by Galbraith, John W. & Zinde-Walsh, Victoria
- 357-369 Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence
by Granger, C. W. J. & Siklos, Pierre L.
February 1995, Volume 65, Issue 2
January 1995, Volume 65, Issue 1
- 1-8 Editors' introduction
by Fuss, Melvyn & Pakes, Ariel
- 9-43 High-tech capital formation and economic performance in U.S. manufacturing industries An exploratory analysis
by Berndt, Ernst R. & Morrison, Catherine J.
- 45-81 The production and cost structure of Israeli industry Evidence from individual firm data
by Bregman, Arie & Fuss, Melvyn & Regev, Haim
- 83-108 General purpose technologies 'Engines of growth'?
by Bresnahan, Timothy F. & Trajtenberg, M.
- 109-154 Quantile regression, Box-Cox transformation model, and the U.S. wage structure, 1963-1987
by Buchinsky, Moshe
- 155-174 The production-theoretic measurement of input price and quantity indices
by Fisher, Franklin M.
- 175-203 Firm productivity in Israeli industry 1979-1988
by Griliches, Zvi & Regev, Haim
- 205-233 Nonlinear errors in variables Estimation of some Engel curves
by Hausman, J. A. & Newey, W. K. & Powell, J. L.
- 235-261 A random linear functional approach to efficiency bounds
by Holly, Alberto
- 263-293 Exploring the relationship between R&D and productivity in French manufacturing firms
by Hall, Bronwyn H. & Mairesse, Jacques
- 295-332 A limit theorem for a smooth class of semiparametric estimators
by Pakes, Ariel & Olley, Steven
1994, Volume 64, Issue 1-2
- 3-27 Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models
by Bewley, Ronald & Orden, David & Yang, Minxian & Fisher, Lance A.
- 29-43 Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
by Szroeter, Jerzy
- 45-76 Specification tests in simultaneous equations systems
by Dhrymes, Phoebus J.
- 77-96 Testing for linearity in a semiparametric regression model
by Shively, Thomas S. & Kohn, Robert & Ansley, Craig F.
- 97-122 Measuring and comparing smoothness in time series the production smoothing hypothesis
by Froeb, Luke & Koyak, Robert
- 123-144 Partially adaptive estimation via a normal mixture
by Phillips, Robert F.
- 145-163 Parameter estimation in regression models with errors in the variables and autocorrelated disturbances
by Dagenais, Marcel G.
- 165-182 A two-stage estimator for probit models with structural group effects
by Borjas, George J. & Sueyoshi, Glenn T.
- 183-206 Bayes inference in regression models with ARMA (p, q) errors
by Chib, Siddhartha & Greenberg, Edward
- 207-240 An exact likelihood analysis of the multinomial probit model
by McCulloch, Robert & Rossi, Peter E.
- 241-278 Pairwise difference estimators of censored and truncated regression models
by Honore, Bo E. & Powell, James L.
- 279-306 Subsample instability and asymmetries in money-income causality
by Thoma, Mark A.
- 307-333 Autoregressive conditional heteroskedasticity and changes in regime
by Hamilton, James D. & Susmel, Raul
- 335-353 Semiparametric estimation from time series with long-range dependence
by Cheng, Bing & Robinson, P. M.
- 355-373 Coherency and estimation in simultaneous models with censored or qualitative dependent variables
by Blundell, Richard & Smith, Richard J.
- 375-400 Stochastic volatility in asset prices estimation with simulated maximum likelihood
by Danielsson, Jon
August 1994, Volume 63, Issue 2
July 1994, Volume 63, Issue 1
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