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Content
July 1994, Volume 63, Issue 1
- 7-36 Identification of the long-run and the short-run structure an application to the ISLM model
by Johansen, Soren & Juselius, Katarina
- 37-60 Testing for an unstable root in conditional and structural error correction models
by Peter Boswijk, H.
- 61-103 Direct cointegration testing in error correction models
by Kleibergen, Frank & van Dijk, Herman K.
- 105-131 Deciding between I(1) and I(0)
by Stock, James H.
- 133-151 A multivariate approach to modeling univariate seasonal time series
by Franses, Philip Hans
- 153-181 The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
by Haldrup, Niels
- 183-214 Polynomial cointegration estimation and test
by Gregoir, Stephane & Laroque, Guy
- 215-243 Bias assessment and reduction in linear error-correction models
by Kiviet, Jan F. & Phillips, Garry D. A.
- 245-270 Encompassing in stationary linear dynamic models
by Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois
- 271-287 Simplified conditions for noncausality between vectors in multivariate ARMA models
by Boudjellaba, Hafida & Dufour, Jean-Marie & Roy, Roch
- 289-306 Quasi-maximum likelihood estimation of stochastic volatility models
by Ruiz, Esther
- 307-325 VAR analysis, nonfundamental representations, blaschke matrices
by Lippi, Marco & Reichlin, Lucrezia
June 1994, Volume 62, Issue 2
- 67-89 Incomplete panels : A comparative study of alternative estimators for the unbalanced one-way error component regression model
by Baltagi, Badi H. & Chang, Young-Jae
- 91-128 Multiple optima and asymptotic approximations in the partial adjustment model
by McManus, Douglas A. & Nankervis, John C. & Savin, N. E.
- 129-141 Moments of the ratio of quadratic forms in non-normal variables with econometric examples
by Ullah, Aman & Srivastava, Virendra K.
- 143-163 A semiparametric efficiency bound of a disequilibrium model without observed regime
by Ai, Chunrong
- 165-210 Estimating the canonical disequilibrium model : Asymptotic theory and finite sample properties
by Laroque, Guy & Salanie, Bernard
- 211-228 Testing the constancy of regression parameters against continuous structural change
by Lin, Chien-Fu Jeff & Terasvirta, Timo
- 229-264 Local asymptotic distribution related to the AR(1) model with dependent errors
by Nabeya, Seiji & Perron, Pierre
- 265-276 Simple tests of distributional form
by Anderson, Gordon
- 277-300 Bayesian semiparametric estimation of proportional hazards models
by Ruggiero, Michele
- 301-316 On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
by Cheung, Yin-Wong & Diebold, Francis X.
- 317-350 Estimation of partially nonstationary vector autoregressive models with seasonal behavior
by Ahn, Sung K. & Reinsel, Gregory C.
- 351-382 Approximate generalized extreme value models of discrete choice
by Small, Kenneth A.
- 383-414 Asymptotic robustness of tests of overidentification and predeterminedness
by Anderson, T. W. & Kunitomo, Naoto
- 415-442 Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation
by Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum
April 1994, Volume 61, Issue 2
- 197-233 Encompassing univariate models in multivariate time series : A case study
by Maravall, Agustin & Mathis, Alexandre
- 235-257 Firm behavior under input rationing
by Squires, Dale
- 259-272 Deterministic seasonal models and spurious regressions
by Abeysinghe, Tilak
- 273-303 Stochastic frontier models : A Bayesian perspective
by van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
- 305-344 Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
by Lee, Lung-fei
- 345-366 Is the minimum chi-square estimator the winner in logit regression?
by Hughes, Gordon A. & Savin, N. E.
- 367-382 The distribution of the Durbin-Watson statistic in integrated and near-integrated models
by Hisamatsu, Hiroyuki & Maekawa, Koichi
- 383-394 The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
by Small, John P.
- 395-411 Bootstrap-based critical values for the information matrix test
by Horowitz, Joel L.
- 413-428 On estimation and testing when explanatory variables are partly endogenous
by Iwata, Shigeru
March 1994, Volume 61, Issue 1
- 1-4 The econometrics of labor market segregation and discrimination
by Neuman, Shoshana & Silber, Jacques
- 5-21 On discrimination and the decomposition of wage differentials
by Oaxaca, Ronald L. & Ransom, Michael R.
- 23-42 Panel estimates of the gender earnings gap : Individual-specific intercept and individual-specific slope models
by Polachek, Solomon W. & Kim, Moon-Kak
- 43-64 A new method for detecting individual and group labor market discrimination
by Slottje, Daniel J. & Hirschberg, Joseph G. & Hayes, Kathy J. & Scully, Gerald W.
- 65-79 An empirical Bayes approach to analyzing earnings functions for various occupations and industries
by Hirschberg, Joseph G. & Slottje, Daniel J.
- 81-102 Earnings discrimination measurement : A distributional approach
by Jenkins, Stephen P.
- 103-131 Analysis of employment discrimination through homogeneous job groups
by Conway, Delores A. & Roberts, Harry V.
- 133-146 Measuring occupational segregation : Summary statistics and the impact of classification errors and aggregation
by Deutsch, Joseph & Fluckiger, Yves & Silber, Jacques
- 147-159 Economic distance and overlapping of distributions
by Yitzhaki, Shlomo
- 161-171 Occupational segregation in the multidimensional case : Decomposition and tests of significance
by Boisso, Dale & Hayes, Kathy & Hirschberg, Joseph & Silber, Jacques
- 173-196 The unemployment of ethnic minority groups in the Netherlands
by Niesing, Willem & van Praag, Bernard M. S. & Veenman, Justus
1994, Volume 60, Issue 1-2
- 1-22 Dynamic linear models with Markov-switching
by Kim, Chang-Jin
- 23-63 Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure
by Potscher, Benedikt M. & Prucha, Ingmar R.
- 65-99 Global optimization of statistical functions with simulated annealing
by Goffe, William L. & Ferrier, Gary D. & Rogers, John
- 101-132 Selectivity bias correction methods in polychotomous sample selection models
by Schmertmann, Carl P.
- 133-144 A simplification of the Kopp--Diewert method of decomposing cost efficiency and some implications
by Mensah, Yaw M.
- 145-156 Confidence sets centered at James--Stein estimators : A surprise concerning the unknown-variance case
by Hwang, J. T. Gene & Ullah, Aman
- 157-180 Exact densities for variance estimators of the structural disturbances in simultaneous equations models
by Smith, Murray D.
- 181-202 Local scale models : State space alternative to integrated GARCH processes
by Shephard, Neil
- 203-233 Five alternative methods of estimating long-run equilibrium relationships
by Gonzalo, Jesus
- 235-249 A revealed preference test for weakly separable utility maximization with incomplete adjustment
by Swofford, James L. & Whitney, Gerald A.
- 251-272 Testing for autocorrelation in the presence of lagged dependent variables : A specification error approach
by Dezhbakhsh, Hashem & Thursby, Jerry G.
- 273-291 Joint and separate score tests for state dependence and unobserved heterogeneity
by Jaggia, Sanjiv & Trivedi, Pravin K.
- 293-312 Specification diagnostics for duration models : A martingale approach
by McCall, Brian P.
- 313-320 Spurious regressions and residual-based tests for cointegration when regressors are cointegrated
by Choi, In
- 321-321 Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250)
by Hall, Alastair
October 1993, Volume 59, Issue 3
- 213-227 The identification of multivariate linear dynamic errors-in-variables models
by Nowak, Eugen
- 229-255 The spurious effect of unit roots on vector autoregressions : An analytical study
by Toda, Hiro Y. & Phillips, Peter C. B.
- 257-261 Measuring technical efficiency with panel data : A dual approach
by Atkinson, Scott E. & Cornwell, Christopher
- 263-286 Testing for a unit root by frequency domain regression
by Choi, In & Phillips, Peter C. B.
- 287-300 Unit root tests with conditional heteroskedasticity
by Kim, Kiwhan & Schmidt, Peter
- 301-317 Estimation and testing in the random effects probit model
by Guilkey, David K. & Murphy, James L.
- 319-341 Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions
by Braun, Phillip A. & Mittnik, Stefan
- 377-389 Maximum entropy Lorenz curves
by Holm, Juhani
- 391-403 Bayesian marginal equivalence of elliptical regression models
by Osiewalski, Jacek & Steel, Mark F. J.
- 405-405 Monte Carlo results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120)
by Baltagi, Badi H. & Chang, Young-Jae & Li, Qi
September 1993, Volume 59, Issue 1-2
- 1-4 Editors' introduction : The econometrics of panels and pseudo panels
by Carraro, Carlo & Peracchi, Franco & Weber, Guglielmo
- 5-33 Simulation-based inference : A survey with special reference to panel data models
by Gourieroux, Christian & Monfort, Alain
- 35-61 Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
by Honore, Bo E.
- 63-86 A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
by Hsiao, Cheng & Appelbe, Trent W. & Dineen, Christopher R.
- 87-97 On the testing of correlated effects with panel data
by Arellano, Manuel
- 99-123 Identification and estimation of dynamic models with a time series of repeated cross-sections
by Moffitt, Robert
- 125-136 Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
by Verbeek, Marno & Nijman, Theo
- 137-160 Labour supply and intertemporal substitution
by Blundell, Richard & Meghir, Costas & Neves, Pedro
- 161-185 A method for the analysis of the timing and magnitude of events in a continuous-time panel : The effects of British incomes policy, 1950-1973
by Kurosawa, Masako & Pudney, Stephen
- 187-211 Modelling inaccuracies in job-search duration data
by Torelli, Nicola & Trivellato, Ugo
August 1993, Volume 58, Issue 3
- 275-294 Bayes regression with autoregressive errors : A Gibbs sampling approach
by Chib, Siddhartha
- 295-314 Nonnested testing for autocorrelation in the linear regression model
by Silvapulle, Paramsothy & King, Maxwell L.
- 315-346 Seemingly unrelated regressions under additive heteroscedasticity : Theory and share equation applications
by Mandy, David M. & Martins-Filho, Carlos
- 347-368 Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
by Borsch-Supan, Axel & Hajivassiliou, Vassilis A.
- 369-384 Some generalizations on the algebra of I(1) processes
by Ermini, Luigi & Granger, Clive W. J.
- 385-401 A simple multiple variance ratio test
by Chow, K. Victor & Denning, Karen C.
- 403-403 Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Vol. 50, No. 3 (1991) pp. 377-398)
by Giles, Judith A.
- 405-405 The impact of stochastic and deterministic trends on money-output causality: A multi-country investigation (Vol. 45, No. 3 (1990) pp. 291-308)
by Krol, Robert & Ohanian, Lee E.
July 1993, Volume 58, Issue 1-2
- 1-2 Nonparametric and semiparametric approaches to discrete response analysis
by Hardle, Wolfgang & Manski, Charles F.
- 3-29 Semiparametric estimation of censored selection models with a nonparametric selection mechanism
by Ahn, Hyungtaik & Powell, James L.
- 31-48 How sensitive are average derivatives?
by Hardle, Wolfgang & Tsybakov, A. B.
- 49-70 Semiparametric estimation of a work-trip mode choice model
by Horowitz, Joel L.
- 121-136 Dynamic choice in social settings : Learning from the experiences of others
by Manski, Charles F.
- 137-168 Nonparametric identification and estimation of polychotomous choice models
by Matzkin, Rosa L.
- 169-184 Efficiency bounds for some semiparametric selection models
by Newey, Whitney K. & Powell, James L.
- 185-205 On the computation of semiparametric estimates in limited dependent variable models
by Pinkse, C. A. P.
- 207-222 Nonparametric bootstrap confidence intervals for discrete regression functions
by Rodriguez-Campos, M. C. & Cao-Abad, R.
- 223-256 Semiparametric quasilikelihood and variance function estimation in measurement error models
by Sepanski, J. H. & Carroll, R. J.
- 257-274 Some efficiency bounds for semiparametric discrete choice models
by Scott Thompson, T.
1993, Volume 57, Issue 1-3
- 1-19 Quadratic mode regression
by Lee, Myoung-jae
- 21-51 The impact of training on the frequency and duration of employment
by Gritz, R. Mark
- 53-68 Estimating long-run relationships in economics : A comparison of different approaches
by Inder, Brett
- 69-89 Measuring the unidentified parameter of the extended Roy model of selectivity
by Vijverberg, Wim P. M.
- 91-115 Structural duration analysis of management data
by Ryu, Keunkwan
- 117-136 Robustness to nonnormality of the Durbin-Watson test for autocorrelation
by Ali, Mukhtar M. & Sharma, Subhash C.
- 137-160 Higher-order sample autocorrelations and the unit root hypothesis
by Bierens, Herman J.
- 161-188 Coherency and regularity of demand systems with equality and inequality constraints
by Soest, Arthur van & Kapteyn, Arie & Kooreman, Peter
- 189-203 Another look at the evidence on money-income causality
by Friedman, Benjamin M. & Kuttner, Kenneth N.
- 205-232 A comparison of nonnested tests for misspecified models using the method of approximate slopes
by Zabel, Jeffrey E.
- 233-255 Testing for autoregressive disturbances in a time series regression with missing observations
by Shively, Thomas S.
- 257-276 Modified three-stage least squares estimator which is third-order efficient
by Morimune, Kimio & Sakata, Shinichi
- 277-318 Tests of specification for parametric and semiparametric models
by Whang, Yoon-Jae & Andrews, Donald W. K.
- 319-343 A nonnested approach to testing continuous time models against discrete alternatives
by Chambers, Marcus J.
- 345-363 Robust bayesian inference in elliptical regression models
by Osiewalski, Jacek & Steel, Mark F. J.
- 365-376 Alternative point-optimal tests for regression coefficient stability
by Brooks, Robert D.
- 377-392 A simulation approach to the problem of computing Cox's statistic for testing nonnested models
by Hashem Pesaran, M. & Pesaran, Bahram
- 393-406 Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
by Ohtani, Kazuhiro & Giles, Judith
April 1993, Volume 56, Issue 3
- 269-290 Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests
by Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J.
- 291-321 Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
by Ahn, Hyungtaik & Manski, Charles F.
- 323-340 Bayesian analysis of logit models using natural conjugate priors
by Koop, Gary & Poirier, Dale J.
- 341-355 A pseudo-R2 measure for limited and qualitative dependent variable models
by Laitila, Thomas
- 357-370 Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
by Rilstone, Paul
- 371-396 Exogeneity tests in a truncated structural equation
by Tsurumi, Hiroki & Mehr, Peter
- 397-440 Maximum entropy estimation of density and regression functions
by Ryu, Hang K.
- 441-445 A note on multiple roots of the Tobit log likelihood
by Iwata, Shigeru
March 1993, Volume 56, Issue 1-2
- 1-3 Editors' introduction
by Hsiao, Cheng & Ruud, Paul
- 5-37 Stochastic linear trends : Models and estimators
by Maravall, Agustin
- 39-56 Time series properties of aggregate output fluctuations
by Durlauf, Steven N.
- 57-88 Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy
by Pesaran, M. H. & Pierse, R. G. & Lee, K. C.
- 89-118 Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
by Min, Chung-ki & Zellner, Arnold
- 119-139 Testing superexogeneity and invariance in regression models
by Engle, Robert F. & Hendry, David F.
- 141-168 Minimum chi-square estimation and tests for model selection
by Vuong, Quang H. & Wang, Weiren
- 169-188 Some aspects of measurement error in a censored regression model
by Weiss, Andrew A.
- 189-217 Simultaneous equations for hazards : Marriage duration and fertility timing
by Lillard, Lee A.
- 219-242 Experimental estimates of the impact of wage subsidies
by Dubin, Jeffrey A. & Rivers, Douglas
- 243-267 Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles
by Arguea, Nestor M. & Hsiao, Cheng
1993, Volume 55, Issue 1-2
- 1-8 Editor's introduction : Seasonality and econometric models
by Ghysels, Eric
- 9-19 Rational expectations modeling with seasonally adjusted data
by Sims, Christopher A.
- 21-55 Seasonality and approximation errors in rational expectations models
by Hansen, Lars Peter & Sargent, Thomas J.
- 57-98 The effect of seasonal adjustment filters on tests for a unit root
by Ghysels, Eric & Perron, Pierre
- 99-103 Discussion : The effect of seasonal adjustment filters on tests for a unit root
by Diebold, Francis X.
- 105-128 The importance of seasonality in inventory models : Evidence from business survey data
by Nerlove, Marc & Ross, David & Willson, Douglas
- 129-133 The importance of seasonality in inventory models
by Dufour, Jean-Marie
- 135-168 Induced seasonality and production-smoothing models of inventory behavior
by Krane, Spencer D.
- 169-172 Induced seasonality and production-smoothing models of inventory behavior
by Hall, Alastair
- 173-200 Forecasting time series with common seasonal patterns
by Canova, Fabio
- 201-202 Forecasting time series with common seasonal patterns
by Geweke, John
- 203-229 Seasonal BVAR models : A search along some time domain priors
by Raynauld, Jacques & Simonato, Jean-Guy
- 231-234 Discussion : Seasonal BVAR models
by Zellner, Arnold
- 235-265 The effect of sampling error on the time series behavior of consumption data
by Bell, William R. & Wilcox, David W.
- 267-273 The effect of sampling error on the time series behavior of consumption data
by Gregory, Allan W. & Wirjanto, Tony
- 275-298 The Japanese consumption function
by Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S.
- 299-303 Seasonal cointegration
by Osborn, Denise R.
- 305-328 Seasonal unit roots in aggregate U.S. data
by Joseph Beaulieu, J. & Miron, Jeffrey A.
- 329-331 Seasonal unit roots in aggregate U.S. data
by Dickey, David A.
- 333-351 Dynamic linear models for time series components
by Dagum, Estela Bee & Quenneville, Benoit
- 353-356 Dynamic linear models for time series components
by Findley, David F.
1992, Volume 54, Issue 1-3
- 1-47 Maximum likelihood inference on cointegration and seasonal cointegration
by Lee, Hahn Shik
- 49-78 Tests of overidentification and predeterminedness in simultaneous equation models
by Anderson, T. W. & Kunitomo, Naoto
- 79-93 Discrete/continuous models of consumer demand with binding nonnegativity constraints
by Chiang, Jeongwen & Lee, Lung-Fei
- 95-120 Monte Carlo results on several new and existing tests for the error component model
by Baltagi, Badi H. & Chang, Young-Jae & Li, Qi
- 121-138 Testing and estimating location vectors when the error covariance matrix is unknown
by Griffiths, William & Judge, George
- 139-158 Heteroskedastic cointegration
by Hansen, Bruce E.
- 159-178 Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?
by Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol
- 179-201 Quasi-Aitken estimation for heteroskedasticity of unknown form
by Cragg, John G.
- 203-222 Regression-based methods for using control variates in Monte Carlo experiments
by Davidson, Russell & MacKinnon, James G.
- 223-250 Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
by Hall, Alastair
- 251-275 Adaptive estimation in time series regression models
by Steigerwald, Douglas G.
- 277-300 Computing p-values for the generalized Durbin-Watson and other invariant test statistics
by Ansley, Craig F. & Kohn, Robert & Shively, Thomas S.
- 301-320 Identification and estimation of noninvertible non-Gaussian MA(q) processes
by Ramsey, James B. & Montenegro, Alvaro
- 321-334 Properties of ordinary least squares estimators in regression models with nonspherical disturbances
by Fiebig, Denzil G. & McAleer, Michael & Bartels, Robert
- 335-346 An econometric approach to the construction of generalized Theil-Tornqvist indices for multilateral comparisons
by Selvanathan, E. A. & Prasada Rao, D. S.
- 347-370 Overdispersion tests for truncated Poisson regression models
by Gurmu, Shiferaw & Trivedi, Pravin K.
- 371-400 On the finite sample behavior of adaptive estimators
by Steigerwald, Douglas G.
1992, Volume 53, Issue 1-3
- 1-4 Fellow's opinion : Rules of thumb and pseudo-science
by Maasoumi, Esfandiar
- 5-23 How common is identification in parametric models?
by McManus, Douglas A.
- 25-44 Making noisy data sing : Estimating production technologies in developing countries
by Tybout, James R.
- 45-51 A monotonic property for iterative GLS in the two-way random effects model
by Baltagi, Badi H. & Li, Qi
- 53-85 Frequency of purchase and the estimation of demand systems
by Meghir, Costas & Robin, Jean-Marc
- 87-121 Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
by Hansen, Bruce E.
- 123-139 Estimation of polynomial distributed lags and leads with end point constraints
by Andrews, Donald W. K. & Fair, Ray C.
- 141-163 Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
by Pesaran, M. Hashem & Samiei, Hossein
- 165-188 Maximum likelihood estimation of stationary univariate fractionally integrated time series models
by Sowell, Fallaw
- 189-209 Finite-sample properties of single-equation estimators under structural change
by Hodoshima, Jiro
- 211-244 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
by Johansen, Søren & Juselius, Katarina
- 245-269 Saddlepath solutions for multivariate linear rational expectations models
by Salemi, Michael K. & Song, Jaeyeong
- 271-295 Highest predictive density estimator in regression models
by Iwata, Shigeru
- 297-322 Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
by Iwata, Shigeru
- 323-343 The power problems of unit root test in time series with autoregressive errors
by DeJong, David N. & Nankervis, John C. & Savin, N. E. & Whiteman, Charles H.
- 345-361 Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
by Giles, Judith A.
- 363-386 A comparison of several exact and approximate tests for structural shift under heteroscedasticity
by Thursby, Jerry G.
- 387-399 The potential for efficiency gains in estimation from the use of additional moment restrictions
by Kemp, Gordon C. R.
June 1992, Volume 52, Issue 3
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