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1990, Volume 43, Issue 1-2
- 35-42 Income distribution movements and aggregate money illusion
by Lewbel, Arthur
- 43-61 A multinomial probability model of size income distribution
by Diamond, Charles A. & Simon, Curtis J. & Warner, John T.
- 63-75 A random-effects logit model of work-welfare transitions
by Enberg, John & Gottschalk, Peter & Wolf, Douglas
- 77-90 A general functional form for approximating the Lorenz curve
by Basmann, R. L. & Hayes, K. J. & Slottje, D. J. & Johnson, J. D.
- 91-102 On the relationship between income inequality measures and social welfare functions
by Dagum, Camilo
- 103-120 Inequality and the standard of living
by Jorgenson, Dale W. & Slesnick, Daniel T.
- 121-133 Generalized entropy measures of mobility for different sexes and income levels
by Maasoumi, Esfandiar & Zandvakili, Sourushe
- 135-151 Inflation, relative price variation, and inequality
by Slesnick, Daniel T.
- 153-166 The poverty concept when prices are income-dependent
by Van Praag, Bernard M. S. & Baye, Michael R.
- 167-177 Measuring wealth in a simple two-period model
by Creedy, John
- 179-195 Methodological issues in the estimation of the size distribution of household wealth
by Wolff, Edward N.
- 197-212 An intervention analysis of the war on poverty : Poverty's persistence and political-business cycle implications
by Fomby, Thomas B. & Hayes, Kathy J.
- 213-226 Is the size distribution of income a random walk?
by Hayes, Kathy & Slottje, D. J. & Porter-Hudak, Susan & Scully, Gerald
- 227-251 Regression models for positive random variables
by McDonald, James B. & Butler, Richard J.
November 1989, Volume 42, Issue 3
October 1989, Volume 42, Issue 2
- 157-179 The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
by Magnus, Jan R. & Pesaran, Bahram
- 181-199 A method for approximate representation of vector-valued time series and its relation to two alternatives
by Aoki, Masanao & Havenner, Arthur
- 201-218 Risk and reactor safety systems adoption
by Dubin, Jeffrey A. & Rothwell, Geoffrey S.
- 219-245 The reserve-labor hypothesis, short-run pricing theories, and the employment-output relationship
by Garber, Steven
- 247-265 On the efficient estimation of simultaneous equations with covariance restrictions
by Arellano, Manuel
- 267-273 An efficient GLS estimator of triangular models with covariance restrictions
by Arellano, Manuel
- 275-283 A note on the estimation of nonsymmetric dynamic factor demand models
by Madan, Dilip B. & Prucha, Ingmar R.
September 1989, Volume 42, Issue 1
- 1-3 Editor's introduction : The state of empirical work on economic inequality
by Slottje, Daniel
- 5-19 Statistical properties of measures of between-group income differentials
by Gastwirth, Joseph L. & Nayak, Tapan K. & Wang, Jane-Ling
- 21-25 Interpreting the magnitude of changes in measures of income inequality
by Blackburn, McKinley L.
- 27-41 Sampling variance and decomposable inequality measures
by Cowell, Frank A.
- 43-47 Improving the accuracy of estimates of Gini coefficients
by Lerman, Robert I. & Yitzhaki, Shlomo
- 49-66 On the empirical relationship between several well-known inequality measures
by Slottje, D. J. & Basmann, R. L. & Nieswiadomy, M.
- 67-80 Family size and social utility : Income distribution dominance criteria
by Bourguignon, Francois
- 81-95 Income inequality measures based on sample surveys
by Nygard, Fredrik & Sandstrom, Arne
- 97-108 Optimal grouping of income and wealth data
by Davies, J. B. & Shorrocks, A. F.
- 109-119 Using incomplete moments to measure inequality
by Butler, Richard J. & McDonald, James B.
- 121-130 Remembrance of things past the distribution of earnings across occupations and the kappa criterion
by Hirschberg, Joseph G. & Slottje, D. J.
- 131-144 Continuously distributed attributes and measures of multivariate inequality
by Maasoumi, Esfandiar
- 145-155 The development of international inequality 1960-1985
by Theil, Henri
July 1989, Volume 41, Issue 3
June 1989, Volume 41, Issue 2
May 1989, Volume 41, Issue 1
- 1-3 Latent variables models : Editors' introduction
by Aigner, Dennis J. & Deistler, Manfred
- 5-16 Identification in restricted factor models and the evaluation of rank conditions
by Bekker, Paul A.
- 17-38 Parametrization of factor analysis models
by Picci, Giorgio
- 39-63 Linear dynamic errors-in-variables models : Some structure theory
by Deistler, M. & Anderson, B. D. O.
- 65-89 Recursive solution methods for dynamic linear rational expectations models
by Watson, Mark W.
- 91-119 Linear latent variable models and covariance structures
by Anderson, T. W.
- 121-143 Maximum likelihood estimation of the dynamic shock-error model
by Ghosh, Damayanti
- 145-158 Identification and estimation of dynamic errors-in-variables models
by Bloch, Anthony M.
- 159-185 Consistent estimation for some nonlinear errors-in-variables models
by Hsiao, Cheng
February 1989, Volume 40, Issue 2
- 203-238 The size and power of the variance ratio test in finite samples : A Monte Carlo investigation
by Lo, Andrew W. & MacKinlay, A. Craig
- 239-259 An approximate test for comparing independent regression models with unequal error variances
by Conerly, Michael D. & Mansfield, Edward R.
- 261-278 Misspecification tests in econometrics based on ranks
by McCabe, B. P. M.
- 279-305 The exact moments of ols in dynamic regression models with non-normal errors
by Peters, Thomas A.
- 307-318 A new test for structural stability in the linear regression model
by Ploberger, Werner & Kramer, Walter & Kontrus, Karl
- 319-325 Identification of simultaneous equation models with measurement errors based on time series structure
by Nowak, Eugen
- 327-338 Elliptical Lorenz curves
by Villasenor, JoseA. & Arnold, Barry C.
January 1989, Volume 40, Issue 1
- 1-1 Editors'introduction
by Hoffman, Dennis & Schmidt, Peter
- 3-14 An econometric analysis of the bank credit scoring problem
by Boyes, William J. & Hoffman, Dennis L. & Low, Stuart A.
- 15-32 Trend reversion in real output and unemployment
by Clark, Peter K.
- 33-44 Predictive efficiency for simple non-linear models
by Cooley, Thomas F. & Parke, William R. & Chib, Siddhartha
- 45-62 Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting
by Engle, R. F. & Granger, C. W. J. & Hallman, J. J.
- 63-86 Exact predictive densities for linear models with arch disturbances
by Geweke, John
- 87-96 Interval forecasting : An analysis based upon ARCH-quantile estimators
by Granger, C. W. J. & White, Halbert & Kamstra, Mark
- 97-123 Estimation of best predictors of binary response
by Manski, Charles F. & Thompson, T. Scott
- 125-139 On the role of simulation in the statistical evaluation of econometric models
by Pagan, Adrian
- 141-159 Predicting criminal recidivism using 'split population' survival time models
by Schmidt, Peter & Witte, Ann Dryden
- 161-181 Interpreting the evidence on money-income causality
by Stock, James H. & Watson, Mark W.
- 183-202 Forecasting international growth rates using Bayesian shrinkage and other procedures
by Zellner, Arnold & Hong, Chansik
November 1988, Volume 39, Issue 3
- 237-250 An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample
by Agbeyegbe, Terence D.
- 251-266 The spurious effects of unit roots on vector autoregressions : A Monte Carlo study
by Ohanian, Lee E.
- 267-296 Prediction tests for structural stability
by Lutkepohl, Helmut
- 297-307 Testing for individual effects in autoregressive models
by Holtz-Eakin, Douglas
- 309-326 The estimation of transaction costs in arbitrage models
by Spiller, Pablo T. & Wood, Robert O.
- 327-346 The exact multi-period mean-square forecast error for the first-order autoregressive model
by Hoque, Asraul & Magnus, Jan R. & Pesaran, Bahram
- 347-366 Limited information estimators and exogeneity tests for simultaneous probit models
by Rivers, Douglas & Vuong, Quang H.
- 367-386 An analysis of tests for regression coefficient stability
by Shively, Thomas S.
- 387-395 Improved estimation of the disturbance variance in a linear regression model
by Gelfand, Alan E. & Dey, Dipak K.
1988, Volume 39, Issue 1-2
- 1-5 Editors' introduction
by Aigner, Dennis J. & Zellner, Arnold
- 7-21 Causality and causal laws in economics
by Zellner, Arnold
- 23-52 On the interpretation and observation of laws
by Pratt, John W. & Schlaifer, Robert
- 53-68 Probability and causation
by Skyrms, Brian
- 69-104 Causality tests and observationally equivalent representations of econometric models
by Basmann, R. L.
- 105-147 Further thoughts on testing for causality with econometric models
by Swamy, P. A. V. B. & Von Zur Muehlen, Peter
- 149-173 Causal ordering, comparative statics, and near decomposability
by A. Simon, Herbert & Iwasaki, Yumi
- 175-198 Latent variables, causal models and overidentifying constraints
by Glymour, Clark & Spirtes, Peter
- 199-211 Some recent development in a concept of causality
by Granger, C. W. J.
- 213-234 Causal relationships and replicability
by Poirier, Dale J.
July 1988, Volume 38, Issue 3
- 269-299 Non-linear regression with discrete explanatory variables, with an application to the earnings function
by Bierens, Herman J. & Hartog, Joop
- 301-339 Adaptive estimation of regression models via moment restrictions
by Newey, Whitney K.
- 341-348 Conditional and unconditional statistical independence
by Phillips, Peter C. B.
- 349-360 Bayes prediction in regressions with elliptical errors
by Chib, Siddhartha & Tiwari, Ram C. & Jammalamadaka, S. Rao
- 361-373 Identification information and instruments in linear econometric models with rational expectations
by Turkington, D. A. & Bowden, R. J.
- 375-386 A size correction to the Lagrange multiplier test for heteroskedasticity
by Honda, Yuzo
- 387-399 Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data
by Battese, George E. & Coelli, Tim J.
1988, Volume 38, Issue 1-2
- 3-5 Editor's introduction
by Belsley, David A.
- 7-37 Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density
by Richard, J. F. & Steel, M. F. J.
- 39-72 Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
by Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K.
- 73-89 Antithetic acceleration of Monte Carlo integration in Bayesian inference
by Geweke, John
- 91-102 A stationary stochastic approximation method
by Liddle, Roger F. & Monahan, John F.
- 103-125 Econometric illustrations of novel numerical integration strategies for Bayesian inference
by Naylor, J. C. & Smith, A. F. M.
- 127-143 Conditioning in models with logs
by Belsley, David A.
- 145-167 A comparison of algorithms for maximum likelihood estimation of choice models
by Bunch, David S.
- 169-201 A computational examination of orthogonal distance regression
by Boggs, Paul T. & Spiegelman, Clifford H. & Donaldson, Janet R. & Schnabel, Robert B.
- 203-226 Econometric analysis of small linear systems using PC-FIML
by Hendry, David F. & Neale, Adrian J. & Srba, Frank
- 227-246 Object-oriented software representations for statistical data
by Oldford, R. Wayne
- 247-268 Data analysis as search
by Lubinsky, David & Pregibon, Daryl
March 1988, Volume 37, Issue 3
- 293-326 Alternative non-nested specification tests of time-series investment models
by Bernanke, Ben & Bohn, Henning & Reiss, Peter C.
- 327-342 A normalized quadratic semiflexible functional form
by Diewert, W. E. & Wales, T. J.
- 343-359 Bounding the effects of measurement error in regressions involving dichotomous variables
by Klepper, Steven
- 361-380 Estimation of a fixed-effect Cobb-Douglas system using panel data
by Schmidt, Peter
- 381-388 The exact moments of the least-squares estimator for the autoregressive model corrections and extensions
by Nankervis, J. C. & Savin, N. E.
- 389-393 A simple way of computing the inverse moments of a non-central chi-square random variable
by Xie, Wen Zhi
February 1988, Volume 37, Issue 2
- 195-209 Calculation of maximum entropy distributions and approximation of marginalposterior distributions
by Zellner, Arnold & Highfield, Richard A.
- 211-223 On-site samples' regression : Problems of non-negative integers, truncation, and endogenous stratification
by Shaw, Daigee
- 225-250 Regressor diagnostics for the classical errors-in-variables model
by Klepper, Steven
- 251-264 Foreign exchange rates : A multiple currency and maturity analysis
by Havenner, Arthur & Modjtahedi, Bagher
- 265-276 A further class of tests for heteroscedasticity
by Evans, Merran A. & King, Maxwell L.
- 277-292 Estimators of the disturbance variance in econometric models : Small-sample bias and the existence of moments
by Dufour, Jean-Marie
January 1988, Volume 37, Issue 1
- 1-6 Editors' introduction
by Kloek, Teun & Haitovsky, Yoel
- 7-26 The statistical approach to economics
by Klein, Lawrence R.
- 27-50 Bayesian analysis in econometrics
by Zellner, Arnold
- 51-61 Is a philosophical consensus for statistics attainable?
by Durbin, J.
- 63-64 Discussion of : Is a philosophical consensus for statistics attainable? by J. Durbin
by Fienberg, Stephen E.
- 65-65 Reply to Stephen E. Fienberg's discussion
by Durbin, J.
- 67-86 Current developments in time series modelling
by Priestley, M. B.
- 87-114 Regression by local fitting : Methods, properties, and computational algorithms
by Cleveland, William S. & Devlin, Susan J. & Grosse, Eric
- 115-134 A comparison of GRF and other reduced-form estimators in simultaneous equations models
by Maasoumi, Esfandiar & Jeong, Jin-Ho
- 135-156 Chi-square diagnostic tests for econometric models : Introduction and applications
by Andrews, Donald W. K.
- 157-169 Large-sample properties of method of moment estimators under different data-generating processes
by Van Praag, B. M. S. & Kloek, T. & De Leeuw, J.
- 171-192 Bounds on specification error arising from data proxies
by Kroch, Eugene
November 1987, Volume 36, Issue 3
- 231-250 Efficient estimation of limited dependent variable models with endogenous explanatory variables
by Newey, Whitney K.
- 251-279 The geographic distribution of unemployment rates in the U.S. : A spatial-time series analysis
by Bronars, Stephen G. & Jansen, Dennis W.
- 281-298 The global properties of the two minflex Laurent flexible functional forms
by Barnett, William A. & Lee, Yul W. & Wolfe, Michael
- 299-310 Computational efficiency of FIML estimation
by Calzolari, Giorgio & Panattoni, Lorenzo & Weihs, Claus
- 311-337 Fractional demand systems
by Lewbel, Arthur
- 339-358 Ex post tests for short-and long-run optimization
by Conrad, Klaus & Unger, Ralph
- 359-368 The statistical foundations of a class of parametric tests for heteroscedasticity
by Farebrother, R. W.
- 369-376 A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model
by Thornton, Daniel L.
- 377-382 Usefulness of proxy variables in linear models with stochastic regressors
by Terasvirta, Timo
- 383-389 Maximum likelihood estimation of random effects models
by Breusch, Trevor S.
1987, Volume 36, Issue 1-2
- 1-6 Editor's introduction
by Trivedi, Pravin K.
- 7-30 Estimation of own- and cross-price elasticities from household survey data
by Deaton, Angus
- 31-53 An application of LDV models to household expenditure analysis in Mexico
by Jarque, Carlos M.
- 55-65 The demand for wheat under non-linear pricing in Pakistan
by Ahmad, Ehtisham & Stern, Nicholas & Leung, H. -M.
- 67-88 Are user fees regressive? : The welfare implications of health care financing proposals in Peru
by Gertler, Paul & Locay, Luis & Sanderson, Warren
- 89-110 Microeconometric models of rationing, imperfect markets, and non-negativity constraints
by Lee, Lung-Fei & Pitt, Mark M.
- 111-131 On the determinants of cross-country aggregate agricultural supply
by Binswanger, Hans & Yang, Maw-Cheng & Bowers, Alan & Mundlak, Yair
- 133-161 Vintage production approach to perennial crop supply : An application to tea in major producing countries
by Akiyama, T. & Trivedi, P. K.
- 163-184 Fertility and investments in human capital : Estimates of the consequence of imperfect fertility control in Malaysia
by Rosenzweig, Mark R. & Paul Schultz, T.
- 185-204 How does mother's schooling affect family health, nutrition, medical care usage, and household sanitation?
by Behrman, Jere R. & Wolfe, Barbara L.
- 205-230 The external debt repayments problems of LDC's : An econometric model based on panel data
by Hajivassiliou, Vassilis A.
July 1987, Volume 35, Issue 2-3
- 191-209 A non-parametric analysis of transformations
by Han, Aaron K.
- 211-218 A note on Cochrane-Orcutt estimation
by Magee, Lonnie
- 219-231 On pooling disturbance variances when the goal is testing restrictions on regression coefficients
by Ohtani, Kazuhiro
- 233-252 Bounding the effects of proxy variables on instrumental-variables coefficients
by Krasker, William S. & Pratt, John W.
- 253-266 Mean and variance of R2 in small and moderate samples
by Cramer, J. S.
- 267-285 A further empirical investigation of the dividend adjustment process
by Lee, Cheng F. & Wu, Chunchi & Djarraya, Mohamed
- 287-302 The application of censored regression techniques to the analysis of tax reform
by Lawrence, David B.
- 303-316 Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator
by Han, Aaron K.
- 317-335 Reduced rank regression with autoregressive errors
by Velu, Raja P. & Reinsel, Gregory C.
- 337-358 Stochastic specification and estimation of share equation systems
by Chavas, Jean-Paul & Segerson, Kathleen
- 359-374 OLS or GLS in the presence of specification error? : An expected loss approach
by Thursby, Jerry G.
- 375-391 The extended Stein procedure for simultaneous model selection and parameter estimation
by Judge, George & Yi, Gang & Yancey, Thomas & Terasvirta, Timo
May 1987, Volume 35, Issue 1
- 3-23 Selecting the best linear regression model : A classical approach
by Lien, Donald & Vuong, Quang H.
- 25-35 Distribution-free and link-free estimation for the sample selection model
by Duan, Naihua & Li, Ker-Chau
- 37-57 The impact of grouping coarseness in alternative grouped-data regression models
by Cameron, Trudy Ann
- 59-82 Monte Carlo evidence on the choice between sample selection and two-part models
by Manning, W. G. & Duan, N. & Rogers, W. H.
- 83-100 Improved prediction in the presence of multicollinearity
by Carter Hill, R. & Judge, George
- 101-117 Inference in dynamic models containing 'surprise' variables
by Baillie, Richard T.
- 119-142 Likelihood and other approaches to prediction in dynamic models
by Cooley, Thomas F. & Parke, William R.
- 143-159 Forecasting and testing in co-integrated systems
by Engle, Robert F. & Yoo, Byung Sam
- 161-190 Armax model specification testing, with an application to unemployment in the Netherlands
by Bierens, Herman J.
March 1987, Volume 34, Issue 3
- 275-291 Estimating linear models with ordinal qualitative regressors
by Terza, Joseph V.
- 293-304 Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
by Clarke, Judith A. & Giles, David E. A. & Wallace, T. Dudley
- 305-334 Asymptotic efficiency in estimation with conditional moment restrictions
by Chamberlain, Gary
- 335-348 The specification of technical and allocative inefficiency in stochastic production and profit frontiers
by Kumbhakar, Subal C.
- 349-354 A note on Sargan densities
by Tse, Y. K.
- 355-359 A comment on consumer demand systems with binding non-negativity constraints
by Ransom, Michael R.
- 361-372 The sensitivity of extended linear expenditure system household scales to income declaration errors
by Cinar, E. Mine
- 373-389 A simplified approach to M-estimation with application to two-stage estimators
by Duncan, Gregory M.
- 391-391 Corrigendum
by Nakervis, J. C. & Savin, N. E.
1987, Volume 34, Issue 1-2
- 1-4 Editor's introduction
by Blundell, Richard
- 5-32 Generalised residuals
by Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain
- 33-61 Residual analysis in the grouped and censored normal linear model
by Chesher, Andrew & Irish, Margaret
- 63-82 Regression-based specification tests for the multinomial logit model
by McFadden, Daniel
- 83-104 Specifying and testing econometric models for rank-ordered data
by Hausman, Jerry A. & Ruud, Paul A.
- 105-123 Testing the normality assumption in multivariate simultaneous limited dependent variable models
by Smith, Richard J.
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