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1986, Volume 33, Issue 1-2
- 187-211 A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations
by Prucha, Ingmar R. & Nadiri, M. Ishaq
- 213-236 Aggregation, expectations, and the explanation of technological change
by Antle, John M.
- 237-262 A dynamic model of aggregate output supply, factor demand and entry and exit for a competitive industry with heterogeneous plants
by Chetty, V. K. & Heckman, J. J.
- 263-284 Temporary equilibrium production models for a common-property renewable-resource sector
by Capalbo, Susan M.
- 285-310 Aggregate output with variable rates of utilization of employed factors
by Helliwell, John F. & Chung, Alan
August 1986, Volume 32, Issue 3
July 1986, Volume 32, Issue 2
June 1986, Volume 32, Issue 1
- 1-3 Editor's introduction
by Duncan, Gregory M.
- 5-34 A semi-parametric censored regression estimator
by Duncan, Gregory M.
- 35-57 Non-parametric maximum likelihood estimation of censored regression models
by Fernandez, Luis
- 59-84 A distribution-free least squares estimator for censored linear regression models
by Horowitz, Joel L.
- 85-108 Operational characteristics of maximum score estimation
by Manski, Charles F. & Thompson, T. Scott
- 109-125 Choice-based samples : A non-parametric approach
by Morgenthaler, S. & Vardi, Y.
- 127-141 Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
by Newey, Whitney K.
- 143-155 Censored regression quantiles
by Powell, James L.
- 157-187 Consistent estimation of limited dependent variable models despite misspecification of distribution
by Ruud, Paul A.
April 1986, Volume 31, Issue 3
- 235-253 Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the Klem translog production model
by Tsurumi, Hiroki & Wago, Hajime & Ilmakunnas, Pekka
- 255-274 The frequency of price adjustment : A study of the newsstand prices of magazines
by Cecchetti, Stephen G.
- 275-305 Estimated parameters as independent variables : An application to the costs of electric generating units
by Schmalensee, Richard & Joskow, Paul L.
- 307-327 Generalized autoregressive conditional heteroskedasticity
by Bollerslev, Tim
- 329-340 A simple, flexible distributed lag technique : The polynomial inverse lag
by Mitchell, Douglas W. & Speaker, Paul J.
- 341-361 Modified lagrange multiplier tests for problems with one-sided alternatives
by Rogers, Alan J.
March 1986, Volume 31, Issue 2
February 1986, Volume 31, Issue 1
1985, Volume 30, Issue 1-2
- 1-1 Editor's introduction
by Barnett, William A. & Ronald Gallant, A.
- 3-31 The three-dimensional global properties of the minflex laurent, generalized leontief, and translog flexible functional forms
by Barnett, William A. & Lee, Yul W. & Wolfe, Michael D.
- 33-44 The minflex-laurent translog flexible functional form
by Barnett, William A.
- 45-66 On deviations between neoclassical and GFT-based true cost-of-living indexes derived from the same demand function system
by Basmann, R. L. & Diamond, C. A. & Frentrup, J. C. & White, S. N.
- 67-90 On models and methods for Bayesian time series analysis
by Carlin, J. B. & Dempster, A. P. & Jonas, A. B.
- 91-107 Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
by Charnes, A. & Cooper, W. W. & Golany, B. & Seiford, L. & Stutz, J.
- 109-126 Panel data from time series of cross-sections
by Deaton, Angus
- 127-147 Tests for the consistency of consumer data
by Diewert, W. E. & Parkan, C.
- 149-169 Non-parametric hypothesis testing procedures and applications to demand analysis
by Epstein, Larry G. & Yatchew, Adonis J.
- 171-201 Explicitly infinite-dimensional Bayesian analysis of production technologies
by Gallant, A. Ronald & Monahan, John F.
- 203-238 A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
by Hansen, Lars Peter
- 239-267 Alternative methods for evaluating the impact of interventions : An overview
by Heckman, James J. & Robb, Richard Jr.
- 269-288 Identification of the coefficients in a non-linear : time series of the quadratic type
by Hinich, Melvin J. & Patterson, Douglas M.
- 289-296 On non-linear serial dependencies in stock returns
by Marsh, Terry A.
- 297-299 Reply to Marsh's note
by Hinich, Melvin J. & Patterson, Douglas M.
- 301-316 Efficiency versus equity in natural gas price regulation
by Jorgenson, Dale W. & Slesnick, Daniel T.
- 317-344 The estimation of complete aggregation structures
by Powell, James L. & Stoker, Thomas M.
- 345-361 Comparison of alternative functional forms in production
by Rossi, Peter E.
- 363-364 Discussion of Rossi's paper
by Hinkley, David
- 365-389 The invariance principle and income-wealth conservation laws : Application of Lie groups and related transformations
by Sato, Ryuzo
- 391-413 Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models
by Singleton, Kenneth J.
- 415-443 Diagnostic testing and evaluation of maximum likelihood models
by Tauchen, George
- 445-458 Non-parametric analysis of optimizing behavior with measurement error
by Varian, Hal R.
- 459-471 Entry and empirical demand and supply analysis for competitive industries
by Veloce, William & Zellner, Arnold
September 1985, Volume 29, Issue 3
- 213-227 On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
by Nakamura, Alice & Nakamura, Masao
- 229-256 Generalized method of moments specification testing
by K. Newey, Whitney
- 257-273 Some robust exact results on sample autocorrelations and tests of randomness
by Dufour, Jean-Marie & Roy, Roch
- 275-287 Efficiency of iterative estimators in the regression model with AR(1) disturbances
by Magee, Lonnie
- 289-303 Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints
by Mittelhammer, Ron C.
- 305-325 Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
by MacKinnon, James G. & White, Halbert
- 327-340 Stochastic coefficient regression estimates of the sources of shifts into MMDA deposits using cross-section data
by Parke, Darrel W. & Zagardo, Janice
- 341-350 The value of imperfect sample separation information in mixtures of normal distributions
by Masson, Edwina A.
1985, Volume 29, Issue 1-2
- 1-2 Editor's introduction
by Van Dijk, Herman K.
- 3-18 Posterior moments computed by mixed integration
by Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E.
- 19-46 A 1-1 poly-t random variable generator with application to Monte Carlo integration
by Bauwens, Luc & Richard, Jean-Francois
- 47-67 Is victimization chronic? a Bayesian analysis of multinomial missing data
by Kadane, Joseph B.
- 69-95 Bayesian analysis of switching regression models
by Lubrano, Michel
- 97-119 A bayesian analysis of some threshold switching models
by Pole, A. M. & Smith, A. F. M.
- 121-148 Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services
by Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy
- 149-163 Double- and single-bisection methods for subjective probability assessment in a location-scale family
by Garthwaite, Paul H. & Dickey, James M.
- 165-172 Some aspects of prior elicitation problems in disequilibrium models
by Lubrano, Michel
- 173-185 Interval prediction for Pareto and exponential observables
by Geisser, Seymour
- 187-211 Bayesian regression diagnostics with applications to international consumption and income data
by Zellner, Arnold & Moulton, Brent R.
June 1985, Volume 28, Issue 3
May 1985, Volume 28, Issue 2
- 171-182 A Bayesian non-parametric estimate for multivariate regression
by Poli, I.
- 183-192 Small-sample properties of dimensionality statistics for fitting VAR models to aggregate economic data : A Monte Carlo study
by Nickelsburg, Gerald
- 193-203 A note on the equivalence of specification tests in the two-factor multivariate variance components model
by Kang, Suk
- 205-222 Estimating substitution elasticities with the Fourier cost function : Some Monte Carlo results
by Chalfant, James A. & Gallant, A. Ronald
- 223-230 The sensitivity of MLE to measurement error
by Levine, David
- 231-245 A note on autoregressive error components models
by Sevestre, P. & Trognon, A.
- 247-252 A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression
by Chang, Y. C.
- 253-268 Tests on the validity of static equilibrium models
by Kulatilaka, Nalin
April 1985, Volume 28, Issue 1
- 1-3 Editor's introduction
by Kiefer, Nicholas M.
- 5-28 The duration of contract strikes in U.S. manufacturing
by Kennan, John
- 29-49 Modelling the process of job search
by Narendranathan, Wiji & Nickell, Stephen
- 51-69 Layoffs and duration dependence in a model of turnover
by Burdett, Kenneth & Kiefer, Nicholas M. & Sharma, Sunil
- 71-84 State dependency in youth unemployment : A lost generation?
by Lynch, Lisa M.
- 85-101 Unemployment insurance and the distribution of unemployment spells
by Moffitt, Robert
- 103-112 Conception intervals and the substitution of fertility over time
by Olsen, Randall J. & Farkas, George
- 113-126 Simultaneous equations models in applied search theory
by Lancaster, Tony
- 127-134 Computation in duration models with heterogeneity
by Waldman, Donald M.
- 135-154 Specification diagnostics based on Laguerre alternatives for econometric models of duration
by Kiefer, Nicholas M.
- 155-169 Generalised residuals and heterogeneous duration models : With applications to the Weilbull model
by Lancaster, Tony
March 1985, Volume 27, Issue 3
- 273-298 Dynamic models of the labor force behavior of married women which can be estimated using limited amounts of past information
by Nakamura, Alice & Nakamura, Masao
- 299-311 Second-order properties of estimators of serial correlation from regression residuals
by Sheehan, Dennis P.
- 313-333 Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator
by Manski, Charles F.
- 335-361 The effects of autocorrelation among errors on the consistency property of OLS variance estimator
by Sharma, Subhash C.
- 363-370 A classical approach to Cox's test for non-nested hypotheses
by Dastoor, Naorayex K.
- 371-381 Durbin-Watson tests for serial correlation in regressions with missing observations
by Dufour, Jean-Marie & Dagenais, Marcel G.
- 383-386 A note on the asymptotic relative efficiency of M.L.E. in a linear model with Gamma disturbances
by Deprins, D. & Simar, L.
February 1985, Volume 27, Issue 2
- 143-161 Testing the autoregressive parameter with the t statistic
by Nankervis, J. C. & Savin, N. E.
- 163-178 A point optimal test for heteroscedastic disturbances
by Evans, Merran A. & King, Maxwell L.
- 179-196 Estimating regression equations with common explanatory variables but unequal numbers of observations
by Conniffe, Denis
- 197-209 Homogeneity and endogeneity in systems of demand equations
by Attfield, Clifford L. F.
- 211-219 Global identification of the dynamic shock-error model
by Nowak, Eugen
- 221-234 Some tests for the constancy of regressions under heteroscedasticity
by Tsurumi, Hiroki & Sheflin, Neil
- 235-258 The empirical determination of technology and expectations : A simplified procedure
by Epstein, Larry G. & Yatchew, Adonis J.
- 259-269 A lagrange multiplier interpretation of disturbance estimators with an application to testing for nonlinearity
by Harrison, M. J. & Keogh, Gary
January 1985, Volume 27, Issue 1
- 1-20 Preferences of citizens for public expenditures on elementary and secondary education
by Lankford, R. Hamilton
- 21-37 A point optimal test for autoregressive disturbances
by King, Maxwell L.
- 39-60 The moments of ols and 2sls when the disturbances are non-normal
by Knight, John L.
- 61-78 A nonlinear multivariate error components analysis of technology and specific factor productivity growth with an application to the U.S. Airlines
by Sickles, Robin C.
- 79-97 Serial correlation in latent discrete variable models
by Cosslett, Stephen R. & Lee, Lung-Fei
- 99-121 Mean estimation bias in least squares estimation of autoregressive processes
by Pantula, Sastry G. & Fuller, Wayne A.
- 123-130 The behavior of speculative prices and the consistency of economic models
by Webb, Robert I.
- 131-135 Correcting for truncation bias caused by a latent truncation variable
by Bloom, David E. & Killingsworth, Mark R.
- 137-138 Erratum
by Heckman, James J. & Singer, Burton
December 1984, Volume 26, Issue 3
- 255-270 Errors-in-variables in demand systems
by Stapleton, David C.
- 271-281 Systematic sampling and temporal aggregation in time series models
by Weiss, Andrew A.
- 283-293 Linear transformations of vector ARMA processes
by Lutkepohl, Helmut
- 295-321 Imposing curvature restrictions on flexible functional forms
by Gallant, A. Ronald & Golub, Gene H.
- 323-353 Model specification testing of time series regressions
by Bierens, Herman J.
- 355-373 A study of several new and existing tests for heteroscedasticity in the general linear model
by Ali, Mukhtar M. & Giaccotto, Carmelo
- 375-385 Small sample properties of the mixed regression estimator
by Ohtani, Kazuhiro & Honda, Yuzo
- 387-398 The exact distribution of exogenous variable coefficient estimators
by Phillips, P. C. B.
1984, Volume 26, Issue 1-2
- 1-15 The welfare econometrics of peak-load pricing for electricity : Editor's Introduction
by Aigner, Dennis J.
- 17-34 A comparison of different methodologies in a case study of residential time-of-use electricity pricing : Cost-Benefit Analysis
by Caves, Douglas W. & Christensen, Laurits R. & Schoech, Philip E. & Hendricks, Wallace
- 35-64 Measuring the consumer welfare effects of time-differentiated electricity prices
by Parks, Richard W. & Weitzel, David
- 65-82 Estimating the distributional impact of time-of-day pricing of electricity
by Howrey, E. Philip & Varian, Hal R.
- 83-113 Costs and benefits of peak-load pricing of electricity : A continuous-time econometric approach
by Gallant, A. Ronald & Koenker, Roger W.
- 115-139 Appliance purchase and usage adaptation to a permanent time-of-day electricity rate schedule
by Hausman, Jerry A. & Trimble, John
- 141-177 Response to residential time-of-use electricity rates : How transferable are the findings?
by Kohler, Daniel F. & Mitchell, Bridger M.
- 179-203 Consistency of residential customer response in time-of-use electricity pricing experiments
by Caves, Douglas W. & Christensen, Laurits R. & Herriges, Joseph A.
- 205-227 Estimation of time-of-use pricing response in the absence of experimental data : An application of the methodology of data transferability
by Aigner, Dennis J. & Leamer, Edward E.
- 229-252 Large business customer response to time-of-day electricity rates
by Park, Rolla Edward & Acton, Jan Paul
July 1984, Volume 25, Issue 3
- 241-262 Convenient specification tests for logit and probit models
by Davidson, Russell & MacKinnon, James G.
- 263-283 Exact finite sample properties of double k-class estimators in simultaneous equations
by Dwivedi, T. D. & Srivastava, V. K.
- 285-302 Microeconometric evidence on the neoclassical model of demand
by Kiefer, Nicholas M.
- 303-325 Least absolute deviations estimation for the censored regression model
by Powell, James L.
- 327-351 The sampling distributions of the predictor for an autoregressive model under misspecifications
by Tanaka, Katsuto & Maekawa, Koichi
- 353-364 Properties of technical efficiency estimators in the stochastic frontier model
by Waldman, Donald M.
- 365-393 Bayesian analysis of dichotomous quantal response models
by Zellner, Arnold & Rossi, Peter E.
1984, Volume 25, Issue 1-2
- 1-2 Editor's introduction
by Judge, George
- 3-14 Optimal critical regions for pre-test estimators using a Bayes risk criterion
by Roehrig, C.S.
- 15-27 Specification pre-test estimator
by Gourieroux, C. & Trognon, A.
- 29-33 The moments of a pre-test estimator under possible heteroscedasticity
by Mandy, D.M.
- 35-48 Autocorrelation pre-testing in the linear model: Estimation, testing and prediction
by King, M.L. & Giles, D.E.A.
- 49-61 The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors
by Griffiths, W.E. & Beesley, P.A.A.
- 63-72 The statistical implications of preliminary specification error testing
by Morey, M.J.
- 73-85 Avoiding model selection by the use of shrinkage techniques
by Zaman, A.
- 87-108 Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
by Berger, J. & Berliner, L.M.
- 109-122 The sampling distribution of shrinkage estimators and theirF-ratios in the regression model
by Ullah, A. & Carter, R.A.L. & Srivastava, V.K.
- 123-131 The exact distribution of the Stein-rule estimator
by Phillips, P.C.B.
- 133-150 Some improved estimators in the case of possible heteroscedasticity
by Yancey, T.A. & Judge, G.G. & Miyazaki, S.
- 151-164 Restricted least squares, pre-test, ols and stein rule estimators: Risk comparisons under model misspecification
by Mittelhammer, R.C.
- 165-177 The non-optimality of the inequality restricted estimator under squared error loss
by Judge, G.G. & Yancey, T.A. & Bock, M.E. & Bohrer, R.
- 179-190 On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
by Trenkler, G.
- 191-203 Some theoretical results for generalized ridge regression estimators
by Fourgeaud, C. & Gourieroux, C. & Pradel, J.
- 205-216 The risk of general Stein-like estimators in the presence of multicollinearity
by Hill, R.C. & Ziemer, R.F.
- 217-234 A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions
by Bock, M.E. & Judge, G.G. & Yancey, T.A.
- 235-239 Algorithms for numerical evaluation of Stein-like and limited-translation estimators
by Bohrer, R. & Yancey, T.A.
March 1984, Volume 24, Issue 3
- 223-233 Impacts of alternative degrees of freedom corrections in two and three stage least squares
by Binkley, James K. & Nelson, Glenn
- 235-247 On price exogeneity in complete demand systems
by Bronsard, Camille & Salvas-Bronsard, Lise
- 249-268 Modelling alternative residential peak-load electricity rate structures
by Caves, Douglas W. & Christensen, Laurits R. & Herriges, Joseph A.
- 269-277 A new test for fourth-order autoregressive disturbances
by King, Maxwell L.
- 279-292 Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system
by Morimune, Kimio & Tsukuda, Yoshihiko
- 293-310 Estimating predictions, prediction errors and their standard deviations using constructed variables
by Pagan, A. R. & Nicholls, D. F.
- 311-330 Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
by Penm, J. H. W. & Terrell, R. D.
- 331-347 Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
by Pollock, D. S. G.
- 349-361 Simple tests of alternative specifications in stochastic frontier models
by Schmidt, Peter & Lin, Tsai-Fen
- 363-378 Bayesian parameter and reliability estimation for a bivariate exponential distribution parallel sampling
by Shamseldin, A. A. & Press, S. James
- 379-395 Bayesian limited-information analysis of nonlinear simultaneous equations systems
by Ter Berg, Peter & Harkema, Rins
- 397-403 Linear regression and the Yule distribution
by Xekalaki, Evdokia
1984, Volume 24, Issue 1-2
- 1-2 Editor's introduction
by Amemiya, Takeshi
- 3-61 Tobit models: A survey
by Amemiya, Takeshi
- 63-132 Econometric duration analysis
by Heckman, James J. & Singer, Burton
- 133-158 Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census
by Ham, John & Hsiao, Cheng
- 159-179 Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
by Lee, Lung-Fei
- 181-196 Efficiency of the two-step estimator for models with endogenous sample selection
by Nelson, Forrest D.
- 197-213 A Monte Carlo comparison of estimators for censored regression models
by Paarsch, Harry J.
- 215-222 Software for the computation of Tobit model estimates
by Hall, Bronwyn H.
December 1983, Volume 23, Issue 3
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