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October 1983, Volume 23, Issue 2
September 1983, Volume 23, Issue 1
- 1-3 Editors' introduction
by Miller, Robert B. & Hickman, James C.
- 5-35 Enriched multinormal priors revisited
by Jewell, William S.
- 37-61 Second moments of estimates of outstanding claims
by Taylor, G. C. & Ashe, F. R.
- 63-76 Compound poisson models in actuarial risk theory
by Panjer, Harry H. & Willmot, Gordon E.
- 77-90 Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions
by Goovaerts, M. J. & De Vylder, F.
- 91-102 On the estimation of long tailed skewed distributions with actuarial applications
by Hogg, Robert V. & Klugman, Stuart A.
- 103-117 Death and survival in employee populations
by Shapiro, Arnold F.
- 119-129 Hachemeister's Bayesian regression model revisited
by Zehnwirth, Ben
- 131-146 Monitoring mortality : A state-space approach
by De Jong, Piet & Boyle, Phelim P.
- 147-164 Practical models in credibility theory, including parameter estimation
by De Vylder, F.
August 1983, Volume 22, Issue 3
- 245-267 A test for distributional assumptions for the stochastic frontier functions
by Lee, Lung-Fei
- 269-279 Approximations of the eigenvalues of the covariance matrix of a first-order autoregressive process
by Stroeker, R. J.
- 281-290 A heteroscedasticity-consistent covariance matrix estimator for time series regressions
by Hsieh, David A.
- 291-300 An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors
by Fomby, Thomas B. & Guilkey, David K.
- 301-316 An econometric model of the short-run demand for workers and hours in the U.S. auto industry
by Chang, Julius C.
- 317-322 An invariance property of Farebrother's procedure for estimation with aggregated data
by Baksalary, Jerzy K.
- 323-338 A general analysis of bias in the estimated standard errors of least squares coefficients
by Greenwald, Bruce C.
- 339-364 Charging for local telephone calls : How household characteristics affect the distribution of calls in the GTE Illinois experiment
by Park, Rolla Edward & Mitchell, Bridger M. & Wetzel, Bruce M. & Alleman, James H.
- 365-390 Ridge regression estimation of the Rotterdam model
by Swamy, P. A. V. B. & Mehta, J. S.
- 391-393 A note on a fixed effect model with arbitrary interpersonal covariance
by Schmidt, Peter
1983, Volume 22, Issue 1-2
- 13-42 Simultaneous equation systems as moment structure models : With an introduction to latent variable models
by Bentler, P. M.
- 43-65 Latent variable structural equation modeling with categorical data
by Muthen, Bengt
- 67-90 Some comments on maximum likelihood and partial least squares methods
by Dijkstra, Theo
- 91-111 Multivariate methods for quantitative and qualitative data
by Keller, Wouter J. & Wansbeek, Tom
- 113-137 Models and methods for the analysis of correlation coefficients
by De Leeuw, Jan
- 139-167 Analyzing rectangular tables by joint and constrained multidimensional scaling
by Heiser, Willem J. & Meulman, Jacqueline
- 169-189 Correspondence analysis, with an extension towards nominal time series
by Deville, J. -C. & Saporta, G.
- 191-214 Loglinear models and categorical data analysis with psychometric and econometric applications
by Fienberg, Stephen E. & Meyer, Michael M.
- 215-227 Latent trait models
by Andersen, Erling B.
- 229-243 Latent variable models for ordered categorical data
by Bartholomew, D. J.
April 1983, Volume 21, Issue 3
- 263-285 Estimation of consumer demand systems with binding non-negativity constraints
by Wales, T. J. & Woodland, A. D.
- 287-306 Bayesian inference for pareto populations
by Arnold, Barry C. & Press, S. James
- 307-331 Fully Bayesian analysis of ARMA time series models
by Monahan, John F.
- 333-355 Two-step two-stage least squares estimation in models with rational expectations
by Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice
- 357-366 The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data
by King, Maxwell L.
- 367-386 Rationality, specification tests, and macroeconomic models
by Hoffman, Dennis L. & Schlagenhauf, Don E.
- 387-388 A note on Balestra's (1980) approximate estimator for the first-order moving average process
by Park, Choon Y. & Heikes, Russell G.
- 389-402 Properties of shrinkage estimators in linear regression when disturbances are not normal
by Ullah, A. & Srivastava, V. K. & Chandra, R.
February 1983, Volume 21, Issue 2
- 161-194 Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence
by Geweke, John & Meese, Richard & Dent, Warren
- 195-212 Estimation of limited dependent variable models by ordinary least squares and the method of moments
by Greene, William H.
- 213-228 Some aspects of testing non-nested hypotheses
by Dastoor, Naorayex K.
- 229-243 The numerical values of some key parameters in econometric models
by Anderson, T. W. & Morimune, Kimio & Sawa, Takamitsu
- 245-254 Identifiability criteria for Muth-rational expectations models
by Wegge, Leon L. & Feldman, Mark
- 255-256 Comment to the editor
by Wegge, Leon L. & Feldman, Mark
- 257-260 A note on moments of k-class estimators for negative k
by Srivastava, V. K. & Srivastava, A. K.
January 1983, Volume 21, Issue 1
- 1-3 Editor's introduction
by White, Halbert
- 5-33 The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distribution-free Cox test
by Aguirre-Torres, Victor & Ronald Gallant, A.
- 35-51 Testing for autoregressive against moving average errors in the linear regression model
by King, Maxwell L.
- 53-70 Tests for model specification in the presence of alternative hypotheses : Some further results
by MacKinnon, James G. & White, Halbert & Davidson, Russell
- 71-81 Multiple model testing for non-nested heteroskedastic censored regression models
by Smith, Marlene A. & Maddala, G. S.
- 83-115 Testing nested or non-nested hypotheses
by Gourieroux, Christian & Monfort, Alain & Trognon, Alain
- 117-132 Tests for two separate regressions
by Fisher, Gordon R.
- 133-154 Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence
by Godfrey, L. G. & Pesaran, M. H.
- 155-160 Confidence contours for two test statistics for non-nested regression models
by Hall, A. D.
November 1982, Volume 20, Issue 2
October 1982, Volume 20, Issue 1
- 1-2 Editor's introduction
by White, Halbert
- 3-33 On the formulation of empirical models in dynamic econometrics
by Hendry, David F. & Richard, Jean-Francois
- 35-58 Misspecified models with dependent observations
by Domowitz, Ian & White, Halbert
- 59-82 Model specification tests : A simultaneous approach
by Bera, Anil K. & Jarque, Carlos M.
- 83-104 A general approach to lagrange multiplier model diagnostics
by Engle, Robert F.
- 105-134 Consistent model specification tests
by Bierens, Herman J.
- 135-157 Estimation and testing in time-series regression models with heteroscedastic disturbances
by Cragg, J. G.
August 1982, Volume 19, Issue 2-3
- 183-201 On the behavior of inconsistent instrumental variable estimators
by Maasoumi, Esfandiar & Phillips, Peter C. B.
- 203-213 A reply to Professors Maasoumi and Phillips
by Hendry, David F.
- 215-231 Some results on the statistical properties of an inequality constrained least squares estimator in a linear model with two regressors
by Thomson, Michael
- 233-238 On the estimation of technical inefficiency in the stochastic frontier production function model
by Jondrow, James & Knox Lovell, C. A. & Materov, Ivan S. & Schmidt, Peter
- 239-285 Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
by Magnus, Jan R.
- 287-299 The estimation of the degree of oligopoly power
by Appelbaum, Elie
- 301-318 Regularity conditions for cox's test of non-nested hypotheses
by White, Halbert
- 319-331 The decomposition of frontier cost function deviations into measures of technical and allocative efficiency
by Kopp, Raymond J. & Diewert, W. Erwin
- 333-343 Linear regression using both temporally aggregated and temporally disaggregated data
by Palm, F. C. & Nijman, T. E.
- 345-366 Seasonality in dynamic regression models : A comparative study of finite sample properties of various regression estimators including band spectrum regression
by Bunzel, Henning & Hylleberg, Svend
- 367-378 Non-causality due to omitted variables
by Lutkepohl, Helmut
- 379-384 Empirical evidence of causality from consumer to wholesale prices
by Colclough, William G. & Lange, Mark D.
- 385-390 A forecasting property of the unrestricted, restricted, and partially restricted reduced-form coefficients
by Park, Soo-Bin
May 1982, Volume 19, Issue 1
- 1-5 Introduction
by Broemeling, Lyle
- 7-22 A Bayesian approach to retrospective identification of change-points
by Booth, N.B. & Smith, A.F.M.
- 23-29 Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
by Diaz, Joaquin
- 31-76 Recursive stability analysis of linear regression relationships: An exploratory methodology
by Dufour, Jean-Marie
- 77-87 A Bayesian analysis of a switching linear model
by Holbert, Donald
- 89-107 Robust inferences for structural shift in regression models
by Hsu, D.A.
- 109-123 Test for normality in the econometric disequilibrium markets model
by Lee, Lung-Fei
- 125-145 Testing separate regression models subject to specification error
by McAleer, Michael & Fisher, Gordon
- 147-163 Structural changes in time series models
by Salazar, Diego
- 165-182 A Bayesian and maximum likelihood analysis of a gradual switching regression in a simultaneous equation framework
by Tsurumi, Hiroki
April 1982, Volume 18, Issue 3
February 1982, Volume 18, Issue 2
- 191-205 Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
by Fujikoshi, Yasunori & Morimune, Kimio & Kunitomo, Naoto & Taniguchi, Masanobu
- 207-217 Recursive estimation of simultaneous equation models
by Chavas, Jean-Paul
- 219-237 Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation
by Kiefer, Nicholas M.
- 239-249 A bayesian analysis of a random coefficient model in a simple keynesian system
by Tsurumi, Hiroki & Shiba, Tsunemasa
- 251-261 Bayesian estimation of the switching regression model with autocorrelated errors
by Ohtani, Kazuhiro
- 263-274 On the comprehensive method of testing non-nested regression models
by Pesaran, M. H.
- 275-279 A stationary point for the stochastic frontier likelihood
by Waldman, Donald M.
- 281-284 Underestimation of mean square error matrix in misspecified linear models
by Terasvirta, Timo
- 285-289 Maximum likelihood estimation of stochastic frontier production models
by Greene, William H.
- 291-294 A note on testing demand homogeneity
by Bera, Anil K.
January 1982, Volume 18, Issue 1
December 1981, Volume 17, Issue 3
- 263-285 Conditional distributions of earnings, wages and hours for blacks and whites
by White, Halbert & Olson, Lawrence
- 287-304 Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis
by Geweke, John F. & Singleton, Kenneth J.
- 305-321 Sources of error in economic time series
by Pierce, David A.
- 323-331 Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
by Pesaran, M. H.
- 333-350 Model occurrence and model selection in panel data sets
by Poirier, Dale J. & Klepper, Steven
- 351-381 A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator
by Amemiya, Takeshi & Powell, James L.
- 383-387 A note on the moments of partially restricted reduced forms
by McCarthy, Michael D.
- 389-392 On the existence of moments of partially restricted reduced form estimators : A comment
by Swamy, P. A. V. B. & Mehta, J. S.
November 1981, Volume 17, Issue 2
- 141-155 Econometric modelling with non-normal disturbances
by Goldfeld, Stephen M. & Quandt, Richard E.
- 157-176 Granger-causality in multiple time series
by TjOstheim, Dag
- 177-188 An analysis of the bounds for the Gini coefficient
by McDonald, James B. & Ransom, Michael R.
- 189-200 Simultaneous equations with error components
by Baltagi, Badi H.
- 201-227 Departures from marginal-cost pricing in the American automobile industry : Estimates for 1977-1978
by Bresnahan, Timothy F.
- 229-252 The demand for deductibles in private health insurance : A probit model with sample selection
by Van de Ven, Wynand P. M. M. & Van Praag, Bernard M. S.
- 253-258 Further evidence on the robustness of the Tobit estimator to heteroskedasticity
by Arabmazar, Abbas & Schmidt, Peter
September 1981, Volume 17, Issue 1
- 1-19 Assessing the potential demand for electric cars
by Beggs, S. & Cardell, S. & Hausman, J.
- 21-49 Pooling : An experimental study of alternative testing and estimation procedures in a two-way error component model
by Baltagi, Badi H.
- 51-66 The alternative Durbin-Watson test : An assessment of Durbin and Watson's choice of test statistic
by King, M. L.
- 67-82 On the efficiency of the Cochrane-Orcutt estimator
by Taylor, William E.
- 83-97 Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
by Gourieroux, Christian & Monfort, Alain
- 99-105 Testing for serial correlation in simultaneous equation models : Some further results
by Harvey, A. C. & Phillips, G. D. A.
- 107-112 A note on studentizing a test for heteroscedasticity
by Koenker, Roger
- 113-123 Improved Stein-rule estimator for regression problems
by Carter, R. A. L.
- 125-125 Improved Stein-rule estimator for regression problems
by Vinod, H. D.
- 127-130 Large sample estimation and testing procedures for dynamic equation systems
by McDonald, John & Darroch, John
- 131-138 Large sample estimation and testing procedures for dynamic equation systems
by Palm, Franz & Zellner, Arnold
August 1981, Volume 16, Issue 3
- 277-294 Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
- 295-310 Problems with the estimation of moving average processes
by Davidson, James E. H.
- 311-337 A study of estimator densities and performance under misspecification
by Rhodes, George Jr. & Westbrook, M. Daniel
- 339-365 Short-run labor productivity in a dynamic model
by Morrison, C. J. & Berndt, E. R.
- 367-374 Omission of an observation from a regression analysis : A dicussion on efficiency loss, with applications
by Doran, Howard E.
- 375-398 Identification of rational expectations models
by Pesaran, M. H.
- 399-399 International meeting on analysis of sample survey data and sequential analysis
by Yahav, J. & Nathan, G.
June 1981, Volume 16, Issue 2
May 1981, Volume 16, Issue 1
- 1-1 Editor's introduction
by Maddala, G. S.
- 3-14 Likelihood of a model and information criteria
by Akaike, Hirotugu
- 15-20 Likelihood ratios, posterior odds and information criteria
by Atkinson, A. C.
- 21-33 A comparison of the information and posterior probability criteria for model selection
by Chow, Gregory C.
- 35-49 Alternative formulations of the Nerlove-Press models
by Maddala, G. S. & Trost, R. P.
- 51-69 Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data
by Lee, Lung-Fei
- 71-87 Alternative tests of rational expectations models : The case of the term structure
by Shiller, Robert J.
- 89-102 On the estimation of inflationary expectations from qualitative responses
by Fishe, Raymond P. H. & Lahiri, Kajal
- 103-119 Alternative procedures and associated tests of significance for non-nested hypotheses
by Fisher, Gordon R. & McAleer, Michael
- 121-130 Some properties of time series data and their use in econometric model specification
by Granger, C. W. J.
- 131-138 The role of bounded-influence estimation in model selection
by Krasker, William S.
- 139-149 On the concept of non-significant functions and its implications for regression analysis
by Mundlak, Yair
- 151-152 Posterior odds ratios for regression hypotheses : General considerations and some specific results
by Zellner, Arnold
- 153-153 Specification and inference in linear models
by Florens, J. -P. & Mouchart, M. & Richard, J. -F.
- 154-154 On the nature and discovery of structure
by Pratt, John W. & Schlaifer, Robert
- 155-155 Panel data and unobservable individual effects
by Hausman, Jerry A. & Taylor, William E.
- 156-156 Are employment decisions based on rational expectations?
by Muellbauer, John
- 157-157 Single-market disequilibrium models : Estimating and testing
by Goldfeld, Stephen M. & Quandt, Richard E.
- 158-158 Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
by Pesaran, M. H.
- 159-159 Model formulation to simplify selection when specification is uncertain
by Hendry, David F. & Richard, Jean-Francois
- 160-161 Identification in models with autoregressive errors
by Sargan, J. D.
- 162-162 Estimating regression models of finite but unknown order
by Geweke, John & Meese, Richard
- 163-163 Robust estimation of ARIMA models
by Vandaele, Walter
- 164-164 Models of duration dependence
by Chamberlain, Gary
- 165-165 Approximations for densities of sufficient estimators
by Durbin, J.
- 166-166 Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters
by Gourieroux, Christian & Holly, Alberto & Monfort, Alain
- 167-167 Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity
by Belsley, David A.
April 1981, Volume 15, Issue 3
February 1981, Volume 15, Issue 2
- 177-209 A random coefficient approach to seasonal adjustment of economic time series
by Havenner, A. & Swamy, P. A. V. B.
- 211-245 On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form
by Gallant, A. Ronald
- 247-263 Causality and the independence phenomenon : The case of the demand for money
by Hernandez-Iglesias, C. & Hernandez-Iglesias, F.
- 265-287 Testing the restrictions implied by the rational expectations hypothesis
by Hoffman, Dennis L. & Schmidt, Peter
- 289-298 Estimators without moments : The case of the reciprocal of a normal mean
by Zaman, Asad
- 299-307 Joint estimation and testing for functional form and heteroskedasticity
by Lahiri, Kajal & Egy, Daniel
- 309-309 News Item
by Perryman, M. Ray
January 1981, Volume 15, Issue 1
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