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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
- 13-24 On the control of structural models
by Norman, Alfred L.
- 25-28 On the control of structural models--comment
by Chow, Gregory C.
- 29-29 On the control of structural models--reply
by Norman, Alfred L.
- 31-48 A maximum probability approach to short-run policy
by Tinsley, P. & Von Zur Muehlen, P.
- 49-62 On the accuracy and efficiency of polynomial approximations in optimal macroeconomic policy determination
by Palash, Carl J.
- 65-92 Assessing international interdependence with a multi-country model
by Howe, Howard & Hernandez-Cata, Ernesto & Stevens, Guy & Berner, Richard & Clark, Peter & Kwack, Sung Y.
- 93-114 Indexing the U.S. economy : Simulation results with the MPS model
by Flannery, Mark J. & Johnson, Lewis
- 117-137 An expose of disguised deposits
by Tinsley, P. A. & Garrett, Bonnie & Friar, Monica
- 139-154 Imperfect asset elasticities and financial model building
by Melton, William C. & Vance Roley, V.
- 155-173 Economies to scale in federal reserve check processing operations
by Humphrey, David Burras
December 1980, Volume 14, Issue 3
- 287-306 Econometric analysis of residential time-of-use electricity pricing experiments
by Caves, Douglas W. & Christensen, Laurits R.
- 307-328 Further experience in Bayesian analysis using Monte Carlo integration
by van Dijk, H. K. & Kloek, T.
- 329-347 Decision rules for the choice of structural equations
by Morimune, Kimio & Sawa, Takamitsu
- 349-364 Consistent moment estimators of regression coefficients in the presence of errors in variables
by Pal, Manoranjan
- 365-379 Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1
by De Gooijer, Jan G.
- 381-394 A note on the exact transformation associated with the first-order moving average process
by Balestra, Pietro
October 1980, Volume 14, Issue 2
- 161-181 A comparison of estimators for undersized samples
by Swamy, P. A. V. B.
- 183-194 On the existence of moments of partially restricted reduced form coefficients
by Swamy, P. A. V. B. & Mehta, J. S.
- 195-202 Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
by Kiefer, Nicholas M.
- 203-225 On the efficient computation of the nonlinear full-information maximum-likelihood estimator
by Belsley, David A.
- 227-238 Long memory relationships and the aggregation of dynamic models
by Granger, C. W. J.
- 239-246 Classification probabilities for the disequilibrium model
by Gersovitz, Mark
- 247-255 Implications of the specification of technologies : Further evidence
by Geary, Patrick T. & McDonnell, Edward J.
- 257-264 Approximate maximum likelihood estimation with data sets that exceed computer limits
by Duncan, Gregory M.
- 265-270 The coefficient of determination and simultaneous equation systems
by Knight, John L.
- 271-276 The structure of simultaneous equations estimators : A comment
by Anderson, G. J.
- 277-280 Experience with using the Box-Cox transformation when forecasting economic time series : A comment
by Poirier, Dale J.
September 1980, Volume 14, Issue 1
- 3-8 Editor's introduction to part I
by A. Barnett, William
- 11-48 Economic monetary aggregates an application of index number and aggregation theory
by Barnett, William A.
- 49-53 Economic monetary aggregates--comment
by Clements, Kenneth W. & Nguyen, Phuong
- 55-56 Economic monetary aggregates--comment
by Offenbacher, Edward K.
- 57-59 Economic monetary aggregates--reply
by Barnett, William A.
- 61-91 Indicator and filter attributes of monetary aggregates : A nit-picking case for disaggregation
by Tinsley, P. A. & Spindt, P. A. & Friar, M. E.
- 95-114 Data revisions with moving average seasonal adjustment procedures
by Pierce, David A.
- 115-136 Effects of alternative seasonal adjustment procedures on monetary policy
by Maravall, Agustin
- 137-140 Effects of alternative seasonal adjustment procedures on monetary policy -- comment
by Stokes, Houston H.
- 141-158 Dynamic factor demand schedules for labor and capital under rational expectations
by Meese, Richard
August 1980, Volume 13, Issue 3
- 269-291 Full-information estimates of a nonlinear macroeconometric model
by Fair, Ray C. & Parke, William R.
- 293-303 On the estimation of multinomial logit models from relative frequency data
by Parks, Richard W.
- 305-325 Random coefficient first-order autoregressive models
by Liu, Lon-Mu & Tiao, George C.
- 327-340 Useful invariance results for generalized regression models
by Breusch, Trevor S.
- 341-363 Some identification and estimation results for regression models with stochastically varying coefficients
by Pagan, Adrian
- 365-390 On having your cake and eating it too : Econometric problems in estimating the demand for health services
by Newhouse, Joseph P. & Phelps, Charles E. & Marquis, M. Susan
- 391-402 To pool or not to pool? : A reexamination of Tobin's food demand problem
by Izan, Haji Y.
June 1980, Volume 13, Issue 2
- 139-157 Predictors for the first-order autoregressive process
by Fuller, Wayne A. & Hasza, David P.
- 159-183 Finite sample properties of estimators for autoregressive moving average models
by Ansley, Craig F. & Newbold, Paul
- 185-201 Estimating the autocorrelated error model with trended data
by Park, Rolla Edward & Mitchell, Bridger M.
- 203-223 Small sample considerations in estimation from panel data
by Taylor, William E.
- 225-251 The estimation of the ambulatory medical care technology where output is an unobservable variable
by Over, A. Jr. & Smith, Kenneth R.
- 253-266 Fiscal versus monetary policy : An application of transfer functions
by Maloney, M. T. & Ireland, M. E.
May 1980, Volume 13, Issue 1
- 1-3 Editors' introduction
by Aigner, Dennis J. & Schmidt, Peter
- 5-25 A survey of frontier production functions and of their relationship to efficiency measurement
by Forsund, Finn R. & Lovell, C. A. Knox & Schmidt, Peter
- 27-56 Maximum likelihood estimation of econometric frontier functions
by Greene, William H.
- 57-66 Likelihood functions for generalized stochastic frontier estimation
by Stevenson, Rodney E.
- 67-82 A Monte Carlo study of estimators of stochastic frontier production functions
by Olson, Jerome A. & Schmidt, Peter & Waldman, Donald M.
- 83-100 Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated
by Schmidt, Peter & Lovell, C. A. Knox
- 101-115 On the estimation of a flexible frontier production model
by Greene, William H.
- 117-138 On the estimation of deterministic and stochastic frontier production functions : A comparison
by Broek, Julien van den & Forsund, Finn R. & Hjalmarsson, Lennart & Meeusen, Wim
April 1980, Volume 12, Issue 3
- 251-283 Large sample estimation and testing procedures for dynamic equation systems
by Palm, Franz & Zellner, Arnold
- 285-299 The efficiency of estimating a random coefficient model
by Raj, Baldev & Srivastava, Virender Kumar & Upadhyaya, Sushama
- 301-318 Small samples and collateral information : An application of the hyperparameter model
by Trivedi, P. K.
- 319-333 A test of a disequilibrium model
by Hwang, Hae-shin
- 335-351 On the evaluation of poly-t density functions
by Richard, J. -F. & Tompa, H.
- 353-363 Finding common seasonal patterns among time series : An MDS approach
by Raveh, Adi & Tapiero, Charles S.
- 365-374 Predictions from ARMAX models
by Baillie, Richard T.
- 375-387 The lag relationship between wholesale and consumer prices : An application of the Hatanaka-Wallace procedure
by Lew Silver, J. & Dudley Wallace, T.
- 389-392 A note on a Bayesian estimator in an autocorrelated error model
by Griffiths, William & Dao, Dan
February 1980, Volume 12, Issue 2
- 103-142 Linear prediction and estimation methods for regression models with stationary stochastic coefficients
by Swamy, P. A. V. B. & Tinsley, P. A.
- 143-150 Improved stein-rule estimator for regression problems
by Vinod, H. D.
- 151-159 Estimation of regression coefficients after a preliminary test for homoscedasticity
by Ohtani, Kazuhiro & Toyoda, Toshihisa
- 161-176 A ridge-like method for simultaneous estimation of simultaneous equations
by Maasoumi, Esfandiar
- 177-187 New evidence on the small properties of estimators of sur models with autocorrelated disturbances
by Maeshiro, Asatoshi
- 189-207 Endogenous capital utilization in a short-run production model : Theory and an empiral application
by Epstein, L. & Denny, M.
- 209-217 Partial observability in bivariate probit models
by Poirier, Dale J.
- 219-230 Forecasting contemporal aggregates of multiple time series
by Tiao, G. C. & Guttman, Irwin
- 231-243 The use of indicator variables in computing predictions
by Fuller, Wayne A.
- 245-246 On the expected length of the least squares coefficient vector
by Brook, Richard J. & Moore, Terry
January 1980, Volume 12, Issue 1
- 1-2 Editor's introduction
by Dent, Warren T.
- 3-22 Test procedures and test problems for least squares algorithms
by Wampler, Roy H.
- 23-39 Simultaneous equations estimation : Computational aspects
by Jennings, L. S.
- 41-48 Rules and software for detecting rank degeneracy
by Golub, Gene & Klema, Virginia & Peters, Stephen C.
- 49-58 On restricted estimation in linear models
by Dent, Warren T.
- 59-84 Computations for constrained linear models
by Gallant, A. Ronald & Gerig, Thomas M.
- 85-102 Autoreg: a computer program library for dynamic econometric models with autoregressive errors
by Hendry, David F. & Srba, Frank
1979, Volume 11, Issue 2-3
- 207-232 Expectations and labor market adjustments
by Crawford, Robert G.
- 233-246 A random coefficient probit model with an application to a study of migration
by Akin, John S. & Guilkey, David K. & Sickles, Robin
- 247-258 Estimation in truncated samples when there is heteroscedasticity
by Hurd, Michael
- 259-274 A switching regression method using inequality conditions
by Tishler, Asher & Zang, Israel
- 275-302 Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
by Gallant, A. Ronald & Jorgenson, Dale W.
- 303-317 A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
by Corradi, Corrado
- 319-334 The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators
by Giles, D. E. A. & Rayner, A. C.
- 335-351 A temporal cross-section approach to the price equation
by Barth, James & Kraft, Arthur & Kraft, John
- 353-361 Disequilibrium econometrics in dynamic models
by Laffont, Jean-Jacques & Monfort, Alain
- 363-365 The concentration ellipsoid of a random vector
by Phillips, P. C. B.
September 1979, Volume 11, Issue 1
- 1-5 Editors' introduction
by Aigner, Dennis J. & Morris, Carl N.
- 7-26 A brief introduction to the methodology of optimal experimental design
by Aigner, Dennis J.
- 27-42 A model for optimizing experimental designs for estimating response surfaces
by Conlisk, John & Watts, Harold
- 43-61 A finite selection model for experimental design of the health insurance study
by Morris, Carl
- 63-76 Design for simultaneous equations
by Conlisk, John
- 77-115 Social experiments in economics
by Ferber, Robert & Hirsch, Werner Z.
- 117-129 Measurement issues in the second generation of social experiments : The health insurance study
by Newhouse, Joseph P. & Marquis, Kent H. & Morris, Carl N. & Phelps, Charles E. & Rogers, William H.
- 131-194 Design of the Los Angeles peak-load pricing experiment for electricity
by Manning, Williard Jr. & Mitchell, Bridger M. & Acton, Jan Paul
- 195-205 Sample design for electricity pricing experiments : Anticipated precision for a time-of-day pricing experiment
by Aigner, Dennis J.
August 1979, Volume 10, Issue 3
June 1979, Volume 10, Issue 2
- 127-145 Market analysis with rational expectations : Theory and estimation
by Huntzinger, R. La Var
- 147-163 The analysis of seasonal economic models
by Plosser, Charles I.
- 165-191 A comparative study of complete systems of demand functions
by Klevmarken, N. Anders
- 193-199 The translog production function : Some evidence from establishment data
by Corbo, Vittorio & Meller, Patricio
- 201-220 Bayesian estimation of a random coefficient model
by Griffiths, William E. & Drynan, Ross G. & Prakash, Surekha
- 221-226 Hypothesis testing based on goodness-of-fit in the moving average time series model
by Nelson, Charles R. & Shea, Gary S.
- 227-241 Estimation of a dynamic system of seemingly unrelated regressions with autoregressive disturbances
by Spencer, David E.
- 243-252 Linear regression using both temporally aggregated and temporally disaggregated data
by Hsiao, Cheng
- 253-256 The characterization of instantaneous causality : A correction
by Michael Price, J.
- 257-259 The characterization of instantaneous causality : A comment
by Pierce, David A. & Haugh, Larry D.
April 1979, Volume 10, Issue 1
- 1-14 Estimation of common coefficients in two regression equations
by Swamy, P. A. V. B. & Mehta, J. S.
- 15-32 Estimation of seemingly unrelated regression equations : A brief survey
by Srivastava, V. K. & Dwivedi, T. D.
- 33-42 Some small sample properties of estimators and test statistics in the multivariate logit model
by Guilkey, David K. & Schmidt, Peter
- 43-55 Estimation with aggregated data
by Farebrother, R. W.
- 57-69 Experience with using the Box-Cox transformation when forecasting economic time series
by Nelson, Harold Jr. & Granger, C. W. J.
- 71-84 Modeling the price side of econometric models : An analysis of the underlying hypotheses
by Neftci, Salih N.
- 85-98 Technical change in the U.S. primary metals industry
by Wills, John
- 99-102 The error components model : Conditions for the existence of the maximum likelihood estimates
by Berzeg, Korhan
- 103-107 Prediction in the context of the variance-components model
by Taub, Allan J.
- 109-113 Goodness-of-fit in the seemingly unrelated regressions model : A generalization
by Buse, A.
- 115-118 On the characterization of a joint probability distribution by conditional distributions
by Gourieroux, Christian & Monfort, Alain
- 119-123 Pre-testing on part of the data
by Toyoda, T. & Wallace, T. Dudley
February 1979, Volume 9, Issue 3
- 241-261 The sampling distribution of forecasts from a first-order autoregression
by Phillips, Peter C. B.
- 263-281 FIML estimation of the dynamic simultaneous equations model with ARMA disturbances
by Reinsel, Greg
- 283-294 Testing price taking behavior
by Appelbaum, Elie
- 295-314 The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
by Hendry, David F.
- 315-342 On the computational competitiveness of full-information maximum-likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
by Besley, David A.
- 343-366 Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers
by Schmidt, Peter & Knox Lovell, C. A.
- 368-377 Optimal instruments when the disturbances are small
by Klein, Roger W.
- 379-385 Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
by Gupta, Yash Pal & Maasoumi, Esfandiar
- 387-389 Prediction from binary choice models : A note
by Lancaster, Tony
January 1979, Volume 9, Issue 1-2
- 13-32 Residential load curves and time-of-day pricing : An econometric analysis
by Granger, Clive W. J. & Engle, Robert & Ramanathan, Ramu & Andersen, Allan
- 33-57 Residential demand for electricity : An econometric approach
by Hendricks, Wallace & Koenker, Roger & Poirier, Dale J.
- 59-77 The residential demand for electricity with time-of-day pricing
by Lawrence, Anthony & Braithwait, Steven
- 79-95 Responsiveness to time-of-day electricity pricing : First empirical results
by Atkinson, Scott E.
- 97-115 On modelling the residential demand for electricity by time-of-day
by Taylor, Lester D.
- 119-136 Econometric estimation of peak electricity demands
by Spann, Robert M. & Beauvais, Edward C.
- 137-153 An approach to modeling seasonally stationary time series
by Parzen, Emanuel & Pagano, Marcello
- 155-171 A mixed time-series/econometric approach to forecasting peak system load
by Uri, Noel D.
- 175-192 Optimal peak load pricing with time-additive consumer preferences
by Koenker, Roger
- 193-207 Theoretical determinants of the industrial demand for electricity by time of day
by Panzar, John C. & Willig, Robert D.
- 209-221 Bayesian analysis of optimal sample size and a best decision rule for experiments in direct load control
by Aigner, Dennis J.
- 223-237 Multi-period pricing with stochastic demand
by Dansby, Robert E.
December 1978, Volume 8, Issue 3
- 267-267 Editorial
by Aigner, Dennis & Zellner, Arnold
- 269-293 Local and global identification and strong consistency in time series models
by Kohn, R.
- 295-306 On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
by Dubbelman, C. & Louter, A. S. & Abrahamse, A. P. J.
- 307-321 Posterior distribution for the multiple correlation coefficient with fixed regressors
by Press, S. James & Zellner, Arnold
- 323-356 On the efficient estimation methods for the macro-economic models nonlinear in variables
by Hatanaka, Michio
- 357-382 Estimation of some limited dependent variable models with application to housing demand
by Lee, Lung-Fei & Trost, Robert P.
- 383-398 On testing weak separability
by Woodland, Alan D.
October 1978, Volume 8, Issue 2
- 127-158 Estimation of functions of population means and regression coefficients including structural coefficients : A minimum expected loss (MELO) approach
by Zellner, Arnold
- 159-172 The exact moments of the least squares estimator for the autoregressive model
by Sawa, Takamitsu
- 173-179 Single-equation estimators and aggregation restrictions when equations have the same sets of regressors
by Denton, Frank T.
- 181-192 Determining the final form of a linear dynamic econometric model
by De Jong, Piet
- 193-201 Testing unstable econometric models for stability : An empirical study
by Gustafson, Elizabeth F.
- 203-213 On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
by Fomby, Thomas B. & Guilkey, David K.
- 215-226 Labour supply and commuting time : An empirical study
by Wales, Terence J.
- 227-236 Testing for multiplicative heteroskedasticity
by Godfrey, Leslie G.
- 237-246 The effect of temporal aggregation on parameter estimation in distributed lag model
by Wei, William W. S.
- 247-254 Rational and polynomial lags : The finite connection
by Pagan, Adrian
- 255-259 Fourth-order autocorrelation : Further significance points for the Wallis test
by Giles, D. E. A. & King, M. L.
- 261-263 Consistency and identifiability
by Gabrielsen, Arne
August 1978, Volume 8, Issue 1
- 1-12 Estimation and testing for functional form and autocorrelation : A simultaneous approach
by Savin, N. E. & White, Kenneth J.
- 13-21 On a two-step estimation of a multivariate logit model
by Amemiya, Takeshi
- 23-31 The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
by Deistler, Manfred
- 33-46 Multidimensional scaling : Some econometric applications
by Maital, Shlomo
- 47-59 Generalized variance-ratio tests for serial correlation in multivariate regression models
by Szroeter, Jerzy
- 61-74 Efficient estimation of income distribution parameters
by Kloek, Teun & van Dijk, Herman K.
- 75-101 Parking location and transit demand : A case study of endogenous attributes in disaggregate mode choice models
by Westin, Richard B. & Gillen, David W.
- 103-110 A new method of estimating Engel elasticities
by Kakwani, Nanak
- 111-125 Federally subsidized occupational training and the employment and earnings of male trainees
by Kiefer, Nicholas M.
April 1978, Volume 7, Issue 3
- 263-279 Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
by Mehta, Jatinder S. & Narasimham, Gorti V. L. & Swamy, Paravastu A. V. B.
- 281-312 Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
by Magnus, Jan R.
- 313-331 An empirical analysis of linear aggregation problems : The case of investment behavior in Japanese firms
by Sasaki, Komei
- 333-350 First-order identification in linear models
by Monfort, Alain
- 351-372 Optimal experimental design in econometrics : The time series problem
by Papakyriazis, Panagiotis A.
- 373-384 Polynomial operators and the asymptotic distribution of dynamic multipliers
by Gill, Leonard & Brissimis, Sophocles N.
- 385-389 The stochastic frontier production function and average efficiency : An empirical analysis
by Lee, Lung-Fei & Tyler, William G.
- 391-395 Optimality of least squares in the seemingly unrelated regression equation model
by Dwivedi, T. D. & Srivastava, V. K.
June 1978, Volume 7, Issue 2
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