Table of contents for issues of Journal of Econometrics

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Volume 12, Number 1, January, 1980
Volume 12, Number 2, February, 1980
Volume 12, Number 3, April, 1980
Volume 13, Number 1, May, 1980
Volume 13, Number 2, June, 1980
Volume 13, Number 3, August, 1980
Volume 14, Number 1, September, 1980
Volume 14, Number 2, October, 1980
Volume 14, Number 3, December, 1980
Volume 15, Number 1, January, 1981
Volume 15, Number 2, February, 1981
Volume 15, Number 3, April, 1981
Volume 16, Number 1, May, 1981
Volume 16, Number 2, June, 1981
Volume 16, Number 3, August, 1981
Volume 17, Number 1, September, 1981
Volume 17, Number 2, November, 1981
Volume 17, Number 3, December, 1981
Volume 18, Number 1, January, 1982
Volume 18, Number 2, February, 1982
Volume 18, Number 3, April, 1982
Volume 19, Number 1, May, 1982
Volume 19, Number 2--3, August, 1982
Volume 20, Number 1, October, 1982
Volume 20, Number 2, November, 1982
Volume 20, Number 3, December, 1982
Volume 21, Number 1, January, 1983
Volume 21, Number 2, February, 1983
Volume 21, Number 3, April, 1983
Volume 22, Number 1--2, May / June, 1983
Volume 22, Number 3, August, 1983
Volume 23, Number 2, October, 1983
Volume 23, Number 3, December, 1983
Volume 24, Number 1--2, January / February, 1984
Volume 24, Number 3, March, 1984
Volume 25, Number 1--2, May / June, 1984
Volume 25, Number 3, July, 1984
Volume 26, Number 1--2, September / October, 1984
Volume 26, Number 3, December, 1984
Volume 27, Number 1, January, 1985
Volume 27, Number 2, February, 1985
Volume 27, Number 3, March, 1985
Volume 28, Number 1, April, 1985
Volume 28, Number 2, May, 1985
Volume 28, Number 3, June, 1985
Volume 29, Number 1--2, July / August, 1985
Volume 29, Number 3, September, 1985
Volume 30, Number 1--2, October / November, 1985
Volume 30, Number 3, December, 1985
Volume 31, Number 1, February, 1986
Volume 31, Number 2, March, 1986
Volume 31, Number 3, April, 1986
Volume 32, Number 1, June, 1986
Volume 32, Number 2, July, 1986
Volume 32, Number 3, August, 1986
Volume 33, Number 1--2, October / November, 1986
Volume 33, Number 3, December, 1986
Volume 34, Number 1--2, January / February, 1987
Volume 34, Number 3, March, 1987
Volume 35, Number 1, May, 1987
Volume 35, Number 2--3, July, 1987
Volume 36, Number 1--2, September / October, 1987
Volume 36, Number 3, November, 1987
Volume 37, Number 1, January, 1988
Volume 37, Number 2, February, 1988
Volume 37, Number 3, March, 1988
Volume 38, Number 1--2, May / June, 1988
Volume 38, Number 3, July, 1988
Volume 39, Number 1--2, September / October, 1988
Volume 39, Number 3, November, 1988
Volume 40, Number 1, January, 1989
Volume 40, Number 2, February, 1989
Volume 40, Number 3, March, 1989
Volume 41, Number 1, May, 1989
Volume 41, Number 2, June, 1989
Volume 41, Number 3, July, 1989
Volume 42, Number 1, September, 1989
Volume 42, Number 2, October, 1989
Volume 42, Number 3, November, 1989
Volume 161, Number 2, April 1, 2011
Volume 174, Number 1, May, 2013


Journal of Econometrics
Volume 12, Number 1, January, 1980

                 Warren T. Dent   Editor's introduction  . . . . . . . . . 1--2
                 Roy H. Wampler   Test procedures and test problems for
                                  least squares algorithms . . . . . . . . 3--22
                 L. S. Jennings   Simultaneous equations estimation:
                                  Computational aspects  . . . . . . . . . 23--39
                 Gene Golub and   
             Virginia Klema and   
              Stephen C. Peters   Rules and software for detecting rank
                                  degeneracy . . . . . . . . . . . . . . . 41--48
                 Warren T. Dent   On restricted estimation in linear
                                  models . . . . . . . . . . . . . . . . . 49--58
          A. Ronald Gallant and   
                Thomas M. Gerig   Computations for constrained linear
                                  models . . . . . . . . . . . . . . . . . 59--84
            David F. Hendry and   
                     Frank Srba   Autoreg: a computer program library for
                                  dynamic econometric models with
                                  autoregressive errors  . . . . . . . . . 85--102
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--102 (January 1980)  . . . . . . ??

Journal of Econometrics
Volume 12, Number 2, February, 1980

          P. A. V. B. Swamy and   
                  P. A. Tinsley   Linear prediction and estimation methods
                                  for regression models with stationary
                                  stochastic coefficients  . . . . . . . . 103--142
                    H. D. Vinod   Improved stein-rule estimator for
                                  regression problems  . . . . . . . . . . 143--150
            Kazuhiro Ohtani and   
               Toshihisa Toyoda   Estimation of regression coefficients
                                  after a preliminary test for
                                  homoscedasticity . . . . . . . . . . . . 151--159
             Esfandiar Maasoumi   A ridge-like method for simultaneous
                                  estimation of simultaneous equations . . 161--176
              Asatoshi Maeshiro   New evidence on the small properties of
                                  estimators of sur models with
                                  autocorrelated disturbances  . . . . . . 177--187
                 L. Epstein and   
                       M. Denny   Endogenous capital utilization in a
                                  short-run production model: Theory and
                                  an empirical application . . . . . . . . 189--207
                Dale J. Poirier   Partial observability in bivariate
                                  probit models  . . . . . . . . . . . . . 209--217
                 G. C. Tiao and   
                  Irwin Guttman   Forecasting contemporal aggregates of
                                  multiple time series . . . . . . . . . . 219--230
                Wayne A. Fuller   The use of indicator variables in
                                  computing predictions  . . . . . . . . . 231--243
           Richard J. Brook and   
                    Terry Moore   On the expected length of the least
                                  squares coefficient vector . . . . . . . 245--246
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 247--248
                      Anonymous   Pages 103--248 (February 1980) . . . . . ??

Journal of Econometrics
Volume 12, Number 3, April, 1980

                      Anonymous   Announcement . . . . . . . . . . . . . . 249--249
                 Franz Palm and   
                 Arnold Zellner   Large sample estimation and testing
                                  procedures for dynamic equation systems  251--283
                 Baldev Raj and   
  Virender Kumar Srivastava and   
              Sushama Upadhyaya   The efficiency of estimating a random
                                  coefficient model  . . . . . . . . . . . 285--299
                  P. K. Trivedi   Small samples and collateral
                                  information: An application of the
                                  hyperparameter model . . . . . . . . . . 301--318
                 Hae-shin Hwang   A test of a disequilibrium model . . . . 319--333
              J.-F. Richard and   
                       H. Tompa   On the evaluation of poly-$t$ density
                                  functions  . . . . . . . . . . . . . . . 335--351
                  Adi Raveh and   
             Charles S. Tapiero   Finding common seasonal patterns among
                                  time series: An MDS approach . . . . . . 353--363
             Richard T. Baillie   Predictions from ARMAX models  . . . . . 365--374
              J. Lew Silver and   
              T. Dudley Wallace   The lag relationship between wholesale
                                  and consumer prices: An application of
                                  the Hatanaka-Wallace procedure . . . . . 375--387
          William Griffiths and   
                        Dan Dao   A note on a Bayesian estimator in an
                                  autocorrelated error model . . . . . . . 389--392
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 393--393
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 395--396
                      Anonymous   Pages 249--396 (April 1980)  . . . . . . ??


Journal of Econometrics
Volume 13, Number 1, May, 1980

                      Anonymous   Editorial board  . . . . . . . . . . . . ii--ii
           Dennis J. Aigner and   
                  Peter Schmidt   Editors' introduction  . . . . . . . . . 1--3
     Finn R. Fòrsund and   
          C. A. Knox Lovell and   
                  Peter Schmidt   A survey of frontier production
                                  functions and of their relationship to
                                  efficiency measurement . . . . . . . . . 5--25
              William H. Greene   Maximum likelihood estimation of
                                  econometric frontier functions . . . . . 27--56
            Rodney E. Stevenson   Likelihood functions for generalized
                                  stochastic frontier estimation . . . . . 57--66
            Jerome A. Olson and   
              Peter Schmidt and   
              Donald M. Waldman   A Monte Carlo study of estimators of
                                  stochastic frontier production functions 67--82
              Peter Schmidt and   
              C. A. Knox Lovell   Estimating stochastic production and
                                  cost frontiers when technical and
                                  allocative inefficiency are correlated   83--100
              William H. Greene   On the estimation of a flexible frontier
                                  production model . . . . . . . . . . . . 101--115
       Julien van den Broek and   
     Finn R. Fòrsund and   
        Lennart Hjalmarsson and   
                    Wim Meeusen   On the estimation of deterministic and
                                  stochastic frontier production
                                  functions: A comparison  . . . . . . . . 117--138
                      Anonymous   Pages 1--138 (May 1980)  . . . . . . . . ??

Journal of Econometrics
Volume 13, Number 2, June, 1980

            Wayne A. Fuller and   
                 David P. Hasza   Predictors for the first-order
                                  autoregressive process . . . . . . . . . 139--157
            Craig F. Ansley and   
                   Paul Newbold   Finite sample properties of estimators
                                  for autoregressive moving average models 159--183
          Rolla Edward Park and   
            Bridger M. Mitchell   Estimating the autocorrelated error
                                  model with trended data  . . . . . . . . 185--201
              William E. Taylor   Small sample considerations in
                                  estimation from panel data . . . . . . . 203--223
               A. Mead Over and   
               Kenneth R. Smith   The estimation of the ambulatory medical
                                  care technology where output is an
                                  unobservable variable  . . . . . . . . . 225--251
              M. T. Maloney and   
                  M. E. Ireland   Fiscal versus monetary policy: An
                                  application of transfer functions  . . . 253--266
                      Anonymous   Announcement . . . . . . . . . . . . . . 267--268
                      Anonymous   Pages 139--268 (June 1980) . . . . . . . ??

Journal of Econometrics
Volume 13, Number 3, August, 1980

                Ray C. Fair and   
               William R. Parke   Full-information estimates of a
                                  nonlinear macroeconometric model . . . . 269--291
               Richard W. Parks   On the estimation of multinomial logit
                                  models from relative frequency data  . . 293--303
                 Lon-Mu Liu and   
                 George C. Tiao   Random coefficient first-order
                                  autoregressive models  . . . . . . . . . 305--325
              Trevor S. Breusch   Useful invariance results for
                                  generalized regression models  . . . . . 327--340
                   Adrian Pagan   Some identification and estimation
                                  results for regression models with
                                  stochastically varying coefficients  . . 341--363
         Joseph P. Newhouse and   
          Charles E. Phelps and   
               M. Susan Marquis   On having your cake and eating it too:
                                  Econometric problems in estimating the
                                  demand for health services . . . . . . . 365--390
                   Haji Y. Izan   To pool or not to pool?: A reexamination
                                  of Tobin's food demand problem . . . . . 391--402
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 403--404
                      Anonymous   Pages 269--404 (August 1980) . . . . . . ??


Journal of Econometrics
Volume 14, Number 1, September, 1980

                      Anonymous   Combined contents-parts I and II . . . . 1--2
             William A. Barnett   Editor's introduction to Part I  . . . . 3--8
             William A. Barnett   Economic monetary aggregates an
                                  application of index number and
                                  aggregation theory . . . . . . . . . . . 11--48
        Kenneth W. Clements and   
                  Phuong Nguyen   Economic monetary aggregates-comment . . 49--53
          Edward K. Offenbacher   Economic monetary aggregates-comment . . 55--56
             William A. Barnett   Economic monetary aggregates-reply . . . 57--59
              P. A. Tinsley and   
               P. A. Spindt and   
                    M. E. Friar   Indicator and filter attributes of
                                  monetary aggregates: A nit-picking case
                                  for disaggregation . . . . . . . . . . . 61--91
                David A. Pierce   Data revisions with moving average
                                  seasonal adjustment procedures . . . . . 95--114
               Agustin Maravall   Effects of alternative seasonal
                                  adjustment procedures on monetary policy 115--136
              Houston H. Stokes   Effects of alternative seasonal
                                  adjustment procedures on monetary policy
                                  --- comment  . . . . . . . . . . . . . . 137--140
                  Richard Meese   Dynamic factor demand schedules for
                                  labor and capital under rational
                                  expectations . . . . . . . . . . . . . . 141--158
                      Anonymous   Book Review: \booktitleAnnals of Applied
                                  Econometrics 1980-3  . . . . . . . . . . 159--159
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--159 (September 1980)  . . . . . ??

Journal of Econometrics
Volume 14, Number 2, October, 1980

              P. A. V. B. Swamy   A comparison of estimators for
                                  undersized samples . . . . . . . . . . . 161--181
          P. A. V. B. Swamy and   
                    J. S. Mehta   On the existence of moments of partially
                                  restricted reduced form coefficients . . 183--194
             Nicholas M. Kiefer   Estimation of fixed effect models for
                                  time series of cross-sections with
                                  arbitrary intertemporal covariance . . . 195--202
               David A. Belsley   On the efficient computation of the
                                  nonlinear full-information
                                  maximum-likelihood estimator . . . . . . 203--225
               C. W. J. Granger   Long memory relationships and the
                                  aggregation of dynamic models  . . . . . 227--238
                 Mark Gersovitz   Classification probabilities for the
                                  disequilibrium model . . . . . . . . . . 239--246
           Patrick T. Geary and   
            Edward J. McDonnell   Implications of the specification of
                                  technologies: Further evidence . . . . . 247--255
              Gregory M. Duncan   Approximate maximum likelihood
                                  estimation with data sets that exceed
                                  computer limits  . . . . . . . . . . . . 257--264
                 John L. Knight   The coefficient of determination and
                                  simultaneous equation systems  . . . . . 265--270
                 G. J. Anderson   The structure of simultaneous equations
                                  estimators: A comment  . . . . . . . . . 271--276
                Dale J. Poirier   Experience with using the Box--Cox
                                  transformation when forecasting economic
                                  time series: A comment . . . . . . . . . 277--280
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 281--281
                      Anonymous   Announcements  . . . . . . . . . . . . . 283--283
                      Anonymous   Pages 161--283 (October 1980)  . . . . . ??

Journal of Econometrics
Volume 14, Number 3, December, 1980

                      Anonymous   Announcement . . . . . . . . . . . . . . 285--285
           Douglas W. Caves and   
         Laurits R. Christensen   Econometric analysis of residential
                                  time-of-use electricity pricing
                                  experiments  . . . . . . . . . . . . . . 287--306
             H. K. van Dijk and   
                       T. Kloek   Further experience in Bayesian analysis
                                  using Monte Carlo integration  . . . . . 307--328
             Kimio Morimune and   
                 Takamitsu Sawa   Decision rules for the choice of
                                  structural equations . . . . . . . . . . 329--347
                 Manoranjan Pal   Consistent moment estimators of
                                  regression coefficients in the presence
                                  of errors in variables . . . . . . . . . 349--364
              Jan G. De Gooijer   Exact moments of the sample
                                  autocorrelations from series generated
                                  by general ARIMA processes of order $
                                  (p, d, q), d = 0 $ or $1$  . . . . . . . 365--379
                Pietro Balestra   A note on the exact transformation
                                  associated with the first-order moving
                                  average process  . . . . . . . . . . . . 381--394
                      Anonymous   Time series analysis and forecasting
                                  (TSA&F) special interest group  . . . . . 395--395
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 397--398
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 399--400
                      Anonymous   Pages 285--400 (December 1980) . . . . . ??


Journal of Econometrics
Volume 15, Number 1, January, 1981

                      Anonymous   Editorial Board  . . . . . . . . . . . . iv--iv
                      Anonymous   Combined contents-parts I and II . . . . 1--2
                      Anonymous   Editor's introduction to part II . . . . 3--9
               Alfred L. Norman   On the control of structural models  . . 13--24
                Gregory C. Chow   On the control of structural models ---
                                  comment  . . . . . . . . . . . . . . . . 25--28
               Alfred L. Norman   On the control of structural models ---
                                  reply  . . . . . . . . . . . . . . . . . 29--29
                 P. Tinsley and   
             P. Von Zur Muehlen   A maximum probability approach to
                                  short-run policy . . . . . . . . . . . . 31--48
                 Carl J. Palash   On the accuracy and efficiency of
                                  polynomial approximations in optimal
                                  macroeconomic policy determination . . . 49--62
                Howard Howe and   
     Ernesto Hernandez-Cata and   
                Guy Stevens and   
             Richard Berner and   
                Peter Clark and   
                  Sung Y. Kwack   Assessing international interdependence
                                  with a multi-country model . . . . . . . 65--92
           Mark J. Flannery and   
                  Lewis Johnson   Indexing the U.S. economy: Simulation
                                  results with the MPS model . . . . . . . 93--114
              P. A. Tinsley and   
             Bonnie Garrett and   
                   Monica Friar   An exposé of disguised deposits . . . . . 117--137
          William C. Melton and   
                 V. Vance Roley   Imperfect asset elasticities and
                                  financial model building . . . . . . . . 139--154
          David Burras Humphrey   Economies to scale in Federal Reserve
                                  check processing operations  . . . . . . 155--173
                      Anonymous   Book Review: \booktitleAnnals of Applied
                                  Econometrics 1981-1  . . . . . . . . . . 175--175
                      Anonymous   Pages 1--175 (January 1981)  . . . . . . ??

Journal of Econometrics
Volume 15, Number 2, February, 1981

                A. Havenner and   
              P. A. V. B. Swamy   A random coefficient approach to
                                  seasonal adjustment of economic time
                                  series . . . . . . . . . . . . . . . . . 177--209
              A. Ronald Gallant   On the bias in flexible functional forms
                                  and an essentially unbiased form: The
                                  Fourier flexible form  . . . . . . . . . 211--245
C. Hernández-Iglesias and   
   F. Hernández-Iglesias   Causality and the independence
                                  phenomenon: The case of the demand for
                                  money  . . . . . . . . . . . . . . . . . 247--263
          Dennis L. Hoffman and   
                  Peter Schmidt   Testing the restrictions implied by the
                                  rational expectations hypothesis . . . . 265--287
                     Asad Zaman   Estimators without moments: The case of
                                  the reciprocal of a normal mean  . . . . 289--298
               Kajal Lahiri and   
                     Daniel Egy   Joint estimation and testing for
                                  functional form and heteroskedasticity   299--307
                M. Ray Perryman   News Item  . . . . . . . . . . . . . . . 309--309
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 309--309
                      Anonymous   Pages 177--309 (February 1981) . . . . . ??

Journal of Econometrics
Volume 15, Number 3, April, 1981

               A. C. Harvey and   
              G. D. A. Phillips   Testing for heteroscedasticity in
                                  simultaneous equation models . . . . . . 311--340
                 Lon-Mu Liu and   
          Dominique M. Hanssens   A Bayesian approach to time-varying
                                  cross-sectional regression models  . . . 341--356
           Arthur S. Goldberger   Linear regression after selection  . . . 357--366
          Charles R. Hulten and   
                Frank C. Wykoff   The estimation of economic depreciation
                                  using vintage asset prices: An
                                  application of the Box--Cox power
                                  transformation . . . . . . . . . . . . . 367--396
           David K. Guilkey and   
               J. Michael Price   On comparing restricted least squares
                                  estimators . . . . . . . . . . . . . . . 397--404
                      Anonymous   Corrigenda . . . . . . . . . . . . . . . 405--405
                      Anonymous   Seventh world congress of the
                                  international economic association in
                                  1983 . . . . . . . . . . . . . . . . . . 406--406
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 407--408
                      Anonymous   Pages 311--408 (April 1981)  . . . . . . ??


Journal of Econometrics
Volume 16, Number 1, May, 1981

                  G. S. Maddala   Editor's introduction  . . . . . . . . . 1--1
                Hirotugu Akaike   Likelihood of a model and information
                                  criteria . . . . . . . . . . . . . . . . 3--14
                 A. C. Atkinson   Likelihood ratios, posterior odds and
                                  information criteria . . . . . . . . . . 15--20
                Gregory C. Chow   A comparison of the information and
                                  posterior probability criteria for model
                                  selection  . . . . . . . . . . . . . . . 21--33
              G. S. Maddala and   
                    R. P. Trost   Alternative formulations of the
                                  Nerlove--Press models  . . . . . . . . . 35--49
                   Lung-Fei Lee   Fully recursive probability models and
                                  multivariate log-linear probability
                                  models for the analysis of qualitative
                                  data . . . . . . . . . . . . . . . . . . 51--69
              Robert J. Shiller   Alternative tests of rational
                                  expectations models: The case of the
                                  term structure . . . . . . . . . . . . . 71--87
        Raymond P. H. Fishe and   
                   Kajal Lahiri   On the estimation of inflationary
                                  expectations from qualitative responses  89--102
           Gordon R. Fisher and   
                Michael McAleer   Alternative procedures and associated
                                  tests of significance for non-nested
                                  hypotheses . . . . . . . . . . . . . . . 103--119
               C. W. J. Granger   Some properties of time series data and
                                  their use in econometric model
                                  specification  . . . . . . . . . . . . . 121--130
             William S. Krasker   The role of bounded-influence estimation
                                  in model selection . . . . . . . . . . . 131--138
                   Yair Mundlak   On the concept of non-significant
                                  functions and its implications for
                                  regression analysis  . . . . . . . . . . 139--149
                 Arnold Zellner   Posterior odds ratios for regression
                                  hypotheses: General considerations and
                                  some specific results  . . . . . . . . . 151--152
              J.-P. Florens and   
                M. Mouchart and   
                  J.-F. Richard   Specification and inference in linear
                                  models . . . . . . . . . . . . . . . . . 153--153
              John W. Pratt and   
               Robert Schlaifer   On the nature and discovery of structure 154--154
           Jerry A. Hausman and   
              William E. Taylor   Panel data and unobservable individual
                                  effects  . . . . . . . . . . . . . . . . 155--155
                John Muellbauer   Are employment decisions based on
                                  rational expectations? . . . . . . . . . 156--156
        Stephen M. Goldfeld and   
              Richard E. Quandt   Single-market disequilibrium models:
                                  Estimating and testing . . . . . . . . . 157--157
                  M. H. Pesaran   Pitfalls of testing non-nested
                                  hypotheses by the Lagrange multiplier
                                  method . . . . . . . . . . . . . . . . . 158--158
            David F. Hendry and   
   Jean-François Richard   Model formulation to simplify selection
                                  when specification is uncertain  . . . . 159--159
                   J. D. Sargan   Identification in models with
                                  autoregressive errors  . . . . . . . . . 160--161
                John Geweke and   
                  Richard Meese   Estimating regression models of finite
                                  but unknown order  . . . . . . . . . . . 162--162
                Walter Vandaele   Robust estimation of ARIMA models  . . . 163--163
               Gary Chamberlain   Models of duration dependence  . . . . . 164--164
                      J. Durbin   Approximations for densities of
                                  sufficient estimators  . . . . . . . . . 165--165
Christian Gouriéroux and   
              Alberto Holly and   
                  Alain Monfort   Kuhn--Tucker, likelihood ratio and Wald
                                  tests for nonlinear models with
                                  inequality constraints on the parameters 166--166
               David A. Belsley   Assessing the quality of regression
                                  estimates through a test for
                                  signal-to-noise and its application to
                                  detecting harmful collinearity . . . . . 167--167
                      Anonymous   Program of the conference on model
                                  selection: April 18--21, 1980  . . . . . 169--170
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--170 (May 1981)  . . . . . . . . ??

Journal of Econometrics
Volume 16, Number 2, June, 1981

            Marcello Pagano and   
             Michael J. Hartley   On fitting distributed lag models
                                  subject to polynomial restrictions . . . 171--198
                R. A. Batchelor   Aggregate expectations under the stable
                                  laws . . . . . . . . . . . . . . . . . . 199--210
          Helmut Lütkepohl   A model for non-negative and
                                  non-positive distributed lag functions   211--219
              Erik Biòrn   Estimating economic relations from
                                  incomplete cross-section/time-series
                                  data . . . . . . . . . . . . . . . . . . 221--236
               Agustin Maravall   A note on identification of multivariate
                                  time-series models . . . . . . . . . . . 237--247
            Dale J. Poirier and   
                   Paul A. Ruud   On the appropriateness of endogenous
                                  switching  . . . . . . . . . . . . . . . 249--256
             Jeffrey K. Speakes   Inference in some disaggregated models
                                  with special covariance structure  . . . 257--274
                      Anonymous   Announcement . . . . . . . . . . . . . . 275--275
                      Anonymous   Pages 171--275 (June 1981) . . . . . . . ??

Journal of Econometrics
Volume 16, Number 3, August, 1981

              Carlo Bianchi and   
          Giorgio Calzolari and   
                    Paolo Corsi   Estimating asymptotic standard errors
                                  and inconsistencies of impact
                                  multipliers in nonlinear econometric
                                  models . . . . . . . . . . . . . . . . . 277--294
           James E. H. Davidson   Problems with the estimation of moving
                                  average processes  . . . . . . . . . . . 295--310
           George F. Rhodes and   
            M. Daniel Westbrook   A study of estimator densities and
                                  performance under misspecification . . . 311--337
             C. J. Morrison and   
                   E. R. Berndt   Short-run labor productivity in a
                                  dynamic model  . . . . . . . . . . . . . 339--365
                Howard E. Doran   Omission of an observation from a
                                  regression analysis: A discussion on
                                  efficiency loss, with applications . . . 367--374
                  M. H. Pesaran   Identification of rational expectations
                                  models . . . . . . . . . . . . . . . . . 375--398
                   J. Yahav and   
                      G. Nathan   International meeting on analysis of
                                  sample survey data and sequential
                                  analysis . . . . . . . . . . . . . . . . 399--399
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 401--401
                      Anonymous   Pages 277--402 (August 1981) . . . . . . ??


Journal of Econometrics
Volume 17, Number 1, September, 1981

                   S. Beggs and   
                 S. Cardell and   
                     J. Hausman   Assessing the potential demand for
                                  electric cars  . . . . . . . . . . . . . 1--19
                Badi H. Baltagi   Pooling: An experimental study of
                                  alternative testing and estimation
                                  procedures in a two-way error component
                                  model  . . . . . . . . . . . . . . . . . 21--49
                     M. L. King   The alternative Durbin--Watson test: An
                                  assessment of Durbin and Watson's choice
                                  of test statistic  . . . . . . . . . . . 51--66
              William E. Taylor   On the efficiency of the Cochrane-Orcutt
                                  estimator  . . . . . . . . . . . . . . . 67--82
       Christian Gourieroux and   
                  Alain Monfort   Asymptotic properties of the maximum
                                  likelihood estimator in dichotomous
                                  logit models . . . . . . . . . . . . . . 83--97
               A. C. Harvey and   
              G. D. A. Phillips   Testing for serial correlation in
                                  simultaneous equation models: Some
                                  further results  . . . . . . . . . . . . 99--105
                  Roger Koenker   A note on Studentizing a test for
                                  heteroscedasticity . . . . . . . . . . . 107--112
                R. A. L. Carter   Improved Stein-rule estimator for
                                  regression problems  . . . . . . . . . . 113--123
                    H. D. Vinod   Improved Stein-rule estimator for
                                  regression problems  . . . . . . . . . . 125--125
              John McDonald and   
                   John Darroch   Large sample estimation and testing
                                  procedures for dynamic equation systems  127--130
                 Franz Palm and   
                 Arnold Zellner   Large sample estimation and testing
                                  procedures for dynamic equation systems  131--138
                      Anonymous   International Forecasting Conference
                                  (IFC): Valencia (Spain), 24--28 May 1982 139--139
                      Anonymous   Seventh International Time Series
                                  meeting (ITSM): Dublin (Ireland), 15--19
                                  March 1982 . . . . . . . . . . . . . . . 139--139
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--139 (September 1981)  . . . . . ??

Journal of Econometrics
Volume 17, Number 2, November, 1981

        Stephen M. Goldfeld and   
              Richard E. Quandt   Econometric modelling with non-normal
                                  disturbances . . . . . . . . . . . . . . 141--155
           Dag Tjòstheim   Granger-causality in multiple time
                                  series . . . . . . . . . . . . . . . . . 157--176
          James B. McDonald and   
              Michael R. Ransom   An analysis of the bounds for the Gini
                                  coefficient  . . . . . . . . . . . . . . 177--188
                Badi H. Baltagi   Simultaneous equations with error
                                  components . . . . . . . . . . . . . . . 189--200
           Timothy F. Bresnahan   Departures from marginal-cost pricing in
                                  the American automobile industry:
                                  Estimates for 1977--1978 . . . . . . . . 201--227
 Wynand P. M. M. Van de Ven and   
        Bernard M. S. Van Praag   The demand for deductibles in private
                                  health insurance: A probit model with
                                  sample selection . . . . . . . . . . . . 229--252
            Abbas Arabmazar and   
                  Peter Schmidt   Further evidence on the robustness of
                                  the Tobit estimator to
                                  heteroskedasticity . . . . . . . . . . . 253--258
                      Anonymous   1982 Summer meeting of the Econometric
                                  Society: A call for papers . . . . . . . 259--260
                      Anonymous   Pages 141--260 (November 1981) . . . . . ??

Journal of Econometrics
Volume 17, Number 3, December, 1981

                      Anonymous   Announcement . . . . . . . . . . . . . . 261--261
              Halbert White and   
                 Lawrence Olson   Conditional distributions of earnings,
                                  wages and hours for blacks and whites    263--285
             John F. Geweke and   
           Kenneth J. Singleton   Latent variable models for time series:
                                  A frequency domain approach with an
                                  application to the permanent income
                                  hypothesis . . . . . . . . . . . . . . . 287--304
                David A. Pierce   Sources of error in economic time series 305--321
                  M. H. Pesaran   Pitfalls of testing non-nested
                                  hypotheses by the Lagrange multiplier
                                  method . . . . . . . . . . . . . . . . . 323--331
            Dale J. Poirier and   
                 Steven Klepper   Model occurrence and model selection in
                                  panel data sets  . . . . . . . . . . . . 333--350
            Takeshi Amemiya and   
                James L. Powell   A comparison of the Box--Cox maximum
                                  likelihood estimator and the non-linear
                                  two-stage least squares estimator  . . . 351--381
            Michael D. McCarthy   A note on the moments of partially
                                  restricted reduced forms . . . . . . . . 383--387
          P. A. V. B. Swamy and   
                    J. S. Mehta   On the existence of moments of partially
                                  restricted reduced form estimators: A
                                  comment  . . . . . . . . . . . . . . . . 389--392
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 393--394
                      Anonymous   Leonard J. Savage award  . . . . . . . . 395--395
                      Anonymous   3rd American Time Series Meeting (8th
                                  ITSM): Cincinnati (Ohio), 19--21 August
                                  1982 . . . . . . . . . . . . . . . . . . 395--396
                      Anonymous   1983 North American Time Series meetings
                                  in Toronto: Initial Notice . . . . . . . 396--396
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 397--398
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 399--400
                      Anonymous   Pages 261--400 (December 1981) . . . . . ??


Journal of Econometrics
Volume 18, Number 1, January, 1982

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                 J. Heckman and   
                      B. Singer   Editors' introduction  . . . . . . . . . 1--3
               Gary Chamberlain   Multivariate regression models for panel
                                  data . . . . . . . . . . . . . . . . . . 5--46
             T. W. Anderson and   
                    Cheng Hsiao   Formulation and estimation of dynamic
                                  models using panel data  . . . . . . . . 47--82
              Thomas E. MaCurdy   The use of time series processes to
                                  model the error structure of earnings in
                                  a longitudinal data analysis . . . . . . 83--114
                   C. Flinn and   
                     J. Heckman   New methods for analyzing structural
                                  models of labor force dynamics . . . . . 115--168
                  Burton Singer   Aspects of non-stationarity  . . . . . . 169--190
                      Anonymous   Pages 1--190 (January 1982)  . . . . . . ??

Journal of Econometrics
Volume 18, Number 2, February, 1982

         Yasunori Fujikoshi and   
             Kimio Morimune and   
             Naoto Kunitomo and   
             Masanobu Taniguchi   Asymptotic expansions of the
                                  distributions of the estimates of
                                  coefficients in a simultaneous equation
                                  system . . . . . . . . . . . . . . . . . 191--205
               Jean-Paul Chavas   Recursive estimation of simultaneous
                                  equation models  . . . . . . . . . . . . 207--217
             Nicholas M. Kiefer   Identifying restrictions in limited
                                  information analysis of the schooling
                                  coefficient in a wage equation . . . . . 219--237
             Hiroki Tsurumi and   
                Tsunemasa Shiba   A Bayesian analysis of a random
                                  coefficient model in a simple Keynesian
                                  system . . . . . . . . . . . . . . . . . 239--249
                Kazuhiro Ohtani   Bayesian estimation of the switching
                                  regression model with autocorrelated
                                  errors . . . . . . . . . . . . . . . . . 251--261
                  M. H. Pesaran   On the comprehensive method of testing
                                  non-nested regression models . . . . . . 263--274
              Donald M. Waldman   A stationary point for the stochastic
                                  frontier likelihood  . . . . . . . . . . 275--279
           Timo Teräsvirta   Underestimation of mean square error
                                  matrix in misspecified linear models . . 281--284
              William H. Greene   Maximum likelihood estimation of
                                  stochastic frontier production models    285--289
                   Anil K. Bera   A note on testing demand homogeneity . . 291--294
                      Anonymous   Pages 191--294 (February 1982) . . . . . ??

Journal of Econometrics
Volume 18, Number 3, April, 1982

                   Soo-Bin Park   Some sampling properties of minimum
                                  expected loss (MELO) estimators of
                                  structural coefficients  . . . . . . . . 295--311
             Raymond S. Hartman   A note on the use of aggregate data in
                                  individual choice models: Discrete
                                  consumer choice among alternative fuels
                                  for residential appliances . . . . . . . 313--335
                    Robert Kohn   When is an aggregate of a time series
                                  efficiently forecast by its past?  . . . 337--349
           George Catsiapis and   
                 Chris Robinson   Sample selection bias with multiple
                                  selection rules: An application to
                                  student aid grants . . . . . . . . . . . 351--368
                 F. J. Henk Don   Restrictions on variables  . . . . . . . 369--393
             U. L. Gouranga Rao   A note on the unbiasedness of Swamy's
                                  estimator for the random coefficient
                                  regression model . . . . . . . . . . . . 395--401
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 403--403
                      Anonymous   Pages 295--403 (April 1982)  . . . . . . ??


Journal of Econometrics
Volume 19, Number 1, May, 1982

                Lyle Broemeling   Introduction . . . . . . . . . . . . . . 1--5
                N. B. Booth and   
                 A. F. M. Smith   A Bayesian approach to retrospective
                                  identification of change-points  . . . . 7--22
                   Joaquin Diaz   Bayesian detection of a change of scale
                                  parameter in sequences of independent
                                  gamma random variables . . . . . . . . . 23--29
              Jean-Marie Dufour   Recursive stability analysis of linear
                                  regression relationships: An exploratory
                                  methodology  . . . . . . . . . . . . . . 31--76
                 Donald Holbert   A Bayesian analysis of a switching
                                  linear model . . . . . . . . . . . . . . 77--87
                      D. A. Hsu   Robust inferences for structural shift
                                  in regression models . . . . . . . . . . 89--107
                   Lung-Fei Lee   Test for normality in the econometric
                                  disequilibrium markets model . . . . . . 109--123
            Michael McAleer and   
                  Gordon Fisher   Testing separate regression models
                                  subject to specification error . . . . . 125--145
                  Diego Salazar   Structural changes in time series models 147--163
                 Hiroki Tsurumi   A Bayesian and maximum likelihood
                                  analysis of a gradual switching
                                  regression in a simultaneous equation
                                  framework  . . . . . . . . . . . . . . . 165--182
                      Anonymous   Editorial board  . . . . . . . . . . . . CO2
                      Anonymous   Pages CO2, 1--182 (May 1982) . . . . . . ??

Journal of Econometrics
Volume 19, Number 2--3, August, 1982

         Esfandiar Maasoumi and   
           Peter C. B. Phillips   On the behavior of inconsistent
                                  instrumental variable estimators . . . . 183--201
                David F. Hendry   A reply to Professors Maasoumi and
                                  Phillips . . . . . . . . . . . . . . . . 203--213
                Michael Thomson   Some results on the statistical
                                  properties of an inequality constrained
                                  least squares estimator in a linear
                                  model with two regressors  . . . . . . . 215--231
              James Jondrow and   
          C. A. Knox Lovell and   
            Ivan S. Materov and   
                  Peter Schmidt   On the estimation of technical
                                  inefficiency in the stochastic frontier
                                  production function model  . . . . . . . 233--238
                  Jan R. Magnus   Multivariate error components analysis
                                  of linear and nonlinear regression
                                  models by maximum likelihood . . . . . . 239--285
                 Elie Appelbaum   The estimation of the degree of
                                  oligopoly power  . . . . . . . . . . . . 287--299
                  Halbert White   Regularity conditions for Cox's test of
                                  non-nested hypotheses  . . . . . . . . . 301--318
            Raymond J. Kopp and   
               W. Erwin Diewert   The decomposition of frontier cost
                                  function deviations into measures of
                                  technical and allocative efficiency  . . 319--331
                 F. C. Palm and   
                   T. E. Nijman   Linear regression using both temporally
                                  aggregated and temporally disaggregated
                                  data . . . . . . . . . . . . . . . . . . 333--343
             Henning Bunzel and   
                Svend Hylleberg   Seasonality in dynamic regression
                                  models: A comparative study of finite
                                  sample properties of various regression
                                  estimators including band spectrum
                                  regression . . . . . . . . . . . . . . . 345--366
          Helmut Lütkepohl   Non-causality due to omitted variables   367--378
       William G. Colclough and   
                  Mark D. Lange   Empirical evidence of causality from
                                  consumer to wholesale prices . . . . . . 379--384
                   Soo-Bin Park   A forecasting property of the
                                  unrestricted, restricted, and partially
                                  restricted reduced-form coefficients . . 385--390
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 391--391
                      Anonymous   Pages 183--391 (August 1982) . . . . . . ??


Journal of Econometrics
Volume 20, Number 1, October, 1982

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                  Halbert White   Editor's introduction  . . . . . . . . . 1--2
            David F. Hendry and   
   Jean-François Richard   On the formulation of empirical models
                                  in dynamic econometrics  . . . . . . . . 3--33
               Ian Domowitz and   
                  Halbert White   Misspecified models with dependent
                                  observations . . . . . . . . . . . . . . 35--58
               Anil K. Bera and   
               Carlos M. Jarque   Model specification tests: A
                                  simultaneous approach  . . . . . . . . . 59--82
                Robert F. Engle   A general approach to Lagrange
                                  multiplier model diagnostics . . . . . . 83--104
              Herman J. Bierens   Consistent model specification tests . . 105--134
                    J. G. Cragg   Estimation and testing in time-series
                                  regression models with heteroscedastic
                                  disturbances . . . . . . . . . . . . . . 135--157
                      Anonymous   Pages 1--157 (October 1982)  . . . . . . ??

Journal of Econometrics
Volume 20, Number 2, November, 1982

                      Anonymous   Announcement . . . . . . . . . . . . . . 159--159
                      Anonymous   Editorial  . . . . . . . . . . . . . . . 161--161
                    H. D. Vinod   Maximum entropy measurement error
                                  estimates of singular covariance
                                  matrices in undersized samples . . . . . 163--174
                      Y. K. Tse   Edgeworth approximations in first-order
                                  stochastic difference equations with
                                  exogenous variables  . . . . . . . . . . 175--195
                   Lung-Fei Lee   Specification error in multinomial logit
                                  models: Analysis of the omitted variable
                                  bias . . . . . . . . . . . . . . . . . . 197--209
               David A. Belsley   Assessing the presence of harmful
                                  collinearity and other forms of weak
                                  data through a test for signal-to-noise  211--253
           Edwin Burmeister and   
                   Kent D. Wall   Kalman filtering estimation of
                                  unobserved rational expectations with an
                                  application to the German hyperinflation 255--284
              A. Ronald Gallant   Unbiased determination of production
                                  technologies . . . . . . . . . . . . . . 285--323
              Harry H. Kelejian   An extension of a standard test for
                                  heteroskedasticity to a systems
                                  framework  . . . . . . . . . . . . . . . 325--333
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 335--335
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 337--338
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 339--339
                      Anonymous   Pages 159--339 (November 1982) . . . . . ??

Journal of Econometrics
Volume 20, Number 3, December, 1982

                      Anonymous   Subject index: Volumes 11--20,
                                  1979--1982 . . . . . . . . . . . . . . . 341--413
                      Anonymous   Pages 341--413 (December 1982) . . . . . ??


Journal of Econometrics
Volume 21, Number 1, January, 1983

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                  Halbert White   Editor's introduction  . . . . . . . . . 1--3
      Victor Aguirre-Torres and   
              A. Ronald Gallant   The null and non-null asymptotic
                                  distribution of the Cox test for
                                  multivariate nonlinear regression:
                                  Alternatives and a new distribution-free
                                  Cox test . . . . . . . . . . . . . . . . 5--33
                Maxwell L. King   Testing for autoregressive against
                                  moving average errors in the linear
                                  regression model . . . . . . . . . . . . 35--51
         James G. MacKinnon and   
              Halbert White and   
               Russell Davidson   Tests for model specification in the
                                  presence of alternative hypotheses: Some
                                  further results  . . . . . . . . . . . . 53--70
           Marlene A. Smith and   
                  G. S. Maddala   Multiple model testing for non-nested
                                  heteroskedastic censored regression
                                  models . . . . . . . . . . . . . . . . . 71--81
       Christian Gourieroux and   
              Alain Monfort and   
                  Alain Trognon   Testing nested or non-nested hypotheses  83--115
               Gordon R. Fisher   Tests for two separate regressions . . . 117--132
              L. G. Godfrey and   
                  M. H. Pesaran   Tests of non-nested regression models:
                                  Small sample adjustments and Monte Carlo
                                  evidence . . . . . . . . . . . . . . . . 133--154
                     A. D. Hall   Confidence contours for two test
                                  statistics for non-nested regression
                                  models . . . . . . . . . . . . . . . . . 155--160
                      Anonymous   Pages 1--160 (January 1983)  . . . . . . ??

Journal of Econometrics
Volume 21, Number 2, February, 1983

                John Geweke and   
              Richard Meese and   
                    Warren Dent   Comparing alternative tests of causality
                                  in temporal systems: Analytic results
                                  and experimental evidence  . . . . . . . 161--194
              William H. Greene   Estimation of limited dependent variable
                                  models by ordinary least squares and the
                                  method of moments  . . . . . . . . . . . 195--212
            Naorayex K. Dastoor   Some aspects of testing non-nested
                                  hypotheses . . . . . . . . . . . . . . . 213--228
             T. W. Anderson and   
             Kimio Morimune and   
                 Takamitsu Sawa   The numerical values of some key
                                  parameters in econometric models . . . . 229--243
              Leon L. Wegge and   
                   Mark Feldman   Identifiability criteria for
                                  Muth-rational expectations models  . . . 245--254
              Leon L. Wegge and   
                   Mark Feldman   Comment to the editor  . . . . . . . . . 255--256
           V. K. Srivastava and   
               A. K. Srivastava   A note on moments of $k$-class
                                  estimators for negative $k$  . . . . . . 257--260
                      Anonymous   Schedule of International Time Series
                                  Meetings (ITSM), 1983--1985  . . . . . . 261--261
                      Anonymous   Pages 161--261 (February 1983) . . . . . ??

Journal of Econometrics
Volume 21, Number 3, April, 1983

                T. J. Wales and   
                 A. D. Woodland   Estimation of consumer demand systems
                                  with binding non-negativity constraints  263--285
            Barry C. Arnold and   
                 S. James Press   Bayesian inference for Pareto
                                  populations  . . . . . . . . . . . . . . 287--306
                John F. Monahan   Fully Bayesian analysis of ARMA time
                                  series models  . . . . . . . . . . . . . 307--331
            Robert E. Cumby and   
              John Huizinga and   
               Maurice Obstfeld   Two-step two-stage least squares
                                  estimation in models with rational
                                  expectations . . . . . . . . . . . . . . 333--355
                Maxwell L. King   The Durbin--Watson test for serial
                                  correlation: Bounds for regressions
                                  using monthly data . . . . . . . . . . . 357--366
          Dennis L. Hoffman and   
            Don E. Schlagenhauf   Rationality, specification tests, and
                                  macroeconomic models . . . . . . . . . . 367--386
              Choon Y. Park and   
              Russell G. Heikes   A note on Balestra's (1980) approximate
                                  estimator for the first-order moving
                                  average process  . . . . . . . . . . . . 387--388
                   A. Ullah and   
           V. K. Srivastava and   
                     R. Chandra   Properties of shrinkage estimators in
                                  linear regression when disturbances are
                                  not normal . . . . . . . . . . . . . . . 389--402
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 403--403
                      Anonymous   Euro VI --- Sixth European Congress on
                                  Operational Research: Vienna, Austria,
                                  19--22 July 1983 . . . . . . . . . . . . 404--404
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 405--406
                      Anonymous   Pages 263--406 (April 1983)  . . . . . . ??


Journal of Econometrics
Volume 22, Number 1--2, May / June, 1983

                      Anonymous   Editors' introduction  . . . . . . . . . 1--12
                  P. M. Bentler   Simultaneous equation systems as moment
                                  structure models: With an introduction
                                  to latent variable models  . . . . . . . 13--42
            Bengt Muthén   Latent variable structural equation
                                  modeling with categorical data . . . . . 43--65
                  Theo Dijkstra   Some comments on maximum likelihood and
                                  partial least squares methods  . . . . . 67--90
           Wouter J. Keller and   
                   Tom Wansbeek   Multivariate methods for quantitative
                                  and qualitative data . . . . . . . . . . 91--111
                   Jan De Leeuw   Models and methods for the analysis of
                                  correlation coefficients . . . . . . . . 113--137
           Willem J. Heiser and   
             Jacqueline Meulman   Analyzing rectangular tables by joint
                                  and constrained multidimensional scaling 139--167
              J.-C. Deville and   
                     G. Saporta   Correspondence analysis, with an
                                  extension towards nominal time series    169--189
        Stephen E. Fienberg and   
               Michael M. Meyer   Loglinear models and categorical data
                                  analysis with psychometric and
                                  econometric applications . . . . . . . . 191--214
             Erling B. Andersen   Latent trait models  . . . . . . . . . . 215--227
              D. J. Bartholomew   Latent variable models for ordered
                                  categorical data . . . . . . . . . . . . 229--243
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--243 (May--June 1983)  . . . . . ??

Journal of Econometrics
Volume 22, Number 3, August, 1983

                   Lung-Fei Lee   A test for distributional assumptions
                                  for the stochastic frontier functions    245--267
                 R. J. Stroeker   Approximations of the eigenvalues of the
                                  covariance matrix of a first-order
                                  autoregressive process . . . . . . . . . 269--279
                 David A. Hsieh   A heteroscedasticity-consistent
                                  covariance matrix estimator for time
                                  series regressions . . . . . . . . . . . 281--290
            Thomas B. Fomby and   
               David K. Guilkey   An examination of two-step estimators
                                  for models with lagged dependent
                                  variables and autocorrelated errors  . . 291--300
                Julius C. Chang   An econometric model of the short-run
                                  demand for workers and hours in the U.S.
                                  auto industry  . . . . . . . . . . . . . 301--316
             Jerzy K. Baksalary   An invariance property of Farebrother's
                                  procedure for estimation with aggregated
                                  data . . . . . . . . . . . . . . . . . . 317--322
             Bruce C. Greenwald   A general analysis of bias in the
                                  estimated standard errors of least
                                  squares coefficients . . . . . . . . . . 323--338
          Rolla Edward Park and   
        Bridger M. Mitchell and   
            Bruce M. Wetzel and   
               James H. Alleman   Charging for local telephone calls: How
                                  household characteristics affect the
                                  distribution of calls in the GTE
                                  Illinois experiment *  . . . . . . . . . 339--364
          P. A. V. B. Swamy and   
                    J. S. Mehta   Ridge regression estimation of the
                                  Rotterdam model  . . . . . . . . . . . . 365--390
                  Peter Schmidt   A note on a fixed effect model with
                                  arbitrary interpersonal covariance . . . 391--393
                      Anonymous   Corrigendum: ``The demand for
                                  deductibles in private health insurance:
                                  A probit model with sample selection,''
                                  Journal of Econometrics: Wynand P. M. M.
                                  van de Ven and Bernard M. S. van Praag
                                  \bf 17 (1981) pp. 229--252 . . . . . . . 395--395
                      Anonymous   News items . . . . . . . . . . . . . . . 397--398
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 399--399
                      Anonymous   Pages 245--399 (August 1983) . . . . . . ??


Journal of Econometrics
Volume 23, Number 2, October, 1983

                H. E. Doran and   
                W. E. Griffiths   On the relative efficiency of estimators
                                  which include the initial observations
                                  in the estimation of seemingly unrelated
                                  regressions with first-order
                                  autoregressive disturbances  . . . . . . 165--191
             Hiroki Tsurumi and   
                  Yoshi Tsurumi   U.S.--Japan automobile trade: A Bayesian
                                  test of a product life cycle . . . . . . 193--210
                    Eugen Nowak   Identification of the dynamic
                                  shock-error model with autocorrelated
                                  errors . . . . . . . . . . . . . . . . . 211--221
            Spyros Missiakoulis   Sargan densities which one?  . . . . . . 223--233
        Richard G. Anderson and   
          James M. Johannes and   
               Robert H. Rasche   A new look at the relationship between
                                  time-series and structural econometric
                                  models . . . . . . . . . . . . . . . . . 235--251
              John McDonald and   
                   John Darroch   Consistent estimation of equations with
                                  composite moving average disturbance
                                  terms  . . . . . . . . . . . . . . . . . 253--267
                   Lung-Fei Lee   On maximum likelihood estimation of
                                  stochastic frontier production models    269--274
                Takeshi Amemiya   Partially generalized least squares and
                                  two-stage least squares estimators . . . 275--283
                Pietro Balestra   A note on Amemiya's partially
                                  generalized least squares  . . . . . . . 285--290
                   F. J. H. Don   Restrictions on variables  . . . . . . . 291--292
                      Anonymous   Pages 165--292 (October 1983)  . . . . . ??

Journal of Econometrics
Volume 23, Number 3, December, 1983

                      Anonymous   Announcement . . . . . . . . . . . . . . 293--293
                Takeshi Amemiya   A comparison of the Amemiya GLS and the
                                  Lee--Maddala--Trost G2SLS in a
                                  simultaneous-equations Tobit model . . . 295--300
           Russell Davidson and   
             James G. MacKinnon   Testing the specification of
                                  multivariate models in the presence of
                                  alternative hypotheses . . . . . . . . . 301--313
              Michael Denny and   
                    Melvyn Fuss   A general approach to intertemporal and
                                  interspatial productivity comparisons    315--330
                Lewis Evans and   
                   Graeme Wells   Pierce and Haugh on characterizations of
                                  causality: A re-examination  . . . . . . 331--335
                   David Levine   A remark on serial correlation in
                                  maximum likelihood . . . . . . . . . . . 337--342
                 Richard Startz   Testing rational expectations by the use
                                  of overidentifying restrictions  . . . . 343--351
                 Prem P. Talwar   Detecting a shift in location: Some
                                  robust tests . . . . . . . . . . . . . . 353--367
                  Asher Tishler   The industrial and commercial demand for
                                  electricity under time-of-use pricing    369--384
             Mark W. Watson and   
                Robert F. Engle   Alternative algorithms for the
                                  estimation of dynamic factor, mimic and
                                  varying coefficient regression models    385--400
          Kimberly D. Zieschang   A note on the decomposition of cost
                                  efficiency into technical and allocative
                                  components . . . . . . . . . . . . . . . 401--405
                      Anonymous   Errata . . . . . . . . . . . . . . . . . 407--407
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 409--411
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 413--414
                      Anonymous   Pages 293--414 (December 1983) . . . . . ??


Journal of Econometrics
Volume 24, Number 1--2, January / February, 1984

                      Anonymous   Editorial Board  . . . . . . . . . . . . iv--iv
                Takeshi Amemiya   Editor's introduction  . . . . . . . . . 1--2
                Takeshi Amemiya   Tobit models: A survey . . . . . . . . . 3--61
           James J. Heckman and   
                  Burton Singer   Econometric duration analysis  . . . . . 63--132
                   John Ham and   
                    Cheng Hsiao   Two-stage estimation of structural labor
                                  supply parameters using interval data
                                  from the 1971 Canadian census  . . . . . 133--158
                   Lung-Fei Lee   Maximum likelihood estimation and a
                                  specification test for non-normal
                                  distributional assumption for the
                                  accelerated failure time models  . . . . 159--179
              Forrest D. Nelson   Efficiency of the two-step estimator for
                                  models with endogenous sample selection  181--196
               Harry J. Paarsch   A Monte Carlo comparison of estimators
                                  for censored regression models . . . . . 197--213
                Bronwyn H. Hall   Software for the computation of Tobit
                                  model estimates  . . . . . . . . . . . . 215--222
                      Anonymous   Pages 1--222 (January--February 1984)    ??

Journal of Econometrics
Volume 24, Number 3, March, 1984

           James K. Binkley and   
                   Glenn Nelson   Impacts of alternative degrees of
                                  freedom corrections in two and three
                                  stage least squares  . . . . . . . . . . 223--233
           Camille Bronsard and   
           Lise Salvas-Bronsard   On price exogeneity in complete demand
                                  systems  . . . . . . . . . . . . . . . . 235--247
           Douglas W. Caves and   
     Laurits R. Christensen and   
             Joseph A. Herriges   Modelling alternative residential
                                  peak-load electricity rate structures    249--268
                Maxwell L. King   A new test for fourth-order
                                  autoregressive disturbances  . . . . . . 269--277
             Kimio Morimune and   
              Yoshihiko Tsukuda   Asymptotic expansions of the
                                  distributions of the structural variance
                                  estimators in a simultaneous equations
                                  system . . . . . . . . . . . . . . . . . 279--292
                A. R. Pagan and   
                 D. F. Nicholls   Estimating predictions, prediction
                                  errors and their standard deviations
                                  using constructed variables  . . . . . . 293--310
              J. H. W. Penm and   
                  R. D. Terrell   Multivariate subset autoregressive
                                  modelling with zero constraints for
                                  detecting `overall causality'  . . . . . 311--330
               D. S. G. Pollock   Two reduced-form approaches to the
                                  derivation of the maximum-likelihood
                                  estimators for simultaneous-equation
                                  systems  . . . . . . . . . . . . . . . . 331--347
              Peter Schmidt and   
                   Tsai-Fen Lin   Simple tests of alternative
                                  specifications in stochastic frontier
                                  models . . . . . . . . . . . . . . . . . 349--361
           A. A. Shamseldin and   
                 S. James Press   Bayesian parameter and reliability
                                  estimation for a bivariate exponential
                                  distribution parallel sampling . . . . . 363--378
             Peter Ter Berg and   
                   Rins Harkema   Bayesian limited-information analysis of
                                  nonlinear simultaneous equations systems 379--395
               Evdokia Xekalaki   Linear regression and the Yule
                                  distribution . . . . . . . . . . . . . . 397--403
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 405--405
                      Anonymous   Pages 223--406 (March 1984)  . . . . . . ??


Journal of Econometrics
Volume 25, Number 1--2, May / June, 1984

                   George Judge   Editor's introduction  . . . . . . . . . 1--2
                  C. S. Roehrig   Optimal critical regions for pre-test
                                  estimators using a Bayes risk criterion  3--14
              C. Gourieroux and   
                     A. Trognon   Specification pre-test estimator . . . . 15--27
                    D. M. Mandy   The moments of a pre-test estimator
                                  under possible heteroscedasticity  . . . 29--33
                 M. L. King and   
                 D. E. A. Giles   Autocorrelation pre-testing in the
                                  linear model: Estimation, testing and
                                  prediction . . . . . . . . . . . . . . . 35--48
            W. E. Griffiths and   
               P. A. A. Beesley   The small-sample properties of some
                                  preliminary test estimators in a linear
                                  model with autocorrelated errors . . . . 49--61
                    M. J. Morey   The statistical implications of
                                  preliminary specification error testing  63--72
                       A. Zaman   Avoiding model selection by the use of
                                  shrinkage techniques . . . . . . . . . . 73--85
                  J. Berger and   
                 L. M. Berliner   Bayesian input in Stein estimation and a
                                  new minimax empirical Bayes estimator    87--108
                   A. Ullah and   
            R. A. L. Carter and   
               V. K. Srivastava   The sampling distribution of shrinkage
                                  estimators and their $F$-ratios in the
                                  regression model . . . . . . . . . . . . 109--122
              P. C. B. Phillips   The exact distribution of the Stein-rule
                                  estimator  . . . . . . . . . . . . . . . 123--131
               T. A. Yancey and   
                G. G. Judge and   
                    S. Miyazaki   Some improved estimators in the case of
                                  possible heteroscedasticity  . . . . . . 133--150
             R. C. Mittelhammer   Restricted least squares, pre-test, OLS
                                  and Stein rule estimators: Risk
                                  comparisons under model misspecification 151--164
                G. G. Judge and   
               T. A. Yancey and   
                 M. E. Bock and   
                      R. Bohrer   The non-optimality of the inequality
                                  restricted estimator under squared error
                                  loss . . . . . . . . . . . . . . . . . . 165--177
                    G. Trenkler   On the performance of biased estimators
                                  in the linear regression model with
                                  correlated or heteroscedastic errors . . 179--190
               C. Fourgeaud and   
              C. Gourieroux and   
                      J. Pradel   Some theoretical results for generalized
                                  ridge regression estimators  . . . . . . 191--203
                 R. C. Hill and   
                   R. F. Ziemer   The risk of general Stein-like
                                  estimators in the presence of
                                  multicollinearity  . . . . . . . . . . . 205--216
                 M. E. Bock and   
                G. G. Judge and   
                   T. A. Yancey   A simple form for the inverse moments of
                                  non-central $ \chi^2 $ and $F$ random
                                  variables and certain confluent
                                  hypergeometric functions . . . . . . . . 217--234
                  R. Bohrer and   
                   T. A. Yancey   Algorithms for numerical evaluation of
                                  Stein-like and limited-translation
                                  estimators . . . . . . . . . . . . . . . 235--239
                      Anonymous   Editorial Board  . . . . . . . . . . . . CO2
                      Anonymous   Pages 1--239 (May--June 1984)  . . . . . ??

Journal of Econometrics
Volume 25, Number 3, July, 1984

           Russell Davidson and   
             James G. MacKinnon   Convenient specification tests for logit
                                  and probit models  . . . . . . . . . . . 241--262
              T. D. Dwivedi and   
               V. K. Srivastava   Exact finite sample properties of double
                                  $k$-class estimators in simultaneous
                                  equations  . . . . . . . . . . . . . . . 263--283
             Nicholas M. Kiefer   Microeconometric evidence on the
                                  neoclassical model of demand . . . . . . 285--302
                James L. Powell   Least absolute deviations estimation for
                                  the censored regression model  . . . . . 303--325
             Katsuto Tanaka and   
                 Koichi Maekawa   The sampling distributions of the
                                  predictor for an autoregressive model
                                  under misspecifications  . . . . . . . . 327--351
              Donald M. Waldman   Properties of technical efficiency
                                  estimators in the stochastic frontier
                                  model  . . . . . . . . . . . . . . . . . 353--364
             Arnold Zellner and   
                 Peter E. Rossi   Bayesian analysis of dichotomous quantal
                                  response models  . . . . . . . . . . . . 365--393
                      Anonymous   Announcement . . . . . . . . . . . . . . 395--395
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 397--398
                      Anonymous   Pages 241--398 (July 1984) . . . . . . . ??


Journal of Econometrics
Volume 26, Number 1--2, September / October, 1984

               Dennis J. Aigner   The welfare econometrics of peak-load
                                  pricing for electricity: Editor's
                                  Introduction . . . . . . . . . . . . . . 1--15
           Douglas W. Caves and   
     Laurits R. Christensen and   
          Philip E. Schoech and   
              Wallace Hendricks   A comparison of different methodologies
                                  in a case study of residential
                                  time-of-use electricity pricing:
                                  Cost--Benefit Analysis . . . . . . . . . 17--34
           Richard W. Parks and   
                  David Weitzel   Measuring the consumer welfare effects
                                  of time-differentiated electricity
                                  prices . . . . . . . . . . . . . . . . . 35--64
           E. Philip Howrey and   
                  Hal R. Varian   Estimating the distributional impact of
                                  time-of-day pricing of electricity . . . 65--82
          A. Ronald Gallant and   
               Roger W. Koenker   Costs and benefits of peak-load pricing
                                  of electricity: A continuous-time
                                  econometric approach . . . . . . . . . . 83--113
           Jerry A. Hausman and   
                   John Trimble   Appliance purchase and usage adaptation
                                  to a permanent time-of-day electricity
                                  rate schedule  . . . . . . . . . . . . . 115--139
           Daniel F. Kohler and   
            Bridger M. Mitchell   Response to residential time-of-use
                                  electricity rates: How transferable are
                                  the findings?  . . . . . . . . . . . . . 141--177
           Douglas W. Caves and   
     Laurits R. Christensen and   
             Joseph A. Herriges   Consistency of residential customer
                                  response in time-of-use electricity
                                  pricing experiments  . . . . . . . . . . 179--203
           Dennis J. Aigner and   
               Edward E. Leamer   Estimation of time-of-use pricing
                                  response in the absence of experimental
                                  data: An application of the methodology
                                  of data transferability  . . . . . . . . 205--227
          Rolla Edward Park and   
                 Jan Paul Acton   Large business customer response to
                                  time-of-day electricity rates  . . . . . 229--252
                      Anonymous   Pages 1--252 (September--October 1984)   ??

Journal of Econometrics
Volume 26, Number 3, December, 1984

                      Anonymous   Announcement . . . . . . . . . . . . . . 253--253
             David C. Stapleton   Errors-in-variables in demand systems    255--270
                Andrew A. Weiss   Systematic sampling and temporal
                                  aggregation in time series models  . . . 271--281
          Helmut Lütkepohl   Linear transformations of vector ARMA
                                  processes  . . . . . . . . . . . . . . . 283--293
          A. Ronald Gallant and   
                  Gene H. Golub   Imposing curvature restrictions on
                                  flexible functional forms  . . . . . . . 295--321
              Herman J. Bierens   Model specification testing of time
                                  series regressions . . . . . . . . . . . 323--353
             Mukhtar M. Ali and   
              Carmelo Giaccotto   A study of several new and existing
                                  tests for heteroscedasticity in the
                                  general linear model * . . . . . . . . . 355--373
            Kazuhiro Ohtani and   
                     Yuzo Honda   Small sample properties of the mixed
                                  regression estimator . . . . . . . . . . 375--385
              P. C. B. Phillips   The exact distribution of exogenous
                                  variable coefficient estimators  . . . . 387--398
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 399--399
                      Anonymous   Pages 253--399 (December 1984) . . . . . ??


Journal of Econometrics
Volume 27, Number 1, January, 1985

           R. Hamilton Lankford   Preferences of citizens for public
                                  expenditures on elementary and secondary
                                  education  . . . . . . . . . . . . . . . 1--20
                Maxwell L. King   A point optimal test for autoregressive
                                  disturbances . . . . . . . . . . . . . . 21--37
                 John L. Knight   The moments of OLS and 2SLS when the
                                  disturbances are non-normal  . . . . . . 39--60
               Robin C. Sickles   A nonlinear multivariate error
                                  components analysis of technology and
                                  specific factor productivity growth with
                                  an application to the U.S. Airlines  . . 61--78
        Stephen R. Cosslett and   
                   Lung-Fei Lee   Serial correlation in latent discrete
                                  variable models  . . . . . . . . . . . . 79--97
          Sastry G. Pantula and   
                Wayne A. Fuller   Mean estimation bias in least squares
                                  estimation of autoregressive processes   99--121
                 Robert I. Webb   The behavior of speculative prices and
                                  the consistency of economic models . . . 123--130
             David E. Bloom and   
          Mark R. Killingsworth   Correcting for truncation bias caused by
                                  a latent truncation variable . . . . . . 131--135
           James J. Heckman and   
                  Burton Singer   Erratum  . . . . . . . . . . . . . . . . 137--138
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 139--140
                      Anonymous   A decade outlook on research
                                  opportunities in the behavioral and
                                  social sciences  . . . . . . . . . . . . 141--141
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--141 (January 1985)  . . . . . . ??

Journal of Econometrics
Volume 27, Number 2, February, 1985

            J. C. Nankervis and   
                    N. E. Savin   Testing the autoregressive parameter
                                  with the t statistic . . . . . . . . . . 143--161
            Merran A. Evans and   
                Maxwell L. King   A point optimal test for heteroscedastic
                                  disturbances . . . . . . . . . . . . . . 163--178
                 Denis Conniffe   Estimating regression equations with
                                  common explanatory variables but unequal
                                  numbers of observations  . . . . . . . . 179--196
        Clifford L. F. Attfield   Homogeneity and endogeneity in systems
                                  of demand equations  . . . . . . . . . . 197--209
                    Eugen Nowak   Global identification of the dynamic
                                  shock-error model  . . . . . . . . . . . 211--219
             Hiroki Tsurumi and   
                   Neil Sheflin   Some tests for the constancy of
                                  regressions under heteroscedasticity . . 221--234
           Larry G. Epstein and   
              Adonis J. Yatchew   The empirical determination of
                                  technology and expectations: A
                                  simplified procedure . . . . . . . . . . 235--258
             M. J. Harrison and   
                     Gary Keogh   A Lagrange multiplier interpretation of
                                  disturbance estimators with an
                                  application to testing for nonlinearity  259--269
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 271--271
                      Anonymous   Pages 143--271 (February 1985) . . . . . ??

Journal of Econometrics
Volume 27, Number 3, March, 1985

             Alice Nakamura and   
                 Masao Nakamura   Dynamic models of the labor force
                                  behavior of married women which can be
                                  estimated using limited amounts of past
                                  information  . . . . . . . . . . . . . . 273--298
              Dennis P. Sheehan   Second-order properties of estimators of
                                  serial correlation from regression
                                  residuals  . . . . . . . . . . . . . . . 299--311
              Charles F. Manski   Semiparametric analysis of discrete
                                  response: Asymptotic properties of the
                                  maximum score estimator  . . . . . . . . 313--333
              Subhash C. Sharma   The effects of autocorrelation among
                                  errors on the consistency property of
                                  OLS variance estimator . . . . . . . . . 335--361
            Naorayex K. Dastoor   A classical approach to Cox's test for
                                  non-nested hypotheses  . . . . . . . . . 363--370
          Jean-Marie Dufour and   
             Marcel G. Dagenais   Durbin--Watson tests for serial
                                  correlation in regressions with missing
                                  observations . . . . . . . . . . . . . . 371--381
                 D. Deprins and   
                       L. Simar   A note on the asymptotic relative
                                  efficiency of M.L.E. in a linear model
                                  with Gamma disturbances  . . . . . . . . 383--386
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 387--387
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 389--389
                      Anonymous   Pages 273--389 (March 1985)  . . . . . . ??


Journal of Econometrics
Volume 28, Number 1, April, 1985

             Nicholas M. Kiefer   Editor's introduction  . . . . . . . . . 1--3
                    John Kennan   The duration of contract strikes in U.S.
                                  manufacturing  . . . . . . . . . . . . . 5--28
        Wiji Narendranathan and   
                Stephen Nickell   Modelling the process of job search  . . 29--49
            Kenneth Burdett and   
         Nicholas M. Kiefer and   
                   Sunil Sharma   Layoffs and duration dependence in a
                                  model of turnover  . . . . . . . . . . . 51--69
                  Lisa M. Lynch   State dependency in youth unemployment:
                                  A lost generation? . . . . . . . . . . . 71--84
                 Robert Moffitt   Unemployment insurance and the
                                  distribution of unemployment spells  . . 85--101
           Randall J. Olsen and   
                  George Farkas   Conception intervals and the
                                  substitution of fertility over time  . . 103--112
                 Tony Lancaster   Simultaneous equations models in applied
                                  search theory  . . . . . . . . . . . . . 113--126
              Donald M. Waldman   Computation in duration models with
                                  heterogeneity  . . . . . . . . . . . . . 127--134
             Nicholas M. Kiefer   Specification diagnostics based on
                                  Laguerre alternatives for econometric
                                  models of duration . . . . . . . . . . . 135--154
                 Tony Lancaster   Generalised residuals and heterogeneous
                                  duration models: With applications to
                                  the Weilbull model . . . . . . . . . . . 155--169
                      Anonymous   Editorial board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--169 (April 1985)  . . . . . . . ??

Journal of Econometrics
Volume 28, Number 2, May, 1985

                        I. Poli   A Bayesian non-parametric estimate for
                                  multivariate regression  . . . . . . . . 171--182
             Gerald Nickelsburg   Small-sample properties of
                                  dimensionality statistics for fitting
                                  VAR models to aggregate economic data: A
                                  Monte Carlo study  . . . . . . . . . . . 183--192
                       Suk Kang   A note on the equivalence of
                                  specification tests in the two-factor
                                  multivariate variance components model   193--203
          James A. Chalfant and   
              A. Ronald Gallant   Estimating substitution elasticities
                                  with the Fourier cost function: Some
                                  Monte Carlo results  . . . . . . . . . . 205--222
                   David Levine   The sensitivity of MLE to measurement
                                  error  . . . . . . . . . . . . . . . . . 223--230
                P. Sevestre and   
                     A. Trognon   A note on autoregressive error
                                  components models  . . . . . . . . . . . 231--245
                    Y. C. Chang   A note on the covariance matrix of the
                                  maximum likelihood estimator in
                                  constrained multivariate linear
                                  regression . . . . . . . . . . . . . . . 247--252
               Nalin Kulatilaka   Tests on the validity of static
                                  equilibrium models . . . . . . . . . . . 253--268
                      Anonymous   Corrigendum  . . . . . . . . . . . . . . 269--269
                      Anonymous   News item  . . . . . . . . . . . . . . . 271--271
                      Anonymous   Pages 171--271 (May 1985)  . . . . . . . ??

Journal of Econometrics
Volume 28, Number 3, June, 1985

                  Yasuo Amemiya   Instrumental variable estimator for the
                                  nonlinear errors-in-variables model  . . 273--289
                 Andrew Chesher   Score tests for zero covariances in
                                  recursive linear models for grouped or
                                  censored data  . . . . . . . . . . . . . 291--305
            Robert F. Engle and   
            David M. Lilien and   
                    Mark Watson   A dynamic model of housing price
                                  determination  . . . . . . . . . . . . . 307--326
                  Jan F. Kiviet   Model selection test procedures in a
                                  single linear equation of a dynamic
                                  simultaneous system and their defects in
                                  small samples  . . . . . . . . . . . . . 327--362
                 W. Krämer   The power of the Durbin--Watson test for
                                  regressions without an intercept . . . . 363--370
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 371--371
                      Anonymous   Pages 273--371 (June 1985) . . . . . . . ??


Journal of Econometrics
Volume 29, Number 1--2, July / August, 1985

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
             Herman K. Van Dijk   Editor's introduction  . . . . . . . . . 1--2
         Herman K. Van Dijk and   
                 Teun Kloek and   
                    C. Guus and   
                     E. Boender   Posterior moments computed by mixed
                                  integration  . . . . . . . . . . . . . . 3--18
                Luc Bauwens and   
   Jean-François Richard   A $1$--$1$ poly-$t$ random variable
                                  generator with application to Monte
                                  Carlo integration  . . . . . . . . . . . 19--46
               Joseph B. Kadane   Is victimization chronic? a Bayesian
                                  analysis of multinomial missing data . . 47--67
                 Michel Lubrano   Bayesian analysis of switching
                                  regression models  . . . . . . . . . . . 69--95
                 A. M. Pole and   
                 A. F. M. Smith   A Bayesian analysis of some threshold
                                  switching models . . . . . . . . . . . . 97--119
              Peter Kooiman and   
         Herman K. Van Dijk and   
                  A. Roy Thurik   Likelihood diagnostics and Bayesian
                                  analysis of a micro-economic
                                  disequilibrium model for retail services 121--148
         Paul H. Garthwaite and   
                James M. Dickey   Double- and single-bisection methods for
                                  subjective probability assessment in a
                                  location-scale family  . . . . . . . . . 149--163
                 Michel Lubrano   Some aspects of prior elicitation
                                  problems in disequilibrium models  . . . 165--172
                Seymour Geisser   Interval prediction for Pareto and
                                  exponential observables  . . . . . . . . 173--185
             Arnold Zellner and   
               Brent R. Moulton   Bayesian regression diagnostics with
                                  applications to international
                                  consumption and income data  . . . . . . 187--211
                      Anonymous   Pages 1--211 (July--August 1985) . . . . ??

Journal of Econometrics
Volume 29, Number 3, September, 1985

             Alice Nakamura and   
                 Masao Nakamura   On the performance of tests by Wu and by
                                  Hausman for detecting the ordinary least
                                  squares bias problem . . . . . . . . . . 213--227
               Whitney K. Newey   Generalized method of moments
                                  specification testing  . . . . . . . . . 229--256
          Jean-Marie Dufour and   
                       Roch Roy   Some robust exact results on sample
                                  autocorrelations and tests of randomness 257--273
                   Lonnie Magee   Efficiency of iterative estimators in
                                  the regression model with AR(1)
                                  disturbances . . . . . . . . . . . . . . 275--287
            Ron C. Mittelhammer   Quadratic risk domination of restricted
                                  least squares estimators via Stein-ruled
                                  auxiliary constraints  . . . . . . . . . 289--303
         James G. MacKinnon and   
                  Halbert White   Some heteroskedasticity-consistent
                                  covariance matrix estimators with
                                  improved finite sample properties  . . . 305--325
            Darrel W. Parke and   
                 Janice Zagardo   Stochastic coefficient regression
                                  estimates of the sources of shifts into
                                  MMDA deposits using cross-section data   327--340
               Edwina A. Masson   The value of imperfect sample separation
                                  information in mixtures of normal
                                  distributions  . . . . . . . . . . . . . 341--350
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 351--352
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 353--353
                      Anonymous   Pages 213--353 (September 1985)  . . . . ??


Journal of Econometrics
Volume 30, Number 1--2, October / November, 1985

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
         William A. Barnett and   
              A. Ronald Gallant   Editor's introduction  . . . . . . . . . 1--1
         William A. Barnett and   
                 Yul W. Lee and   
               Michael D. Wolfe   The three-dimensional global properties
                                  of the minflex Laurent, generalized
                                  Leontief, and translog flexible
                                  functional forms . . . . . . . . . . . . 3--31
             William A. Barnett   The minflex--Laurent translog flexible
                                  functional form  . . . . . . . . . . . . 33--44
              R. L. Basmann and   
              C. A. Diamond and   
             J. C. Frentrup and   
                    S. N. White   On deviations between neoclassical and
                                  GFT-based true cost-of-living indexes
                                  derived from the same demand function
                                  system . . . . . . . . . . . . . . . . . 45--66
               J. B. Carlin and   
             A. P. Dempster and   
                    A. B. Jonas   On models and methods for Bayesian time
                                  series analysis  . . . . . . . . . . . . 67--90
                 A. Charnes and   
               W. W. Cooper and   
                  B. Golany and   
                 L. Seiford and   
                       J. Stutz   Foundations of data envelopment analysis
                                  for Pareto--Koopmans efficient empirical
                                  production functions . . . . . . . . . . 91--107
                   Angus Deaton   Panel data from time series of
                                  cross-sections . . . . . . . . . . . . . 109--126
              W. E. Diewert and   
                      C. Parkan   Tests for the consistency of consumer
                                  data . . . . . . . . . . . . . . . . . . 127--147
           Larry G. Epstein and   
              Adonis J. Yatchew   Non-parametric hypothesis testing
                                  procedures and applications to demand
                                  analysis . . . . . . . . . . . . . . . . 149--169
          A. Ronald Gallant and   
                John F. Monahan   Explicitly infinite-dimensional Bayesian
                                  analysis of production technologies  . . 171--201
              Lars Peter Hansen   A method for calculating bounds on the
                                  asymptotic covariance matrices of
                                  generalized method of moments estimators 203--238
           James J. Heckman and   
                   Richard Robb   Alternative methods for evaluating the
                                  impact of interventions: An overview . . 239--267
           Melvin J. Hinich and   
           Douglas M. Patterson   Identification of the coefficients in a
                                  non-linear: time series of the quadratic
                                  type . . . . . . . . . . . . . . . . . . 269--288
                 Terry A. Marsh   On non-linear serial dependencies in
                                  stock returns  . . . . . . . . . . . . . 289--296
           Melvin J. Hinich and   
           Douglas M. Patterson   Reply to Marsh's note  . . . . . . . . . 297--299
          Dale W. Jorgenson and   
             Daniel T. Slesnick   Efficiency versus equity in natural gas
                                  price regulation . . . . . . . . . . . . 301--316
            James L. Powell and   
               Thomas M. Stoker   The estimation of complete aggregation
                                  structures . . . . . . . . . . . . . . . 317--344
                 Peter E. Rossi   Comparison of alternative functional
                                  forms in production  . . . . . . . . . . 345--361
                  David Hinkley   Discussion of Rossi's paper  . . . . . . 363--364
                     Ryuzo Sato   The invariance principle and
                                  income-wealth conservation laws:
                                  Application of Lie groups and related
                                  transformations  . . . . . . . . . . . . 365--389
           Kenneth J. Singleton   Testing specifications of economic
                                  agents' intertemporal optimum problems
                                  in the presence of alternative models    391--413
                 George Tauchen   Diagnostic testing and evaluation of
                                  maximum likelihood models  . . . . . . . 415--443
                  Hal R. Varian   Non-parametric analysis of optimizing
                                  behavior with measurement error  . . . . 445--458
             William Veloce and   
                 Arnold Zellner   Entry and empirical demand and supply
                                  analysis for competitive industries  . . 459--471
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 473--474
                      Anonymous   Pages 1--474 (October--November 1985)    ??

Journal of Econometrics
Volume 30, Number 3, December, 1985

                      Anonymous   Subject Index: Volumes 21--30,
                                  1983--1985 . . . . . . . . . . . . . . . 475--543
                      Anonymous   Pages 475--543 (December 1985) . . . . . ??


Journal of Econometrics
Volume 31, Number 1, February, 1986

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--iii
                      Anonymous   Announcement . . . . . . . . . . . . . . 1--1
             Esfandiar Maasoumi   Reduced form estimation and prediction
                                  from uncertain structural models: A
                                  generic approach . . . . . . . . . . . . 3--29
              Charles F. Manski   Semiparametric analysis of binary
                                  response from response-based samples . . 31--40
              Michael K. Salemi   Solution and estimation of linear
                                  rational expectations models . . . . . . 41--66
           Toshihisa Toyoda and   
                Kazuhiro Ohtani   Testing equality between sets of
                                  coefficients after a preliminary test
                                  for equality of disturbance variances in
                                  two linear regressions . . . . . . . . . 67--80
                 F. J. Henk Don   The specification of least informative
                                  error distributions  . . . . . . . . . . 81--91
              Zvi Griliches and   
               Jerry A. Hausman   Errors in variables in panel data  . . . 93--118
                      Anonymous   ISI section on official statistics . . . 119--119
                      Anonymous   Pages 1--119 (February 1986) . . . . . . ??

Journal of Econometrics
Volume 31, Number 2, March, 1986

               Lung-Fei Lee and   
                 Andrew Chesher   Specification testing when score test
                                  statistics are identically zero  . . . . 121--149
                   Andrew W. Lo   Logit versus discriminant analysis: A
                                  specification test and application to
                                  corporate bankruptcies . . . . . . . . . 151--178
             Paul A. Bekker and   
               D. S. G. Pollock   Identification of linear stochastic
                                  models with covariance restrictions  . . 179--208
                M. Mouchart and   
                        R. Orsi   A note on price adjustment models in
                                  disequilibrium econometrics  . . . . . . 209--217
            W. E. Griffiths and   
                     K. Surekha   A Monte Carlo evaluation of the power of
                                  some tests for heteroscedasticity  . . . 219--231
                      Anonymous   Competitions for young statisticians
                                  from developing countries: 1987 and 1989 233--233
                      Anonymous   Pages 121--233 (March 1986)  . . . . . . ??

Journal of Econometrics
Volume 31, Number 3, April, 1986

             Hiroki Tsurumi and   
                Hajime Wago and   
               Pekka Ilmakunnas   Gradual switching multivariate
                                  regression models with stochastic
                                  cross-equational constraints and an
                                  application to the Klem translog
                                  production model . . . . . . . . . . . . 235--253
           Stephen G. Cecchetti   The frequency of price adjustment: A
                                  study of the newsstand prices of
                                  magazines  . . . . . . . . . . . . . . . 255--274
        Richard Schmalensee and   
                 Paul L. Joskow   Estimated parameters as independent
                                  variables: An application to the costs
                                  of electric generating units . . . . . . 275--305
                 Tim Bollerslev   Generalized autoregressive conditional
                                  heteroskedasticity . . . . . . . . . . . 307--327
        Douglas W. Mitchell and   
                Paul J. Speaker   A simple, flexible distributed lag
                                  technique: The polynomial inverse lag    329--340
                 Alan J. Rogers   Modified Lagrange multiplier tests for
                                  problems with one-sided alternatives . . 341--361
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 363--363
                      Anonymous   Pages 235--363 (April 1986)  . . . . . . ??


Journal of Econometrics
Volume 32, Number 1, June, 1986

                      Anonymous   Editorial board  . . . . . . . . . . . . ii--ii
              Gregory M. Duncan   Editor's introduction  . . . . . . . . . 1--3
              Gregory M. Duncan   A semi-parametric censored regression
                                  estimator  . . . . . . . . . . . . . . . 5--34
                 Luis Fernandez   Non-parametric maximum likelihood
                                  estimation of censored regression models 35--57
               Joel L. Horowitz   A distribution-free least squares
                                  estimator for censored linear regression
                                  models . . . . . . . . . . . . . . . . . 59--84
          Charles F. Manski and   
              T. Scott Thompson   Operational characteristics of maximum
                                  score estimation . . . . . . . . . . . . 85--108
            S. Morgenthaler and   
                       Y. Vardi   Choice-based samples: A non-parametric
                                  approach . . . . . . . . . . . . . . . . 109--125
               Whitney K. Newey   Linear instrumental variable estimation
                                  of limited dependent variable models
                                  with endogenous explanatory variables    127--141
                James L. Powell   Censored regression quantiles  . . . . . 143--155
                   Paul A. Ruud   Consistent estimation of limited
                                  dependent variable models despite
                                  misspecification of distribution . . . . 157--187
                      Anonymous   Pages 1--187 (June 1986) . . . . . . . . ??

Journal of Econometrics
Volume 32, Number 2, July, 1986

               Gary Chamberlain   Asymptotic efficiency in semi-parametric
                                  models with censoring  . . . . . . . . . 189--218
  Benedikt M. Pötscher and   
               Ingmar R. Prucha   A class of partially adaptive one-step
                                  $m$-estimators for the non-linear
                                  regression model with dependent
                                  observations . . . . . . . . . . . . . . 219--251
       Risto D. H. Heijmans and   
                  Jan R. Magnus   Consistent maximum-likelihood estimation
                                  with dependent observations: The general
                                  (non-normal) case and the normal case    253--285
            Michael McAleer and   
               Adrian Pagan and   
                  Ignazio Visco   A further result on the sign of
                                  restricted least-squares estimates . . . 287--290
                David K. Levine   Reverse regression for latent-variable
                                  models . . . . . . . . . . . . . . . . . 291--292
                      Anonymous   Correction . . . . . . . . . . . . . . . 293--293
                      Anonymous   Announcement . . . . . . . . . . . . . . 295--295
                      Anonymous   Pages 189--295 (July 1986) . . . . . . . ??

Journal of Econometrics
Volume 32, Number 3, August, 1986

                   Lung-Fei Lee   The specification of multi-market
                                  disequilibrium econometric models  . . . 297--332
                   Julia Campos   Finite-sample properties of the
                                  instrumental-variables estimator for
                                  dynamic simultaneous-equation subsystems
                                  with ARMA disturbances . . . . . . . . . 333--366
            Maxwell L. King and   
                Murray D. Smith   Joint one-sided tests of linear
                                  regression coefficients  . . . . . . . . 367--383
               Brent R. Moulton   Random group effects and the precision
                                  of regression estimates  . . . . . . . . 385--397
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 399--399
                      Anonymous   Pages 297--399 (August 1986) . . . . . . ??


Journal of Econometrics
Volume 33, Number 1--2, October / November, 1986

                      Anonymous   Editorial board  . . . . . . . . . . . . ii--ii
            Ernst R. Berndt and   
                 Melvyn A. Fuss   Editors' introduction  . . . . . . . . . 1--5
            Ernst R. Berndt and   
                 Melvyn A. Fuss   Productivity measurement with
                                  adjustments for variations in capacity
                                  utilization and other forms of temporary
                                  equilibrium  . . . . . . . . . . . . . . 7--29
              Charles R. Hulten   Productivity change, capacity
                                  utilization, and the sources of
                                  efficiency growth  . . . . . . . . . . . 31--50
          Catherine J. Morrison   Productivity measurement with non-static
                                  expectations and varying capacity
                                  utilization: An integrated approach  . . 51--74
              Margaret E. Slade   Total-factor-productivity measurement
                                  when equilibrium is temporary: A Monte
                                  Carlo assessment . . . . . . . . . . . . 75--95
           Mark Schankerman and   
                M. Ishaq Nadiri   A test of static equilibrium models and
                                  rates of return to quasi-fixed factors,
                                  with an application to the Bell system   97--118
            Michael Hazilla and   
                Raymond J. Kopp   Testing for separable functional
                                  structure using temporary equilibrium
                                  models . . . . . . . . . . . . . . . . . 119--141
           Robin C. Sickles and   
                 David Good and   
             Richard L. Johnson   Allocative distortions and the
                                  regulatory transition of the U.S.
                                  airline industry . . . . . . . . . . . . 143--163
         William A. Barnett and   
           Melvin J. Hinich and   
                Warren E. Weber   The regulatory wedge between the
                                  demand-side and supply-side
                                  aggregation-theoretic monetary
                                  aggregates . . . . . . . . . . . . . . . 165--185
           Ingmar R. Prucha and   
                M. Ishaq Nadiri   A comparison of alternative methods for
                                  the estimation of dynamic factor demand
                                  models under non-static expectations . . 187--211
                  John M. Antle   Aggregation, expectations, and the
                                  explanation of technological change  . . 213--236
               V. K. Chetty and   
                  J. J. Heckman   A dynamic model of aggregate output
                                  supply, factor demand and entry and exit
                                  for a competitive industry with
                                  heterogeneous plants . . . . . . . . . . 237--262
               Susan M. Capalbo   Temporary equilibrium production models
                                  for a common-property renewable-resource
                                  sector . . . . . . . . . . . . . . . . . 263--284
          John F. Helliwell and   
                     Alan Chung   Aggregate output with variable rates of
                                  utilization of employed factors  . . . . 285--310
                      Anonymous   Pages 1--310 (October--November 1986)    ??

Journal of Econometrics
Volume 33, Number 3, December, 1986

              P. C. B. Phillips   Understanding spurious regressions in
                                  econometrics . . . . . . . . . . . . . . 311--340
                   John Mullahy   Specification and testing of some
                                  modified count data models . . . . . . . 341--365
                Kenneth D. West   Full-versus limited-information
                                  estimation of a rational-expectations
                                  model: Some numerical comparisons  . . . 367--385
              James D. Hamilton   A standard error for the estimated state
                                  vector of a state-space model  . . . . . 387--397
                      Anonymous   1987 European meeting of the
                                  Psychometric Society . . . . . . . . . . 399--399
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 400--402
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 403--403
                      Anonymous   Pages 311--403 (December 1986) . . . . . ??


Journal of Econometrics
Volume 34, Number 1--2, January / February, 1987

               Richard Blundell   Editor's introduction  . . . . . . . . . 1--4
       Christian Gourieroux and   
              Alain Monfort and   
               Eric Renault and   
                  Alain Trognon   Generalised residuals  . . . . . . . . . 5--32
             Andrew Chesher and   
                 Margaret Irish   Residual analysis in the grouped and
                                  censored normal linear model . . . . . . 33--61
                Daniel McFadden   Regression-based specification tests for
                                  the multinomial logit model  . . . . . . 63--82
           Jerry A. Hausman and   
                   Paul A. Ruud   Specifying and testing econometric
                                  models for rank-ordered data . . . . . . 83--104
               Richard J. Smith   Testing the normality assumption in
                                  multivariate simultaneous limited
                                  dependent variable models  . . . . . . . 105--123
               Whitney K. Newey   Specification tests for distributional
                                  assumptions in the Tobit model . . . . . 125--145
                   Lung-Fei Lee   Non-parametric testing of discrete panel
                                  data models  . . . . . . . . . . . . . . 147--177
           Richard Blundell and   
                  Costas Meghir   Bivariate alternatives to the Tobit
                                  model  . . . . . . . . . . . . . . . . . 179--200
       Christian Gourieroux and   
              Alain Monfort and   
               Eric Renault and   
                  Alain Trognon   Simulated residuals  . . . . . . . . . . 201--252
                 G. J. Anderson   Prediction tests in limited dependent
                                  variable models  . . . . . . . . . . . . 253--261
                     Hugh Wills   A note on specification tests for the
                                  multinomial logit model  . . . . . . . . 263--274
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--274 (January--February 1987)    ??

Journal of Econometrics
Volume 34, Number 3, March, 1987

                Joseph V. Terza   Estimating linear models with ordinal
                                  qualitative regressors . . . . . . . . . 275--291
           Judith A. Clarke and   
          David E. A. Giles and   
              T. Dudley Wallace   Estimating the error variance in
                                  regression after a preliminary test of
                                  restrictions on the coefficients . . . . 293--304
               Gary Chamberlain   Asymptotic efficiency in estimation with
                                  conditional moment restrictions  . . . . 305--334
             Subal C. Kumbhakar   The specification of technical and
                                  allocative inefficiency in stochastic
                                  production and profit frontiers  . . . . 335--348
                      Y. K. Tse   A note on Sargan densities . . . . . . . 349--354
              Michael R. Ransom   A comment on consumer demand systems
                                  with binding non-negativity constraints  355--359
    E. Miné Çinar   The sensitivity of extended linear
                                  expenditure system household scales to
                                  income declaration errors  . . . . . . . 361--372
              Gregory M. Duncan   A simplified approach to $M$-estimation
                                  with application to two-stage estimators 373--389
             J. C. Nakervis and   
                    N. E. Savin   Corrigendum  . . . . . . . . . . . . . . 391--391
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 393--393
                      Anonymous   Pages 275--393 (March 1987)  . . . . . . ??


Journal of Econometrics
Volume 35, Number 1, May, 1987

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                      Anonymous   Editor's introduction  . . . . . . . . . 1--1
                Donald Lien and   
                 Quang H. Vuong   Selecting the best linear regression
                                  model: A classical approach  . . . . . . 3--23
                Naihua Duan and   
                    Ker-Chau Li   Distribution-free and link-free
                                  estimation for the sample selection
                                  model  . . . . . . . . . . . . . . . . . 25--35
              Trudy Ann Cameron   The impact of grouping coarseness in
                                  alternative grouped-data regression
                                  models . . . . . . . . . . . . . . . . . 37--57
              W. G. Manning and   
                    N. Duan and   
                   W. H. Rogers   Monte Carlo evidence on the choice
                                  between sample selection and two-part
                                  models . . . . . . . . . . . . . . . . . 59--82
             R. Carter Hill and   
                   George Judge   Improved prediction in the presence of
                                  multicollinearity  . . . . . . . . . . . 83--100
             Richard T. Baillie   Inference in dynamic models containing
                                  `surprise' variables . . . . . . . . . . 101--117
           Thomas F. Cooley and   
               William R. Parke   Likelihood and other approaches to
                                  prediction in dynamic models . . . . . . 119--142
            Robert F. Engle and   
                  Byung Sam Yoo   Forecasting and testing in co-integrated
                                  systems  . . . . . . . . . . . . . . . . 143--159
              Herman J. Bierens   Armax model specification testing, with
                                  an application to unemployment in the
                                  Netherlands  . . . . . . . . . . . . . . 161--190
                      Anonymous   Pages 1--190 (May 1987)  . . . . . . . . ??

Journal of Econometrics
Volume 35, Number 2--3, July, 1987

                   Aaron K. Han   A non-parametric analysis of
                                  transformations  . . . . . . . . . . . . 191--209
                   Lonnie Magee   A note on Cochrane-Orcutt estimation . . 211--218
                Kazuhiro Ohtani   On pooling disturbance variances when
                                  the goal is testing restrictions on
                                  regression coefficients  . . . . . . . . 219--231
         William S. Krasker and   
                  John W. Pratt   Bounding the effects of proxy variables
                                  on instrumental-variables coefficients   233--252
                   J. S. Cramer   Mean and variance of $R^2$ in small and
                                  moderate samples . . . . . . . . . . . . 253--266
               Cheng F. Lee and   
                 Chunchi Wu and   
               Mohamed Djarraya   A further empirical investigation of the
                                  dividend adjustment process  . . . . . . 267--285
              David B. Lawrence   The application of censored regression
                                  techniques to the analysis of tax reform 287--302
                   Aaron K. Han   Non-parametric analysis of a generalized
                                  regression model: The maximum rank
                                  correlation estimator  . . . . . . . . . 303--316
               Raja P. Velu and   
             Gregory C. Reinsel   Reduced rank regression with
                                  autoregressive errors  . . . . . . . . . 317--335
           Jean-Paul Chavas and   
              Kathleen Segerson   Stochastic specification and estimation
                                  of share equation systems  . . . . . . . 337--358
               Jerry G. Thursby   OLS or GLS in the presence of
                                  specification error?: An expected loss
                                  approach . . . . . . . . . . . . . . . . 359--374
               George Judge and   
                    Gang Yi and   
              Thomas Yancey and   
           Timo Teräsvirta   The extended Stein procedure for
                                  simultaneous model selection and
                                  parameter estimation . . . . . . . . . . 375--391
                      Anonymous   Corrigenda . . . . . . . . . . . . . . . 393--393
                      Anonymous   Corrigenda . . . . . . . . . . . . . . . 395--395
                      Anonymous   Announcement . . . . . . . . . . . . . . 397--397
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 399--399
                      Anonymous   Pages 191--399 (July 1987) . . . . . . . ??


Journal of Econometrics
Volume 36, Number 1--2, September / October, 1987

                      Anonymous   Editorial board  . . . . . . . . . . . . ii--ii
              Pravin K. Trivedi   Editor's introduction  . . . . . . . . . 1--6
                   Angus Deaton   Estimation of own- and cross-price
                                  elasticities from household survey data  7--30
               Carlos M. Jarque   An application of LDV models to
                                  household expenditure analysis in Mexico 31--53
             Ehtisham Ahmad and   
             Nicholas Stern and   
                    H.-M. Leung   The demand for wheat under non-linear
                                  pricing in Pakistan  . . . . . . . . . . 55--65
               Paul Gertler and   
                 Luis Locay and   
               Warren Sanderson   Are user fees regressive?: The welfare
                                  implications of health care financing
                                  proposals in Peru  . . . . . . . . . . . 67--88
               Lung-Fei Lee and   
                   Mark M. Pitt   Microeconometric models of rationing,
                                  imperfect markets, and non-negativity
                                  constraints  . . . . . . . . . . . . . . 89--110
            Hans Binswanger and   
             Maw-Cheng Yang and   
                Alan Bowers and   
                   Yair Mundlak   On the determinants of cross-country
                                  aggregate agricultural supply  . . . . . 111--131
                 T. Akiyama and   
                  P. K. Trivedi   Vintage production approach to perennial
                                  crop supply: An application to tea in
                                  major producing countries  . . . . . . . 133--161
         Mark R. Rosenzweig and   
                T. Paul Schultz   Fertility and investments in human
                                  capital: Estimates of the consequence of
                                  imperfect fertility control in Malaysia  163--184
            Jere R. Behrman and   
               Barbara L. Wolfe   How does mother's schooling affect
                                  family health, nutrition, medical care
                                  usage, and household sanitation? . . . . 185--204
      Vassilis A. Hajivassiliou   The external debt repayments problems of
                                  LDC's: An econometric model based on
                                  panel data . . . . . . . . . . . . . . . 205--230
                      Anonymous   Pages 1--230 (September--October 1987)   ??

Journal of Econometrics
Volume 36, Number 3, November, 1987

               Whitney K. Newey   Efficient estimation of limited
                                  dependent variable models with
                                  endogenous explanatory variables . . . . 231--250
         Stephen G. Bronars and   
               Dennis W. Jansen   The geographic distribution of
                                  unemployment rates in the U.S.: A
                                  spatial-time series analysis . . . . . . 251--279
         William A. Barnett and   
                 Yul W. Lee and   
                  Michael Wolfe   The global properties of the two minflex
                                  Laurent flexible functional forms  . . . 281--298
          Giorgio Calzolari and   
          Lorenzo Panattoni and   
                    Claus Weihs   Computational efficiency of FIML
                                  estimation . . . . . . . . . . . . . . . 299--310
                  Arthur Lewbel   Fractional demand systems  . . . . . . . 311--337
               Klaus Conrad and   
                    Ralph Unger   Ex post tests for short-and long-run
                                  optimization . . . . . . . . . . . . . . 339--358
              R. W. Farebrother   The statistical foundations of a class
                                  of parametric tests for
                                  heteroscedasticity . . . . . . . . . . . 359--368
             Daniel L. Thornton   A note on the efficiency of the
                                  Cochrane--Orcutt estimator of the $ {\rm
                                  AR}(1) $ regression model  . . . . . . . 369--376
           Timo Teräsvirta   Usefulness of proxy variables in linear
                                  models with stochastic regressors  . . . 377--382
              Trevor S. Breusch   Maximum likelihood estimation of random
                                  effects models . . . . . . . . . . . . . 383--389
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 391--393
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 395--396
                      Anonymous   Pages 231--396 (November 1987) . . . . . ??


Journal of Econometrics
Volume 37, Number 1, January, 1988

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                 Teun Kloek and   
                 Yoel Haitovsky   Editors' introduction  . . . . . . . . . 1--6
              Lawrence R. Klein   The statistical approach to economics    7--26
                 Arnold Zellner   Bayesian analysis in econometrics  . . . 27--50
                      J. Durbin   Is a philosophical consensus for
                                  statistics attainable? . . . . . . . . . 51--61
            Stephen E. Fienberg   Discussion of: Is a philosophical
                                  consensus for statistics attainable? by
                                  J. Durbin  . . . . . . . . . . . . . . . 63--64
                      J. Durbin   Reply to Stephen E. Fienberg's
                                  discussion . . . . . . . . . . . . . . . 65--65
                M. B. Priestley   Current developments in time series
                                  modelling  . . . . . . . . . . . . . . . 67--86
       William S. Cleveland and   
            Susan J. Devlin and   
                    Eric Grosse   Regression by local fitting: Methods,
                                  properties, and computational algorithms 87--114
         Esfandiar Maasoumi and   
                   Jin-Ho Jeong   A comparison of GRF and other
                                  reduced-form estimators in simultaneous
                                  equations models . . . . . . . . . . . . 115--134
           Donald W. K. Andrews   Chi-square diagnostic tests for
                                  econometric models: Introduction and
                                  applications . . . . . . . . . . . . . . 135--156
         B. M. S. Van Praag and   
                   T. Kloek and   
                    J. De Leeuw   Large-sample properties of method of
                                  moment estimators under different
                                  data-generating processes  . . . . . . . 157--169
                   Eugene Kroch   Bounds on specification error arising
                                  from data proxies  . . . . . . . . . . . 171--192
                      Anonymous   Pages 1--192 (January 1988)  . . . . . . ??

Journal of Econometrics
Volume 37, Number 2, February, 1988

                      Anonymous   Announcement . . . . . . . . . . . . . . 193--193
             Arnold Zellner and   
           Richard A. Highfield   Calculation of maximum entropy
                                  distributions and approximation of
                                  marginalposterior distributions  . . . . 195--209
                    Daigee Shaw   On-site samples' regression: Problems of
                                  non-negative integers, truncation, and
                                  endogenous stratification  . . . . . . . 211--223
                 Steven Klepper   Regressor diagnostics for the classical
                                  errors-in-variables model  . . . . . . . 225--250
            Arthur Havenner and   
              Bagher Modjtahedi   Foreign exchange rates: A multiple
                                  currency and maturity analysis . . . . . 251--264
            Merran A. Evans and   
                Maxwell L. King   A further class of tests for
                                  heteroscedasticity . . . . . . . . . . . 265--276
              Jean-Marie Dufour   Estimators of the disturbance variance
                                  in econometric models: Small-sample bias
                                  and the existence of moments . . . . . . 277--292
                      Anonymous   Pages 193--292 (February 1988) . . . . . ??

Journal of Econometrics
Volume 37, Number 3, March, 1988

               Ben Bernanke and   
               Henning Bohn and   
                 Peter C. Reiss   Alternative non-nested specification
                                  tests of time-series investment models   293--326
              W. E. Diewert and   
                    T. J. Wales   A normalized quadratic semiflexible
                                  functional form  . . . . . . . . . . . . 327--342
                 Steven Klepper   Bounding the effects of measurement
                                  error in regressions involving
                                  dichotomous variables  . . . . . . . . . 343--359
                  Peter Schmidt   Estimation of a fixed-effect
                                  Cobb--Douglas system using panel data    361--380
            J. C. Nankervis and   
                    N. E. Savin   The exact moments of the least-squares
                                  estimator for the autoregressive model
                                  corrections and extensions . . . . . . . 381--388
                    Wen Zhi Xie   A simple way of computing the inverse
                                  moments of a non-central chi-square
                                  random variable  . . . . . . . . . . . . 389--393
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 395--395
                      Anonymous   Competition for young statisticians from
                                  developing countries . . . . . . . . . . 396--396
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 397--397
                      Anonymous   Pages 293--397 (March 1988)  . . . . . . ??


Journal of Econometrics
Volume 38, Number 1--2, May / June, 1988

                      Anonymous   Dedication . . . . . . . . . . . . . . . 1--1
               David A. Belsley   Editor's introduction  . . . . . . . . . 3--5
              J. F. Richard and   
                 M. F. J. Steel   Bayesian analysis of systems of
                                  seemingly unrelated regression equations
                                  under a recursive extended natural
                                  conjugate prior density  . . . . . . . . 7--37
             Arnold Zellner and   
                Luc Bauwens and   
             Herman K. Van Dijk   Bayesian specification analysis and
                                  estimation of simultaneous equation
                                  models using Monte Carlo methods . . . . 39--72
                    John Geweke   Antithetic acceleration of Monte Carlo
                                  integration in Bayesian inference  . . . 73--89
            Roger F. Liddle and   
                John F. Monahan   A stationary stochastic approximation
                                  method . . . . . . . . . . . . . . . . . 91--102
               J. C. Naylor and   
                 A. F. M. Smith   Econometric illustrations of novel
                                  numerical integration strategies for
                                  Bayesian inference . . . . . . . . . . . 103--125
               David A. Belsley   Conditioning in models with logs . . . . 127--143
                 David S. Bunch   A comparison of algorithms for maximum
                                  likelihood estimation of choice models   145--167
              Paul T. Boggs and   
     Clifford H. Spiegelman and   
         Janet R. Donaldson and   
             Robert B. Schnabel   A computational examination of
                                  orthogonal distance regression . . . . . 169--201
            David F. Hendry and   
            Adrian J. Neale and   
                     Frank Srba   Econometric analysis of small linear
                                  systems using PC-FIML  . . . . . . . . . 203--226
               R. Wayne Oldford   Object-oriented software representations
                                  for statistical data . . . . . . . . . . 227--246
             David Lubinsky and   
                 Daryl Pregibon   Data analysis as search  . . . . . . . . 247--268
                      Anonymous   Editorial board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--268 (May--June 1988)  . . . . . ??

Journal of Econometrics
Volume 38, Number 3, July, 1988

          Herman J. Bierens and   
                    Joop Hartog   Non-linear regression with discrete
                                  explanatory variables, with an
                                  application to the earnings function . . 269--299
               Whitney K. Newey   Adaptive estimation of regression models
                                  via moment restrictions  . . . . . . . . 301--339
           Peter C. B. Phillips   Conditional and unconditional
                                  statistical independence . . . . . . . . 341--348
            Siddhartha Chib and   
              Ram C. Tiwari and   
           S. Rao Jammalamadaka   Bayes prediction in regressions with
                                  elliptical errors  . . . . . . . . . . . 349--360
           D. A. Turkington and   
                   R. J. Bowden   Identification information and
                                  instruments in linear econometric models
                                  with rational expectations . . . . . . . 361--373
                     Yuzo Honda   A size correction to the Lagrange
                                  multiplier test for heteroskedasticity   375--386
          George E. Battese and   
                  Tim J. Coelli   Prediction of firm-level technical
                                  efficiencies with a generalized frontier
                                  production function and panel data . . . 387--399
                      Anonymous   Announcement . . . . . . . . . . . . . . 401--401
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 403--403
                      Anonymous   Pages 269--403 (July 1988) . . . . . . . ??


Journal of Econometrics
Volume 39, Number 1--2, September / October, 1988

           Dennis J. Aigner and   
                 Arnold Zellner   Editors' introduction  . . . . . . . . . 1--5
                 Arnold Zellner   Causality and causal laws in economics   7--21
              John W. Pratt and   
               Robert Schlaifer   On the interpretation and observation of
                                  laws . . . . . . . . . . . . . . . . . . 23--52
                   Brian Skyrms   Probability and causation  . . . . . . . 53--68
                  R. L. Basmann   Causality tests and observationally
                                  equivalent representations of
                                  econometric models . . . . . . . . . . . 69--104
          P. A. V. B. Swamy and   
          Peter Von Zur Muehlen   Further thoughts on testing for
                                  causality with econometric models  . . . 105--147
           Herbert A. Simon and   
                   Yumi Iwasaki   Causal ordering, comparative statics,
                                  and near decomposability . . . . . . . . 149--173
              Clark Glymour and   
                  Peter Spirtes   Latent variables, causal models and
                                  overidentifying constraints  . . . . . . 175--198
               C. W. J. Granger   Some recent development in a concept of
                                  causality  . . . . . . . . . . . . . . . 199--211
                Dale J. Poirier   Causal relationships and replicability   213--234
                      Anonymous   Editorial Board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--234 (September--October 1988)   ??

Journal of Econometrics
Volume 39, Number 3, November, 1988

                      Anonymous   Announcement . . . . . . . . . . . . . . 235--235
           Terence D. Agbeyegbe   An exact discrete analog of an open
                                  linear non-stationary first-order
                                  continuous-time system with mixed sample 237--250
                 Lee E. Ohanian   The spurious effects of unit roots on
                                  vector autoregressions: A Monte Carlo
                                  study  . . . . . . . . . . . . . . . . . 251--266
          Helmut Lütkepohl   Prediction tests for structural
                                  stability  . . . . . . . . . . . . . . . 267--296
            Douglas Holtz-Eakin   Testing for individual effects in
                                  autoregressive models  . . . . . . . . . 297--307
           Pablo T. Spiller and   
                 Robert O. Wood   The estimation of transaction costs in
                                  arbitrage models . . . . . . . . . . . . 309--326
               Asraul Hoque and   
              Jan R. Magnus and   
                 Bahram Pesaran   The exact multi-period mean-square
                                  forecast error for the first-order
                                  autoregressive model . . . . . . . . . . 327--346
             Douglas Rivers and   
                 Quang H. Vuong   Limited information estimators and
                                  exogeneity tests for simultaneous probit
                                  models . . . . . . . . . . . . . . . . . 347--366
              Thomas S. Shively   An analysis of tests for regression
                                  coefficient stability  . . . . . . . . . 367--386
            Alan E. Gelfand and   
                   Dipak K. Dey   Improved estimation of the disturbance
                                  variance in a linear regression model    387--395
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 397--397
                      Anonymous   Acknowledgement  . . . . . . . . . . . . 399--400
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 401--401
                      Anonymous   Pages 235--401 (November 1988) . . . . . ??


Journal of Econometrics
Volume 40, Number 1, January, 1989

             Dennis Hoffman and   
                  Peter Schmidt   Editors' introduction  . . . . . . . . . 1--1
           William J. Boyes and   
          Dennis L. Hoffman and   
                  Stuart A. Low   An econometric analysis of the bank
                                  credit scoring problem . . . . . . . . . 3--14
                 Peter K. Clark   Trend reversion in real output and
                                  unemployment . . . . . . . . . . . . . . 15--32
           Thomas F. Cooley and   
           William R. Parke and   
                Siddhartha Chib   Predictive efficiency for simple
                                  non-linear models  . . . . . . . . . . . 33--44
                R. F. Engle and   
           C. W. J. Granger and   
                  J. J. Hallman   Merging short-and long-run forecasts: An
                                  application of seasonal cointegration to
                                  monthly electricity sales forecasting    45--62
                    John Geweke   Exact predictive densities for linear
                                  models with arch disturbances  . . . . . 63--86
           C. W. J. Granger and   
              Halbert White and   
                   Mark Kamstra   Interval forecasting: An analysis based
                                  upon ARCH-quantile estimators  . . . . . 87--96
          Charles F. Manski and   
              T. Scott Thompson   Estimation of best predictors of binary
                                  response . . . . . . . . . . . . . . . . 97--123
                   Adrian Pagan   On the role of simulation in the
                                  statistical evaluation of econometric
                                  models . . . . . . . . . . . . . . . . . 125--139
              Peter Schmidt and   
               Ann Dryden Witte   Predicting criminal recidivism using
                                  `split population' survival time models  141--159
             James H. Stock and   
                 Mark W. Watson   Interpreting the evidence on
                                  money-income causality . . . . . . . . . 161--181
             Arnold Zellner and   
                   Chansik Hong   Forecasting international growth rates
                                  using Bayesian shrinkage and other
                                  procedures . . . . . . . . . . . . . . . 183--202
                      Anonymous   Editorial board  . . . . . . . . . . . . ifc--ifc
                      Anonymous   Pages 1--202 (January 1989)  . . . . . . ??

Journal of Econometrics
Volume 40, Number 2, February, 1989

               Andrew W. Lo and   
             A. Craig MacKinlay   The size and power of the variance ratio
                                  test in finite samples: A Monte Carlo
                                  investigation  . . . . . . . . . . . . . 203--238
         Michael D. Conerly and   
            Edward R. Mansfield   An approximate test for comparing
                                  independent regression models with
                                  unequal error variances  . . . . . . . . 239--259
                B. P. M. McCabe   Misspecification tests in econometrics
                                  based on ranks . . . . . . . . . . . . . 261--278
               Thomas A. Peters   The exact moments of OLS in dynamic
                                  regression models with non-normal errors 279--305
           Werner Ploberger and   
         Walter Krämer and   
                   Karl Kontrus   A new test for structural stability in
                                  the linear regression model  . . . . . . 307--318
                    Eugen Nowak   Identification of simultaneous equation
                                  models with measurement errors based on
                                  time series structure  . . . . . . . . . 319--325
José A. Villaseñor and   
                Barry C. Arnold   Elliptical Lorenz curves . . . . . . . . 327--338
                      Anonymous   Corrigendum  . . . . . . . . . . . . . . 339--339
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 340--340
                      Anonymous   Pages 203--340 (February 1989) . . . . . ??

Journal of Econometrics
Volume 40, Number 3, March, 1989

                      Anonymous   Subject and author index: Volumes
                                  31--40, 1986--1989 . . . . . . . . . . . 341--460
                      Anonymous   Pages 341--460 (March 1989)  . . . . . . ??


Journal of Econometrics
Volume 41, Number 1, May, 1989

                      Anonymous   Editorial board  . . . . . . . . . . . . ii--ii
           Dennis J. Aigner and   
               Manfred Deistler   Latent variables models: Editors'
                                  introduction . . . . . . . . . . . . . . 1--3
                 Paul A. Bekker   Identification in restricted factor
                                  models and the evaluation of rank
                                  conditions . . . . . . . . . . . . . . . 5--16
                  Giorgio Picci   Parametrization of factor analysis
                                  models . . . . . . . . . . . . . . . . . 17--38
                M. Deistler and   
              B. D. O. Anderson   Linear dynamic errors-in-variables
                                  models: Some structure theory  . . . . . 39--63
                 Mark W. Watson   Recursive solution methods for dynamic
                                  linear rational expectations models  . . 65--89
                 T. W. Anderson   Linear latent variable models and
                                  covariance structures  . . . . . . . . . 91--119
                Damayanti Ghosh   Maximum likelihood estimation of the
                                  dynamic shock-error model  . . . . . . . 121--143
               Anthony M. Bloch   Identification and estimation of dynamic
                                  errors-in-variables models . . . . . . . 145--158
                    Cheng Hsiao   Consistent estimation for some nonlinear
                                  errors-in-variables models . . . . . . . 159--185
                      Anonymous   Pages 1--185 (May 1989)  . . . . . . . . ??

Journal of Econometrics
Volume 41, Number 2, June, 1989

                      Anonymous   Announcement . . . . . . . . . . . . . . 187--187
    Bernard M. S. Van Praag and   
           Bertram M. Wesselman   Elliptical multivariate analysis . . . . 189--203
                 Frank A. Wolak   Testing inequality constraints in linear
                                  econometric models . . . . . . . . . . . 205--235
                   Aaron K. Han   Asymptotic efficiency calculations of
                                  the partial likelihood estimator . . . . 237--250
              J. Lew Silver and   
                 Mukhtar M. Ali   Testing Slutsky symmetry in systems of
                                  linear demand equations  . . . . . . . . 251--266
          Kees Van Montfort and   
               Ab Mooijaart and   
                   Jan De Leeuw   Estimation of regression coefficients
                                  with the help of characteristic
                                  functions  . . . . . . . . . . . . . . . 267--278
                      Anonymous   Corrigendum  . . . . . . . . . . . . . . 279--281
                      Anonymous   Luxembourg income study summer workshop  283--283
                      Anonymous   Pages 187--283 (June 1989) . . . . . . . ??

Journal of Econometrics
Volume 41, Number 3, July, 1989

                Maxwell L. King   Testing for fourth-order autocorrelation
                                  in regression disturbances when
                                  first-order autocorrrelation is present  285--301
                Walter J. Mayer   Estimating disequilibrium models with
                                  limited a priori price-adjustment
                                  information  . . . . . . . . . . . . . . 303--320
                  Dan Steinberg   Induced work participation and the
                                  returns to experience for welfare women:
                                  Evidence from a social experiment  . . . 321--340
               Tom Wansbeek and   
                   Arie Kapteyn   Estimation of the error-components model
                                  with incomplete panels . . . . . . . . . 341--361
              Margaret E. Slade   Modelling stochastic and cyclical
                                  components of technical change: An
                                  application of the Kalman filter . . . . 363--383
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 385--385
                      Anonymous   Pages 285--385 (July 1989) . . . . . . . ??


Journal of Econometrics
Volume 42, Number 1, September, 1989

                      Anonymous   Editorial Board  . . . . . . . . . . . . ii--ii
                 Daniel Slottje   Editor's introduction: The state of
                                  empirical work on economic inequality    1--3
        Joseph L. Gastwirth and   
             Tapan K. Nayak and   
                 Jane-Ling Wang   Statistical properties of measures of
                                  between-group income differentials . . . 5--19
          McKinley L. Blackburn   Interpreting the magnitude of changes in
                                  measures of income inequality  . . . . . 21--25
                Frank A. Cowell   Sampling variance and decomposable
                                  inequality measures  . . . . . . . . . . 27--41
           Robert I. Lerman and   
                Shlomo Yitzhaki   Improving the accuracy of estimates of
                                  Gini coefficients  . . . . . . . . . . . 43--47
              D. J. Slottje and   
              R. L. Basmann and   
                 M. Nieswiadomy   On the empirical relationship between
                                  several well-known inequality measures   49--66
    François Bourguignon   Family size and social utility: Income
                                  distribution dominance criteria  . . . . 67--80
       Fredrik Nygård and   
            Arne Sandström   Income inequality measures based on
                                  sample surveys . . . . . . . . . . . . . 81--95
               J. B. Davies and   
                A. F. Shorrocks   Optimal grouping of income and wealth
                                  data . . . . . . . . . . . . . . . . . . 97--108
          Richard J. Butler and   
              James B. McDonald   Using incomplete moments to measure
                                  inequality . . . . . . . . . . . . . . . 109--119
       Joseph G. Hirschberg and   
                  D. J. Slottje   Remembrance of things past the
                                  distribution of earnings across
                                  occupations and the kappa criterion  . . 121--130
             Esfandiar Maasoumi   Continuously distributed attributes and
                                  measures of multivariate inequality  . . 131--144
                    Henri Theil   The development of international
                                  inequality 1960--1985  . . . . . . . . . 145--155
                      Anonymous   Pages 1--155 (September 1989)  . . . . . ??

Journal of Econometrics
Volume 42, Number 2, October, 1989

              Jan R. Magnus and   
                 Bahram Pesaran   The exact multi-period mean-square
                                  forecast error for the first-order
                                  autoregressive model with an intercept   157--179
               Masanao Aoki and   
                Arthur Havenner   A method for approximate representation
                                  of vector-valued time series and its
                                  relation to two alternatives . . . . . . 181--199
           Jeffrey A. Dubin and   
           Geoffrey S. Rothwell   Risk and reactor safety systems adoption 201--218
                  Steven Garber   The reserve-labor hypothesis, short-run
                                  pricing theories, and the
                                  employment-output relationship . . . . . 219--245
                Manuel Arellano   On the efficient estimation of
                                  simultaneous equations with covariance
                                  restrictions . . . . . . . . . . . . . . 247--265
                Manuel Arellano   An efficient GLS estimator of triangular
                                  models with covariance restrictions  . . 267--273
             Dilip B. Madan and   
               Ingmar R. Prucha   A note on the estimation of nonsymmetric
                                  dynamic factor demand models . . . . . . 275--283
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 285--285
                      Anonymous   News item  . . . . . . . . . . . . . . . 286--286
                      Anonymous   Pages 157--286 (October 1989)  . . . . . ??

Journal of Econometrics
Volume 42, Number 3, November, 1989

           M. S. Srivastava and   
                   Balvir Singh   Bootstrapping in multiplicative models   287--297
          Darrell A. Turkington   Classical tests for contemporaneously
                                  uncorrelated disturbances in the linear
                                  simultaneous equations model . . . . . . 299--317
               A. C. Harvey and   
                 James H. Stock   Estimating integrated higher-order
                                  continuous time autoregressions with an
                                  application to money-income causality    319--336
                 Myoung-jae Lee   Mode regression  . . . . . . . . . . . . 337--349
               Pentti Saikkonen   Asymptotic relative efficiency of the
                                  classical test statistics under
                                  misspecification . . . . . . . . . . . . 351--369
          Helmut Lütkepohl   A note on the asymptotic distribution of
                                  impulse response functions of estimated
                                  var models with orthogonal residuals . . 371--376
             J. Daniel Khazzoom   A note on the application of the
                                  nonlinear two-stage least-squares
                                  estimator to a Box--Cox-transformed
                                  model  . . . . . . . . . . . . . . . . . 377--379
                      Anonymous   Errata . . . . . . . . . . . . . . . . . 381--381
                      Anonymous   Index  . . . . . . . . . . . . . . . . . 383--384
                      Anonymous   Pages 287--384 (November 1989) . . . . . ??


Journal of Econometrics
Volume 161, Number 2, April 1, 2011

                    Wen Zhi Xie   Corrigendum to ``A simple way of
                                  computing the inverse moments of a
                                  non-central chi-square random variable''
                                  [J. Econom. \bf 37 (1988) 389--393]  . . 338--338


Journal of Econometrics
Volume 174, Number 1, May, 2013

                 Melanie Krause   Corrigendum to ``Elliptical Lorenz
                                  Curves'' [J. Econom. \bf 40 (1989)
                                  327--338]  . . . . . . . . . . . . . . . 44--44