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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) . . . . . . ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . . . . ??
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) . . . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . . . . ??
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) . . . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . . ??
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) . . . . . . ??
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) . . . . . . ??
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) . . . . . ??
Anonymous Subject index: Volumes 11--20,
1979--1982 . . . . . . . . . . . . . . . 341--413
Anonymous Pages 341--413 (December 1982) . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . ??
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) ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . . . ??
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) ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . . . ??
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) . . . . . . . ??
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) . . . . . . . ??
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) . . . . ??
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) . . . . ??
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) ??
Anonymous Subject Index: Volumes 21--30,
1983--1985 . . . . . . . . . . . . . . . 475--543
Anonymous Pages 475--543 (December 1985) . . . . . ??
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) . . . . . . ??
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) . . . . . . ??
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) . . . . . . ??
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) . . . . . . . . ??
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) . . . . . . . ??
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) . . . . . . ??
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) ??
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) . . . . . ??
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) ??
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) . . . . . . ??
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) . . . . . . . . ??
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) . . . . . . . ??
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) ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . ??
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) . . . . . . . ??
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) ??
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) . . . . . ??
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) . . . . . . ??
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) . . . . . ??
Anonymous Subject and author index: Volumes
31--40, 1986--1989 . . . . . . . . . . . 341--460
Anonymous Pages 341--460 (March 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) . . . . . . . . ??
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) . . . . . . . ??
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) . . . . . . . ??
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) . . . . . ??
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) . . . . . ??
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) . . . . . ??
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
Melanie Krause Corrigendum to ``Elliptical Lorenz
Curves'' [J. Econom. \bf 40 (1989)
327--338] . . . . . . . . . . . . . . . 44--44