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Volume 12, Number 1, January, 1980Warren 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