Last update:
Wed Nov 8 14:14:59 MST 2023
D. J. A. and
P. J. D. and
A. Z. Editorial . . . . . . . . . . . . . . . 1--1
Stephen M. Goldfeld and
Richard E. Quandt A Markov model for switching regressions 3--15
Pietro Balestra Best quadratic unbiased estimators of
the variance-covariance matrix in normal
regression . . . . . . . . . . . . . . . 17--28
G. G. Judge and
T. A. Yancey and
M. E. Bock Properties of estimators after
preliminary tests of significance when
stochastic restrictions are used in
regression . . . . . . . . . . . . . . . 29--47
Dennis J. Aigner Regression with a binary independent
variable subject to errors of
observation . . . . . . . . . . . . . . 49--59
P. K. Trivedi Retail inventory investment behaviour 61--80
Ernst R. Berndt and
Laurits R. Christensen The translog function and the
substitution of equipment, structures,
and labor in U.S. manufacturing 1929--68 81--113
Anonymous Pages 1--113 (March 1973) . . . . . . . ??
Takamitsu Sawa The mean square error of a combined
estimator and numerical comparison with
the TSLS estimator . . . . . . . . . . . 115--132
K. R. W. Brewer Some consequences of temporal
aggregation and systematic sampling for
ARMA and ARMAX models . . . . . . . . . 133--154
Richard H. Day and
Jon P. Nelson A class of dynamic models for describing
and projecting industrial development 155--180
M. E. Bock and
G. G. Judge and
T. A. Yancey Some comments on estimation in
regression after preliminary tests of
significance . . . . . . . . . . . . . . 191--200
Anonymous Pages 115--200 (June 1973) . . . . . . . ??
Dennis J. Aigner On estimation of an econometric model of
short-run bank behaviour . . . . . . . . 201--228
C. I. Higgins and
V. W. Fitzgerald An econometric model of the Australian
economy . . . . . . . . . . . . . . . . 229--265
Arnold Zellner and
Anne D. Williams Bayesian analysis of the Federal Reserve
--- MIT--Penn model's Almon lag
consumption function . . . . . . . . . . 267--299
C. A. Knox Lovell A note on aggregation bias and loss . . 301--311
Peter Schönfeld A note on the measurability of the
pseudo-inverse . . . . . . . . . . . . . 313--314
Richard Brook and
T. D. Wallace A note on extraneous information in
regression . . . . . . . . . . . . . . . 315--316
Anonymous Pages 201--316 (October 1973) . . . . . ??
Marcel G. Dagenais The use of incomplete observations in
multiple regression analysis: A
generalized least squares approach . . . 317--328
Adrian Pagan Efficient estimation of models with
composite disturbance terms . . . . . . 329--340
V. K. Srivastava The efficiency of an improved method of
estimating seemingly unrelated
regression equations . . . . . . . . . . 341--350
P. C. B. Phillips The problem of identification in finite
parameter continuous time models . . . . 351--362
John Fitts Testing for autocorrelation in the
autoregressive moving average error
model . . . . . . . . . . . . . . . . . 363--376
Eric R. Sowey A classified bibliography of Monte Carlo
studies in econometrics . . . . . . . . 377--395
D. J. Aigner Book Review: \booktitleLectures in
probability theory and mathematical
statistics: Stephan Zubrzycki, (Elsevier
Publ. Co., Amsterdam and New York, 1972)
xi + 321 pp. (Dfl. 47.50) . . . . . . . 397--397
D. J. Aigner Book Review: \booktitleMathematical
models in investment and finance: G. P.
Szego and Karl Shell (eds).,
(North-Holland Publ. Co., Amsterdam,
1973) 656 pp. (\$41.50)} . . . . . . . . 397--398
T. Takayama Book Review: \booktitleStochastic
programming --- Methods and
applications: Jati K. Sengupta,
(North-Holland Publ. Co., Amsterdam,
1973) xi + 313 pp. (\$10.00)} . . . . . 398--399
T. C. Lee Book Review: \booktitleNonlinear methods
in econometrics: S. M. Goldfeld and R.
E. Quandt, (North-Holland Publ. Co.,
Amsterdam and London, 1972) xii + 280
pp. (\$18.75)} . . . . . . . . . . . . . 399--401
Harry Bloch Book Review: \booktitleThe economics of
advertising, Contributions to economic
analysis, vol. 80: Richard Schmalensee
(North-Holland Publ. Co., Amsterdam,
1972) xiii + 312 pp. (\$19.00)} . . . . 401--402
Adrian Pagan Book Review: \booktitleEconometric
studies of macro and monetary relations:
A. A. Powell and R. A. Williams (eds.),
(North-Holland Publ. Co., Amsterdam,
1973) viii + 358 pp. (\$18.75)} . . . . 402--403
Michael D. Hurd Book Review: \booktitleAn introduction
to applied macroeconomics: Edwin Kuh and
Richard Schmalensee, (North-Holland
Publ. Co., Amsterdam, 1972) 240 pp.
(Dfl. 40.00) . . . . . . . . . . . . . . 403--406
Anonymous Acknowledgement . . . . . . . . . . . . 407--407
Anonymous Index . . . . . . . . . . . . . . . . . 409--410
Anonymous Pages 317--410 (December 1973) . . . . . ??
Richard B. Westin Predictions from binary choice models 1--16
Arnold Zellner and
Franz Palm Time series analysis and simultaneous
equation econometric models . . . . . . 17--54
Alison Morgan and
Waiter Vandaele On testing hypothesis in simultaneous
equation models . . . . . . . . . . . . 55--65
Wayne A. Fuller and
George E. Battese Estimation of linear models with
crossed-error structure . . . . . . . . 67--78
Morley Gunderson Retention of trainees: A study with
dichotomous dependent variables . . . . 79--93
David K. Guilkey Alternative tests for a first-order
vector autoregressive error
specification . . . . . . . . . . . . . 95--104
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Anonymous Pages 1--104 (May 1974) . . . . . . . . ??
Takeshi Amemiya The nonlinear two-stage least-squares
estimator . . . . . . . . . . . . . . . 105--110
C. W. J. Granger and
P. Newbold Spurious regressions in econometrics . . 111--120
Charles R. Nelson The first-order moving average process:
Identification, estimation and
prediction . . . . . . . . . . . . . . . 121--141
Aman Ullah On the sampling distribution of improved
estimators for coefficients in linear
regression . . . . . . . . . . . . . . . 143--150
David F. Hendry and
Robin W. Harrison Monte Carlo methodology and the small
sample behaviour of ordinary and
two-stage least squares . . . . . . . . 151--174
Richard T. Froyen A test of the endogeneity of monetary
policy . . . . . . . . . . . . . . . . . 175--188
O. D. Anderson An inequality with a time series
application . . . . . . . . . . . . . . 189--193
Frank P. Stafford Book Review: \booktitlePermanent income,
wealth, and consumption: A critique of
the permanent income theory, the life
cycle hypothesis, and related theories:
T. Mayer (University of California
Press, Berkeley, 1973) . . . . . . . . . 195--196
Gregory C. Chow Book Review: \booktitleOptimal planning
for economic stabilization: The
application of control theory to
stabilization policy: R. S. Pindyck
(North-Holland, Amsterdam, 1973) xii +
167 pp. . . . . . . . . . . . . . . . . 197--198
Anonymous Pages 105--198 (July 1974) . . . . . . . ??
Michio Hatanaka An efficient two-step estimator for the
dynamic adjustment model with
autoregressive errors . . . . . . . . . 199--220
Nicholas J. Gonedes and
Harry V. Roberts Bayesian assessment of the unconditional
mean square error of repeated
predictions from a regression equation 221--240
David M. Grether Correlations with ordinal data . . . . . 241--246
Phoebus J. Dhrymes and
H. Erlat Asymptotic properties of full
information estimators in dynamic
autoregressive simultaneous equation
models . . . . . . . . . . . . . . . . . 247--259
Masanao Aoki Non-interacting control of macroeconomic
variables: Implications on policy mix
considerations . . . . . . . . . . . . . 261--281
B. T. McCallum The relative impact of monetary and
fiscal policy instruments: Some
structure-based estimates . . . . . . . 283--299
Phoebus J. Dhrymes A note on an efficient two-step
estimator . . . . . . . . . . . . . . . 301--304
Anonymous News item . . . . . . . . . . . . . . . 305--306
Anonymous Pages 199--306 (September 1974) . . . . ??
A. C. Harvey and
G. D. A. Phillips A comparison of the power of some tests
for heteroskedasticity in the general
linear model . . . . . . . . . . . . . . 307--316
John Kraft and
Arthur Kraft Empirical estimation of the value of
travel time using multi mode choice
models . . . . . . . . . . . . . . . . . 317--326
Michael J. Hartley and
Nagesh S. Revankar On the estimation of the Pareto law from
under-reported data . . . . . . . . . . 327--341
S. N. Afriat Measurement of the purchasing power of
incomes with linear expansion data . . . 343--364
D. J. Aigner MSE dominance of least squares with
errors-of-observation . . . . . . . . . 365--372
R. W. Farebrother and
N. E. Savin The graph of the $k$-class estimator: An
algebraic and statistical interpretation 373--388
D. J. Aigner and
T. Sawa Identification and normalization: A note 389--391
Jeffrey G. Williamson Book Review: \booktitleAnalysis of
development problems: Studies of the
Chilean economy: R. S. Eckhaus and P. N.
Rosentein-Rodan, eds., (North-Holland,
Amsterdam, 1973) xii + 430 pp., \$30.00} 393--394
Anonymous Acknowledgement . . . . . . . . . . . . 395--395
Anonymous Index . . . . . . . . . . . . . . . . . 397--398
Anonymous Pages 307--398 (December 1974) . . . . . ??
Wilford L. L'Esperance and
Daniel Taylor The power of four tests of
autocorrelation in the linear regression
model . . . . . . . . . . . . . . . . . 1--21
Dale J. Poirier On the use of bilinear splines in
economics . . . . . . . . . . . . . . . 23--34
A. Ronald Gallant Seemingly unrelated nonlinear
regressions . . . . . . . . . . . . . . 35--50
Grant M. Scobie and
Paul R. Johnson Estimation of the elasticity of
substitution in the presence of errors
of measurement . . . . . . . . . . . . . 51--56
Jean-François Richard A note on the information matrix of the
multivariate normal distribution . . . . 57--60
Joseph L. Gastwirth The estimation of a family of measures
of economic inequality . . . . . . . . . 61--70
Wouter J. Keller A new class of limited-information
estimators for simultaneous equations
systems . . . . . . . . . . . . . . . . 71--92
Dale J. Poirier Book Review: \booktitleRegression
estimation from grouped observations,
Griffin's statistical monographs and
courses no. 33: Y. Haitovosky, (Griffin
and co., London) x + 94 pp., \pounds
2.30 . . . . . . . . . . . . . . . . . . 93--93
Dennis J. Aigner Book Review: \booktitleStudies in
economic planning over space and time,
contributions to economic analysis no.
82: George Judge and Takashi Takayama,
(North-Holland, Amsterdam, 1973) xii +
727 pp., \$72.00} . . . . . . . . . . . 94--94
P. Schönfeld Book Review: \booktitleMulticollinearity
in linear economic models, Tilburg
studies in economics no. 7: D. Neelman,
(Tilburg university press, The
Netherlands, 1973) viii + 103 pp. . . . 94--95
Leonard W. Weiss Book Review: \booktitleSupply
relationships in the Canadian economy,
international business and economics
studies: Lawrence H. Officer, (Michigan
state university, East Lansing, 1972) x
+ 173 pp. . . . . . . . . . . . . . . . 95--96
J. David Richardson Book Review: \booktitleThe international
linkage of national economic models: R.
J. Ball, ed., (North-Holland, Amsterdam,
1973) xii + pp., \$31.50} . . . . . . . 96--97
W. E. Diewert Book Review: \booktitleProduction
functions: An integration of micro and
marco, short run and long run aspects:
L. Johansen, (North-Holland, Amsterdam,
1972) 274 pp. . . . . . . . . . . . . . 97--99
Pascal Mazodier Book Review: \booktitleEfficient
estimation with a priori information,
Cowless Foundation Monograph no. 23:
Thomas J. Rothenberg, (Yale university
press, New York, 1973) viii + 180 pp.
\$10.00} . . . . . . . . . . . . . . . . 99--102
Anonymous News items . . . . . . . . . . . . . . . 103--104
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Anonymous Pages 1--104 (February 1975) . . . . . . ??
David F. Burgess Duality theory and pitfalls in the
specification of technologies . . . . . 105--121
Joseph R. Antos and
Sherwin Rosen Discrimination in the market for public
school teachers . . . . . . . . . . . . 123--150
O. D. Anderson On a lemma associated with Box, Jenkins
and Granger . . . . . . . . . . . . . . 151--156
P. A. V. B. Swamy and
J. S. Mehta On Bayesian estimation of seemingly
unrelated regressions when some
observations are missing . . . . . . . . 157--169
Roberto S. Mariano Some large-concentration-parameter
asymptotics for the $k$-class estimators 171--177
Lloyd R. Kenward Autocorrelation and dynamic methodology
with an application to wage
determination models . . . . . . . . . . 179--187
Peter Schönfeld A note on least squares estimation and
the blue in a generalized linear
regression model . . . . . . . . . . . . 189--197
P. K. Trivedi Book Review: \booktitleMacroeconomic
regulation: K. P. Vishwakarma,
(Rotterdam University Press, 1974) pp.
xi + 91 . . . . . . . . . . . . . . . . 199--200
R. J. O'Brien Book Review: \booktitleQuantitative
methods in Economics: J. D. A. Cuddy,
(Rotterdam University Press, 1974) pp.
viii + 180, Dfl. 37.50 (U.S. \$13.20)} 200--201
Yasushi Taga Book Review: \booktitleStatistical
theory of sample survey design and
analysis: H. S. Konijn, (North-Holland,
Amsterdam, 1974) pp.xv + 429, \$32.50} 201--202
George E. Battese and
Wayne A. Fuller Erratum . . . . . . . . . . . . . . . . 203--203
Anonymous Pages 105--203 (May 1975) . . . . . . . ??
Charles F. Manski Maximum score estimation of the
stochastic utility model of choice . . . 205--228
D. E. A. Giles Discriminating between autoregressive
forms: A Monte Carlo comparison of
Bayesian and ad hoc methods . . . . . . 229--248
Byron G. Spencer The small sample bias of Durbin's tests
for serial correlation: When one of the
regressors is the lagged dependent
variable and the null hypothesis is true 249--254
Sanford Grossman Rational expectations and the
econometric modeling of markets subject
to uncertainty: A Bayesian approach . . 255--272
P. A. V. B. Swamy and
Paul N. Rappoport Relative efficiencies of some simple
Bayes estimators of coefficients in
dynamic models --- I . . . . . . . . . . 273--296
John U. Farley and
Melvin Hinich and
Timothy W. McGuire Some comparisons of tests for a shift in
the slopes of a multivariate linear time
series model . . . . . . . . . . . . . . 297--318
Pietro Balestra Book Review: \booktitleStatistical
decomposition analysis with applications
in the social and administrative
sciences: Henri Theil, studies in
mathematical and managerial economics,
vol. 14 (North-Holland, Amsterdam, 1972)
xvi + 337 pp., U.S. \$22.50} . . . . . . 319--319
George Judge Book Review: \booktitleApplied
multivariate analysis: S. James Press,
(Holt, Rinehart and Winston, New York,
1972) xix + 521 pp. . . . . . . . . . . 320--320
Anonymous News items . . . . . . . . . . . . . . . 321--323
Anonymous Pages 205--323 (August 1975) . . . . . . ??
Stephen M. Goldfelfd and
Richard E. Quandt Estimation in a disequilibrium model and
the value of information . . . . . . . . 325--348
David A. Pierce Forecasting in dynamic models with
stochastic regressors . . . . . . . . . 349--374
Takeshi Amemiya The nonlinear limited-information
maximum-likelihood estimator and the
modified nonlinear two-stage
least-squares estimator . . . . . . . . 375--386
Edward E. Leamer A result on the sign of restricted
least-squares estimates . . . . . . . . 387--390
Roger D. Blair and
Rafael Lusky A note on the influence of uncertainty
on estimation of production function
models . . . . . . . . . . . . . . . . . 391--394
T. Toyoda and
T. D. Wallace Estimation of variance after a
preliminary test of homogeneity and
optimal levels of significance for the
pre-test . . . . . . . . . . . . . . . . 395--404
Anonymous Erratum . . . . . . . . . . . . . . . . 405--405
Anonymous Acknowledgement . . . . . . . . . . . . 407--408
Anonymous Articles . . . . . . . . . . . . . . . . 409--410
Anonymous Pages 325--410 (November 1975) . . . . . ??
Hiroki Tsurumi and
Yoshi Tsurumi A Bayesian estimation of macro and micro
CES production functions . . . . . . . . 1--25
C. L. Haddad Testing income series: An application of
principal components . . . . . . . . . . 27--40
Werner Scharf $K$-matrix-class estimators and the
full-information maximum-likelihood
estimator as a special case . . . . . . 41--50
David F. Hendry The structure of simultaneous equations
estimators . . . . . . . . . . . . . . . 51--88
Warren Dent Information and computation in
simultaneous equations estimation . . . 89--95
Joseph B. Kadane Book Review: \booktitleStructural
equation model in the social sciences:
A. S. Goldberger and O. D. Duncan, eds.
(Seminar Press, New York, 1973) . . . . 97--97
John S. Lapp Book Review: \booktitleBank management
and portfolio behavior: Donald D. Hester
and James L. Pierce (Yale University
Press, New Haven, 1975) . . . . . . . . 97--99
Anonymous Editorial board . . . . . . . . . . . . ifc--ifc
Anonymous Pages 1--99 (February 1976) . . . . . . ??
D. Panton Chicago board call options as predictors
of common stock price changes . . . . . 101--113
W. E. Diewert Exact and superlative index numbers . . 115--145
H. D. Vinod Canonical ridge and econometrics of
joint production . . . . . . . . . . . . 147--166
Saul H. Hymans and
Harold T. Shapiro The allocation of household income to
food consumption . . . . . . . . . . . . 167--188
Michio Hatanaka Several efficient two-step estimators
for the dynamic simultaneous equations
model with autoregressive disturbances 189--204
Anonymous Pages 101--204 (May 1976) . . . . . . . ??
C. W. J. Granger and
P. Newbold The use of $ R^2 $ to determine the
appropriate transformation of regression
variables . . . . . . . . . . . . . . . 205--210
Peter Schmidt and
David K. Guilkey The effects of various treatments of
truncation remainders on tests of
hypotheses in distributed lag models . . 211--230
Marcel G. Dagenais Incomplete observations and
simultaneous-equations models . . . . . 231--241
Walter D. Fisher Normalization in point estimation . . . 243--252
Georg Hasenkamp A study of multiple-output production
functions: Klein's railroad study
revisited . . . . . . . . . . . . . . . 253--262
Vincent J. Geraci Identification of simultaneous equation
models with measurement error . . . . . 263--283
Thomas A. Yancey and
George G. Judge A Monte Carlo comparison of traditional
and Stein-rule estimators under squared
error loss . . . . . . . . . . . . . . . 285--294
Robert S. Guthrie A note on the Bayesian estimation of
Solow's distributed lag model . . . . . 295--300
Anonymous News Items . . . . . . . . . . . . . . . 301--301
Anonymous Pages 205--301 (August 1976) . . . . . . ??
S. T. Kassouf The lag structure of option price . . . 303--310
F. A. G. Den Butter The use of monthly and quarterly data in
an ARMA model . . . . . . . . . . . . . 311--324
Agustin Maravall A note on three-stage least squares
estimation . . . . . . . . . . . . . . . 325--330
Charles R. Nelson Gains in efficiency from joint
estimation of systems of
autoregressive-moving average processes 331--348
Bernt P. Stigum Least squares and stochastic difference
equations . . . . . . . . . . . . . . . 349--370
Hiroki Tsurumi A Bayesian test of the product cycle
hypothesis applied to Japanese crude
steel production . . . . . . . . . . . . 371--392
David S. Salkever The use of dummy variables to compute
predictions, prediction errors, and
confidence intervals . . . . . . . . . . 393--397
Ken Gaver Book Review: \booktitleEconometrics and
economic theory: Essays in honour of Jan
Tinbergen: W. Sellekaerts (International
Arts and Sciences Press, White Plains,
N.Y., 1974) . . . . . . . . . . . . . . 399--399
G. S. Maddala Book Review: \booktitleStudies in
Bayesian Econometrics and Statistics, In
honor of Leonard J. Savage: S. E.
Fienberg and A. Zellner (North-Holland
Publishing Co., Amsterdam, 1975) . . . . 399--400
Anonymous Acknowledgement . . . . . . . . . . . . 401--402
Anonymous Index . . . . . . . . . . . . . . . . . 403--403
Anonymous Pages 303--403 (November 1976) . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . iv--iv
David V. Hinkley and
Nagesh S. Revankar Estimation of the Pareto law from
underreported data: A further analysis 1--11
George C. Tiao and
Wei-Yuan Tan and
Yu-Chi Chang Some aspects of bivariate regression
subject to linear constraints . . . . . 13--35
Laurits R. Christensen and
Marilyn E. Manser Estimating U.S. consumer preferences for
meat with a flexible utility function 37--53
Michael Denny and
Doug May The existence of a real value-added
function in the Canadian manufacturing
sector . . . . . . . . . . . . . . . . . 55--69
A. Ronald Gallant Three-stage least-squares estimation for
a system of simultaneous, nonlinear,
implicit equations . . . . . . . . . . . 71--88
Melvyn A. Fuss The demand for energy in Canadian
manufacturing: An example of the
estimation of production structures with
many inputs . . . . . . . . . . . . . . 89--116
John J. Spitzer A simultaneous equations system of money
demand and supply using generalized
functional forms . . . . . . . . . . . . 117--128
Heinz Neudecker Abrahamse and Koerts' `new estimator' of
disturbances in regression analysis . . 129--133
Anonymous Pages 1--133 (January 1977) . . . . . . ??
Wallace Hendricks and
Roger Koenker and
Robert Podlasek Consumption patterns for electricity . . 135--153
Rins Harkema and
Sybrand Schim Van Der Loeff On Bayesian and non-Bayesian estimation
of a two-level CES production function
for the Dutch manufacturing sector . . . 155--165
Svend Hylleberg A comparative study of finite sample
properties of band spectrum regression
estimators . . . . . . . . . . . . . . . 167--182
Terence J. Wales On the flexibility of flexible
functional forms: An empirical approach
* . . . . . . . . . . . . . . . . . . . 183--193
Charles Blackorby and
Daniel Primont and
R. Robert Russell On testing separability restrictions
with flexible functional forms . . . . . 195--209
Corrado Corradi Smooth distributed lag estimators and
smoothing spline functions in Hilbert
spaces . . . . . . . . . . . . . . . . . 211--219
Christopher L. Gilbert Regression using mixed annual and
quarterly data . . . . . . . . . . . . . 221--239
Gary Chamberlain Education, income, and ability revisited 241--257
Donald O'Hara Book Review: \booktitleThe theory of
quantitative economic policy: K. A. Fox,
J. K. Sengupta and E. Thorbecke, 2nd
rev. ed. (North-Holland, Amsterdam,
1973) . . . . . . . . . . . . . . . . . 259--259
Anonymous News items . . . . . . . . . . . . . . . 261--263
Anonymous Pages 135--263 (March 1977) . . . . . . ??
David A. Pierce and
Larry D. Haugh Causality in temporal systems:
Characterization and a survey . . . . . 265--293
Takeshi Amemiya The modified second-round estimator in
the general qualitative response model 295--299
Maitreyi Chaudhuri (Mukherjee) Autocorrelated disturbances in the light
of specification analysis . . . . . . . 301--313
John L. Knight On the existence of moments of the
partially restricted reduced-form
estimators from a simultaneous-equation
model . . . . . . . . . . . . . . . . . 315--321
David E. Rose Forecasting aggregates of independent
Arima processes . . . . . . . . . . . . 323--345
Jean-Pierre Laffargue Nonlinear models of analysis of variance 347--363
Peter Schmidt Estimation of seemingly unrelated
regressions with unequal numbers of
observations . . . . . . . . . . . . . . 365--377
Franz Palm On univariate time series methods and
simultaneous equation econometric models 379--388
Jerry A. Hausman Errors in variables in simultaneous
equation models . . . . . . . . . . . . 389--401
Anonymous News item . . . . . . . . . . . . . . . 403--403
Anonymous Index . . . . . . . . . . . . . . . . . 405--406
Anonymous Pages 265--406 (May 1977) . . . . . . . ??
Nanak Kakwani On the estimation of Engel elasticities
from grouped observations with
application to Indonesian data . . . . . 1--19
Dennis Aigner and
C. A. Knox Lovell and
Peter Schmidt Formulation and estimation of stochastic
frontier production function models . . 21--37
Richard A. L. Carter and
Anirudh L. Nagar Coefficients of correlation for
simultaneous equation systems . . . . . 39--50
Clifford L. F. Attfield Estimation of a model containing
unobservable variables using grouped
observations: An application to the
permanent income hypothesis . . . . . . 51--63
Garry D. A. Phillips Recursions for the two-stage
least-squares estimators . . . . . . . . 65--77
Michael A. Goldberg and
Ashok Vora Spectral analysis of public utility
returns . . . . . . . . . . . . . . . . 79--101
Andrew C. Harvey and
Patrick Collier Testing for functional misspecification
in regression analysis . . . . . . . . . 103--119
Craig F. Ansley and
W. Allen Spivey and
William J. Wrobleski On the structure of moving average
processes . . . . . . . . . . . . . . . 121--134
Oliver D. Anderson An inequality and a lemma revisited . . 135--140
Bridger M. Mitchell Book Review: \booktitleEconometric
studies of U.S. energy policy: D. W.
Jorgenson, ed., (North-Holland,
Amsterdam, 1976) pp. 243 . . . . . . . . 141--142
Maurice D. Levi Book Review: \booktitleEconometrics of
investment: J. C. R. Rowley and P. K.
Trivedi, (Wiley, New York, 1975) . . . . 142--142
Gregory C. Chow Book Review: \booktitleOptimal control
and system theory in dynamic economic
analysis: Masanao Aoki, (North-Holland,
Amsterdam,1976) xiv + 400 pp. . . . . . 143--144
Denyse L. Dagenais Book Review: \booktitleIntroduction \`a
l'econométrie: Yvan Langaskens,
(Librairie Droz, Geneva, 1975) approx.
670 pp. \$30.00} . . . . . . . . . . . . 144--145
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Anonymous Pages 1--145 (July 1977) . . . . . . . . ??
Peter C. B. Phillips An approximation to the finite sample
distribution of Zellner's seemingly
unrelated regression estimator . . . . . 147--164
Maurice D. Levi Measurement errors and bounded OLS
estimates . . . . . . . . . . . . . . . 165--171
Peter M. Robinson The construction and estimation of
continuous time models and discrete
approximations in econometrics . . . . . 173--197
Charles I. Plosser and
G. William Schwert Estimation of a non-invertible moving
average process: The case of
overdifferencing . . . . . . . . . . . . 199--224
Raúl Pedro Mentz Estimation in the first-order moving
average model through the finite
autoregressive approximation: Some
asymptotic results . . . . . . . . . . . 225--236
Roger R. Betancourt On the consequences of planning interval
specification error for the estimation
of dynamic models . . . . . . . . . . . 237--242
Yochanan P. Comay and
Arie Melnik and
Moshe A. Pollatschek Option values, stipends and the returns
to educational investment . . . . . . . 243--260
Anonymous Erratum . . . . . . . . . . . . . . . . 261--261
Anonymous Pages 147--261 (September 1977) . . . . ??
Patricia Rice and
V. Kerry Smith An econometric model of the petroleum
industry . . . . . . . . . . . . . . . . 263--287
Nicholas J. Gonedes and
Harry V. Roberts Differencing of random walks and near
random walks . . . . . . . . . . . . . . 289--308
Forrest D. Nelson Censored regression models with
unobserved, stochastic censoring
thresholds . . . . . . . . . . . . . . . 309--327
Jacques H. Dr\`eze Bayesian regression analysis using
poly-t densities . . . . . . . . . . . . 329--354
Burt S. Holland Mean square error tests for restrictions
in singular linear models . . . . . . . 355--363
Takeshi Amemiya A note on a heteroscedastic model . . . 365--370
Hiroki Tsurumi A Bayesian test of a parameter shift and
an application . . . . . . . . . . . . . 371--380
Marjorie B. McElroy Goodness of fit for seemingly unrelated
regressions: Glahn's $ R^2_{y.x} $ and
Hooper's $ \bar {r}^2 $ . . . . . . . . 381--387
Marjorie B. McElroy Weaker MSE criteria and tests for linear
restrictions in regression models with
non-spherical disturbances . . . . . . . 389--394
Anonymous Acknowledgement . . . . . . . . . . . . 395--396
Anonymous Index . . . . . . . . . . . . . . . . . 397--398
Anonymous Pages 263--398 (November 1977) . . . . . ??
Anonymous Editorial board . . . . . . . . . . . . ii--ii
Jatinder S. Mehta and
Paravastu A. V. B. Swamy The existence of moments of some simple
Bayes estimators of coefficients in a
simultaneous equation model . . . . . . 1--13
Laurens De Haan and
Elselien Taconis-Haantjes Asymptotic properties of a correlation
coefficient type statistic connected
with the general linear model . . . . . 15--21
Warren Dent and
An-Sik Min A Monte Carlo study of autoregressive
integrated moving average processes . . 23--55
Susan S. Hamlen and
William A. Hamlen Harmonic alternatives to the Almon
polynomial technique . . . . . . . . . . 57--66
Richard E. Just and
Rulon D. Pope Stochastic specification of production
functions and economic implications . . 67--86
Elie Appelbaum Testing neoclassical production theory 87--102
Noel D. Uri and
J. Wilson Mixon The distribution of changes in
manufacturing employment and the impact
of the minimum wage . . . . . . . . . . 103--114
Ignazio Visco On obtaining the right sign of a
coefficient estimate by omitting a
variable from the regression . . . . . . 115--117
William J. Raduchel A note on non-linear limited-information
maximum-likelihood . . . . . . . . . . . 119--122
Joseph B. Kadane A comment on ``normalization in point
estimation'' . . . . . . . . . . . . . . 123--125
Walter D. Fisher Reply . . . . . . . . . . . . . . . . . 127--127
Joseph B. Kadane Rejoinder . . . . . . . . . . . . . . . 129--129
Anonymous New items: European meeting of the
Econometric Society, Geneva, 1978 . . . 131--132
Anonymous Pages 1--132 (February 1978) . . . . . . ??
H. E. Doran and
W. E. Griffiths Inconsistency of the OLS estimator of
the partial adjustment-adaptive
expectations model . . . . . . . . . . . 133--146
J. Stuart McMenamin and
Jean-Paul Pinard Specification and estimation of dynamic
demand systems incorporating polynomial
price response functions: An application
to U.S. clothing imports . . . . . . . . 147--162
John Geweke Testing the exogeneity specification in
the complete dynamic simultaneous
equation model . . . . . . . . . . . . . 163--185
Charles M. Beach and
James G. MacKinnon Full maximum likelihood estimation of
second-order autoregressive error models 187--198
Alice Nakamura and
Masao Nakamura On the impact of the tests for serial
correlation upon the test of
significance for the regression
coefficient . . . . . . . . . . . . . . 199--210
Warren T. Dent and
George P. H. Styan Uncorrelated residuals from linear
models . . . . . . . . . . . . . . . . . 211--225
Anirudh L. Nagar and
Surottam N. Sahay The bias and mean squared error of
forecasts from partially restricted
reduced form . . . . . . . . . . . . . . 227--243
Paravastu A. V. B. Swamy and
Paul N. Rappoport Relative efficiencies of some simple
Bayes estimators of coefficients in a
dynamic equation with serially
correlated errors --- II . . . . . . . . 245--258
Peter Schmidt A note on the estimation of seemingly
unrelated regression systems . . . . . . 259--261
Anonymous Pages 133--261 (June 1978) . . . . . . . ??
Jatinder S. Mehta and
Gorti V. L. Narasimham and
Paravastu A. V. B. Swamy Estimation of a dynamic demand function
for gasoline with different schemes of
parameter variation . . . . . . . . . . 263--279
Jan R. Magnus Maximum likelihood estimation of the GLS
model with unknown parameters in the
disturbance covariance matrix . . . . . 281--312
Komei Sasaki An empirical analysis of linear
aggregation problems: The case of
investment behavior in Japanese firms 313--331
Alain Monfort First-order identification in linear
models . . . . . . . . . . . . . . . . . 333--350
Panagiotis A. Papakyriazis Optimal experimental design in
econometrics: The time series problem 351--372
Leonard Gill and
Sophocles N. Brissimis Polynomial operators and the asymptotic
distribution of dynamic multipliers . . 373--384
Lung-Fei Lee and
William G. Tyler The stochastic frontier production
function and average efficiency: An
empirical analysis . . . . . . . . . . . 385--389
T. D. Dwivedi and
V. K. Srivastava Optimality of least squares in the
seemingly unrelated regression equation
model . . . . . . . . . . . . . . . . . 391--395
Anonymous Announcement . . . . . . . . . . . . . . 397--397
Anonymous Index . . . . . . . . . . . . . . . . . 399--400
Anonymous Pages 263--400 (April 1978) . . . . . . ??
N. E. Savin and
Kenneth J. White Estimation and testing for functional
form and autocorrelation: A simultaneous
approach . . . . . . . . . . . . . . . . 1--12
Takeshi Amemiya On a two-step estimation of a
multivariate logit model . . . . . . . . 13--21
Manfred Deistler The structural identifiability of linear
models with autocorrelated errors in the
case of cross-equation restrictions . . 23--31
Shlomo Maital Multidimensional scaling: Some
econometric applications . . . . . . . . 33--46
Jerzy Szroeter Generalized variance-ratio tests for
serial correlation in multivariate
regression models . . . . . . . . . . . 47--59
Teun Kloek and
Herman K. van Dijk Efficient estimation of income
distribution parameters . . . . . . . . 61--74
Richard B. Westin and
David W. Gillen Parking location and transit demand: A
case study of endogenous attributes in
disaggregate mode choice models . . . . 75--101
Nanak Kakwani A new method of estimating Engel
elasticities . . . . . . . . . . . . . . 103--110
Nicholas M. Kiefer Federally subsidized occupational
training and the employment and earnings
of male trainees . . . . . . . . . . . . 111--125
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Anonymous Pages 1--125 (August 1978) . . . . . . . ??
Arnold Zellner Estimation of functions of population
means and regression coefficients
including structural coefficients: A
minimum expected loss (MELO) approach 127--158
Takamitsu Sawa The exact moments of the least squares
estimator for the autoregressive model 159--172
Frank T. Denton Single-equation estimators and
aggregation restrictions when equations
have the same sets of regressors . . . . 173--179
Piet De Jong Determining the final form of a linear
dynamic econometric model . . . . . . . 181--192
Elizabeth F. Gustafson Testing unstable econometric models for
stability: An empirical study . . . . . 193--201
Thomas B. Fomby and
David K. Guilkey On choosing the optimal level of
significance for the Durbin--Watson test
and the Bayesian alternative . . . . . . 203--213
Terence J. Wales Labour supply and commuting time: An
empirical study . . . . . . . . . . . . 215--226
Leslie G. Godfrey Testing for multiplicative
heteroskedasticity . . . . . . . . . . . 227--236
William W. S. Wei The effect of temporal aggregation on
parameter estimation in distributed lag
model . . . . . . . . . . . . . . . . . 237--246
Adrian Pagan Rational and polynomial lags: The finite
connection . . . . . . . . . . . . . . . 247--254
D. E. A. Giles and
M. L. King Fourth-order autocorrelation: Further
significance points for the Wallis test 255--259
Arne Gabrielsen Consistency and identifiability . . . . 261--263
Anonymous Corrigenda . . . . . . . . . . . . . . . 265--265
Anonymous Pages 127--265 (October 1978) . . . . . ??
Dennis Aigner and
Arnold Zellner Editorial . . . . . . . . . . . . . . . 267--267
R. Kohn Local and global identification and
strong consistency in time series models 269--293
C. Dubbelman and
A. S. Louter and
A. P. J. Abrahamse On typical characteristics of economic
time series and the relative qualities
of five autocorrelation tests . . . . . 295--306
S. James Press and
Arnold Zellner Posterior distribution for the multiple
correlation coefficient with fixed
regressors . . . . . . . . . . . . . . . 307--321
Michio Hatanaka On the efficient estimation methods for
the macro-economic models nonlinear in
variables . . . . . . . . . . . . . . . 323--356
Lung-Fei Lee and
Robert P. Trost Estimation of some limited dependent
variable models with application to
housing demand . . . . . . . . . . . . . 357--382
Alan D. Woodland On testing weak separability . . . . . . 383--398
Anonymous Index . . . . . . . . . . . . . . . . . 399--400
Anonymous Pages 267--400 (December 1978) . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Anonymous Editors' introduction . . . . . . . . . 1--9
Clive W. J. Granger and
Robert Engle and
Ramu Ramanathan and
Allan Andersen Residential load curves and time-of-day
pricing: An econometric analysis . . . . 13--32
Wallace Hendricks and
Roger Koenker and
Dale J. Poirier Residential demand for electricity: An
econometric approach . . . . . . . . . . 33--57
Anthony Lawrence and
Steven Braithwait The residential demand for electricity
with time-of-day pricing . . . . . . . . 59--77
Scott E. Atkinson Responsiveness to time-of-day
electricity pricing: First empirical
results . . . . . . . . . . . . . . . . 79--95
Lester D. Taylor On modelling the residential demand for
electricity by time-of-day . . . . . . . 97--115
Robert M. Spann and
Edward C. Beauvais Econometric estimation of peak
electricity demands . . . . . . . . . . 119--136
Emanuel Parzen and
Marcello Pagano An approach to modeling seasonally
stationary time series . . . . . . . . . 137--153
Noel D. Uri A mixed time-series/econometric approach
to forecasting peak system load . . . . 155--171
Roger Koenker Optimal peak load pricing with
time-additive consumer preferences . . . 175--192
John C. Panzar and
Robert D. Willig Theoretical determinants of the
industrial demand for electricity by
time of day . . . . . . . . . . . . . . 193--207
Dennis J. Aigner Bayesian analysis of optimal sample size
and a best decision rule for experiments
in direct load control . . . . . . . . . 209--221
Robert E. Dansby Multi-period pricing with stochastic
demand . . . . . . . . . . . . . . . . . 223--237
Anonymous Acknowledgement: \booktitleJournal of
Econometrics --- 1978 . . . . . . . . . 239--240
Anonymous Pages 1--240 (January 1979) . . . . . . ??
Peter C. B. Phillips The sampling distribution of forecasts
from a first-order autoregression . . . 241--261
Greg Reinsel FIML estimation of the dynamic
simultaneous equations model with ARMA
disturbances . . . . . . . . . . . . . . 263--281
Elie Appelbaum Testing price taking behavior . . . . . 283--294
David F. Hendry The behaviour of inconsistent
instrumental variables estimators in
dynamic systems with autocorrelated
errors . . . . . . . . . . . . . . . . . 295--314
David A. Besley On the computational competitiveness of
full-information maximum-likelihood and
three-stage least-squares in the
estimation of nonlinear,
simultaneous-equations models . . . . . 315--342
Peter Schmidt and
C. A. Knox Lovell Estimating technical and allocative
inefficiency relative to stochastic
production and cost frontiers . . . . . 343--366
Roger W. Klein Optimal instruments when the
disturbances are small . . . . . . . . . 368--377
Yash Pal Gupta and
Esfandiar Maasoumi Omitted variables, variability of
estimated parameters and the appearance
of autocorrelated disturbances . . . . . 379--385
Tony Lancaster Prediction from binary choice models: A
note . . . . . . . . . . . . . . . . . . 387--389
Anonymous Erratum . . . . . . . . . . . . . . . . 391--391
Anonymous European doctoral program in
quantitative economics . . . . . . . . . 393--393
Anonymous Index . . . . . . . . . . . . . . . . . 395--396
Anonymous Pages 241--396 (February 1979) . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
P. A. V. B. Swamy and
J. S. Mehta Estimation of common coefficients in two
regression equations . . . . . . . . . . 1--14
V. K. Srivastava and
T. D. Dwivedi Estimation of seemingly unrelated
regression equations: A brief survey . . 15--32
David K. Guilkey and
Peter Schmidt Some small sample properties of
estimators and test statistics in the
multivariate logit model . . . . . . . . 33--42
R. W. Farebrother Estimation with aggregated data . . . . 43--55
Harold L. Nelson and
C. W. J. Granger Experience with using the Box--Cox
transformation when forecasting economic
time series . . . . . . . . . . . . . . 57--69
Salih N. Neftçi Modeling the price side of econometric
models: An analysis of the underlying
hypotheses . . . . . . . . . . . . . . . 71--84
John Wills Technical change in the U.S. primary
metals industry . . . . . . . . . . . . 85--98
Korhan Berzeg The error components model: Conditions
for the existence of the maximum
likelihood estimates . . . . . . . . . . 99--102
Allan J. Taub Prediction in the context of the
variance-components model . . . . . . . 103--107
A. Buse Goodness-of-fit in the seemingly
unrelated regressions model: A
generalization . . . . . . . . . . . . . 109--113
Christian Gourieroux and
Alain Monfort On the characterization of a joint
probability distribution by conditional
distributions . . . . . . . . . . . . . 115--118
T. Toyoda and
T. Dudley Wallace Pre-testing on part of the data . . . . 119--123
Anonymous Announcement . . . . . . . . . . . . . . 125--125
Anonymous Pages 1--125 (April 1979) . . . . . . . ??
R. La Var Huntzinger Market analysis with rational
expectations: Theory and estimation . . 127--145
Charles I. Plosser The analysis of seasonal economic models 147--163
N. Anders Klevmarken A comparative study of complete systems
of demand functions . . . . . . . . . . 165--191
Vittorio Corbo and
Patricio Meller The translog production function: Some
evidence from establishment data . . . . 193--199
William E. Griffiths and
Ross G. Drynan and
Surekha Prakash Bayesian estimation of a random
coefficient model . . . . . . . . . . . 201--220
Charles R. Nelson and
Gary S. Shea Hypothesis testing based on
goodness-of-fit in the moving average
time series model . . . . . . . . . . . 221--226
David E. Spencer Estimation of a dynamic system of
seemingly unrelated regressions with
autoregressive disturbances . . . . . . 227--241
Cheng Hsiao Linear regression using both temporally
aggregated and temporally disaggregated
data . . . . . . . . . . . . . . . . . . 243--252
J. Michael Price The characterization of instantaneous
causality: A correction . . . . . . . . 253--256
David A. Pierce and
Larry D. Haugh The characterization of instantaneous
causality: A comment . . . . . . . . . . 257--259
Anonymous Corrigenda . . . . . . . . . . . . . . . 261--261
Anonymous Pages 127--261 (June 1979) . . . . . . . ??
J. A. Hausmann and
M. Kinnucan and
D. McFaddden A two-level electricity demand model:
Evaluation of the Connecticut
time-of-day pricing test . . . . . . . . 263--289
Robert B. Avery Modeling monetary policy as an
unobserved variable . . . . . . . . . . 291--311
Frank M. Gollop and
Mark J. Roberts Firm interdependence in oligopolistic
markets . . . . . . . . . . . . . . . . 313--331
Dit Sang Ho The reconstruction of index data in
aggregative econometric models . . . . . 333--359
A. D. Woodland Stochastic specification and the
estimation of share equations . . . . . 361--383
Anonymous Corrigenda . . . . . . . . . . . . . . . 385--385
Anonymous Index . . . . . . . . . . . . . . . . . 387--388
Anonymous Pages 263--388 (August 1979) . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ii--ii
Dennis J. Aigner and
Carl N. Morris Editors' introduction . . . . . . . . . 1--5
Dennis J. Aigner A brief introduction to the methodology
of optimal experimental design . . . . . 7--26
John Conlisk and
Harold Watts A model for optimizing experimental
designs for estimating response surfaces 27--42
Carl Morris A finite selection model for
experimental design of the health
insurance study . . . . . . . . . . . . 43--61
John Conlisk Design for simultaneous equations . . . 63--76
Robert Ferber and
Werner Z. Hirsch Social experiments in economics . . . . 77--115
Joseph P. Newhouse and
Kent H. Marquis and
Carl N. Morris and
Charles E. Phelps and
William H. Rogers Measurement issues in the second
generation of social experiments: The
health insurance study . . . . . . . . . 117--129
Williard G. Manning and
Bridger M. Mitchell and
Jan Paul Acton Design of the Los Angeles peak-load
pricing experiment for electricity . . . 131--194
Dennis J. Aigner Sample design for electricity pricing
experiments: Anticipated precision for a
time-of-day pricing experiment . . . . . 195--205
Anonymous Pages 1--205 (September 1979) . . . . . ??
Robert G. Crawford Expectations and labor market
adjustments . . . . . . . . . . . . . . 207--232
John S. Akin and
David K. Guilkey and
Robin Sickles A random coefficient probit model with
an application to a study of migration 233--246
Michael Hurd Estimation in truncated samples when
there is heteroscedasticity . . . . . . 247--258
Asher Tishler and
Israel Zang A switching regression method using
inequality conditions . . . . . . . . . 259--274
A. Ronald Gallant and
Dale W. Jorgenson Statistical inference for a system of
simultaneous, non-linear, implicit
equations in the context of instrumental
variable estimation . . . . . . . . . . 275--302
Corrado Corradi A note on the computation of maximum
likelihood estimates in linear
regression models with autocorrelated
errors . . . . . . . . . . . . . . . . . 303--317
D. E. A. Giles and
A. C. Rayner The mean squared errors of the maximum
likelihood and natural-conjugate Bayes
regression estimators . . . . . . . . . 319--334
James Barth and
Arthur Kraft and
John Kraft A temporal cross-section approach to the
price equation . . . . . . . . . . . . . 335--351
Jean-Jacques Laffont and
Alain Monfort Disequilibrium econometrics in dynamic
models . . . . . . . . . . . . . . . . . 353--361
P. C. B. Phillips The concentration ellipsoid of a random
vector . . . . . . . . . . . . . . . . . 363--365
Anonymous News item . . . . . . . . . . . . . . . 367--367
Anonymous Index . . . . . . . . . . . . . . . . . 369--369
Anonymous Pages 207--369 (October--December 1979) ??