Current Index to Statistics
Equilibrium in a finite sequence of markets with transaction cost
Maximum likelihood methods for models of markets in disequilibrium
Maddala, G. S.
Nelson, Forrest D.
Sharma, Bhu Dev
Some time and frequency domain distributed lag estimators: A comparative Monte Carlo study
Cargill, Thomas F.
Meyer, Robert A.
Voter antagonism and the paradox of voting
A test of the ``no trade off in the long run'' hypothesis
Short-run equilibrium and stability in the two-sector growth model
Money and the decentralization of exchange
Ostroy, Joseph M.
Starr, Ross M.
A convenient descriptive model of income distribution: The gamma density
Salem, A. B. Z.
Mount, T. D.
A note on preference aggregation
Young, H. P.
Estimation and prediction from aggregate data when aggregates are measured more accurately than their components
Aigner, D. J.
Goldfeld, S. M.
Comments on ``A general formulation of the LeChatelier-Samuelson principle'' (72V40 p711-717)
Specification of the disturbance for efficient estimation
Engle, Robert F.
Quality, commodity hierarchies, and housing markets
Sweeny, James L.
Validity of Nagar's expansion for the moments of econometric estimators (Ref: 59V27 p573-595)
Sargan, J. D.
Methods of estimation for markets in disequilibrium: A further study (Ref: 72V40 p497-514))
Fair, Ray C.
Kelejian, Harry H.
Large sample theory of some measures of income inequality
Gastwirth, Joseph L.
Negative quasi-definiteness and the global stability of general equilibrium
Gordon, Roger H.
The existence of optimal price vectors in the general balanced-growth model of Gale
Soyster, A. L.
On the form of market demand functions
The stability of Edgeworth's recontracting process (Pkg: p21-44)
Green, Jerry R.
A note on Theil's test for linearity of regression
Non-cooperative equilibria in time-dependent supergames
Friedman, James W.
Voting anomalies, the number of voters, and the number of alternatives
Kelly, Jerry S.
Optimal consumption with a stochastic income stream
Miller, Bruce L.
Necessary conditions for optimal control problems with infinite horizons
Horizon in a simple model of economic growth
Dynamic oligopoly with inventories
Kirman, Alan P.
Sobel, Matthew J.
Product durability under monopoly and competition (Com: 77V45 p229-235)
Kamien, Morton I.
Schwartz, Nancy L.
The asymptotic distribution of forecasts in the dynamic simulation of an econometric model
A comparison of some limited information estimators for dynamic simultaneous equations models with autocorrelated errors
Dhrymes, Phoebus J.
Bounds on the variance of regression coefficients due to heteroscedastic or autoregressive errors
Sathe, S. T.
Vinod, H. D.
The analysis of consumer demand in the United Kingdom, 1900-1970
Deaton, Angus S.
Recontracting stability (Pkg: p21-44)
Feldman, Alan M.
Application of random coefficient regression models to the aggregation problem
Akkina, K. R.
Education and the decision to migrate: An econometric analysis of migration in Venezuela
Levy, Mildred B.
Wadycki, Walter J.
Pooling as a specification error --- A note
Towards an economic theory of replacement investment
Feldstein, Martin S.
An axiomatic characterization of the price mechanism
Price distortion and potential welfare
The price of money in a pure exchange monetary economy with taxation
Starr, Ross M.
Power, the economic environment, and social choice
The Hahn process with firms but no production (Ref: 62V30 p463-469)
Fisher, Franklin M.
Recursively decentralized decision making
Russell, R. Robert
Intertemporal consumer theory and the demand for durables
Diewert, W. E.
Random parameters in a simultaneous equation framework: Identification and estimation
Kelejian, H. H.
Alternative tests of independence between stochastic regressors and disturbances: Finite sample results
Three stage least squares and some extensions where the structural disturbance covariance matrix may be singular
Court, R. H.
A metric structure derived from subjective judgements: Scaling under prefect and imperfect discrimination
Stochastic specification in an aggregate demand model of the United Kingdom
Hendry, David F.
A general procedure for obtaining maximum likelihood estimates in generalized regression models
The algebraic equivalence of the Oberhofer-Kmenta and Theil-Boot formulae for the asymptotic variance of a characteristic root of a dynamic econometric model
Saddlepoint in homogeneous programming without Slater condition
Moeseke, Paul V.
A note on the efficient estimation of the new measures of income inequality
Kakwani, N. C.
Use of the Chow test under heteroscedasticity (Ref: 60V28 p591-605)
Marx in light of modern economic theory (C/R: 78V46 p1239-1243)
Some remarks on the core of a ``large'' economy
Khan, M. Ali
The topology of Pareto-optimal regions with public goods
Zeckhauser, Richard J.
Weinstein, Milton C.
The capacity for Smithies model to explain the growth trend by endogenous forces (Ref: 57V25 p1-52)
Shadow prices, market wages, and labor supply
Impossibility theorems without the social completeness axioms
Fishburn, Peter C.
Equilibrium and stability
Allingham, M. G.
An experimental study of the structural estimators and test statistics associated with dynamical econometric models
Basmann, R. L.
Richardson, D. H.
Rohr, R. J.
The estimation of income and substitution effects in a model of family labor supply
Identifiability in linear models
Asymptotic minimum-MSE prediction in the Cobb-Douglas model with a multiplicative disturbance term
Aigner, Dennis J.
The exact mean of two least squares estimators of the structural parameters in an equation having three endogenous variables
Nagar, A. L.
A note on a Fair and Jaffee model (Ref: 72V40 p497-514))
Some small sample properties of Durbin's test for serial correlation in regression models containing lagged dependent variables
Kenkel, James L.
A comment on SYMINV: An algorithm for the inversion of a positive definite matrix by the Cholesky decomposition
Factor substitution and durability of capital in a two sector putty-clay model
The estimation of some continuous time models
Phillips, P. C. B.
Finite sample distributions associated with stochastic difference equations --- Some experimental evidence
Basmann, R. L.
Richardson, D. H.
Rohr, R. J.
Some small sample evidence on tests of significance in simultaneous equation models
Maddala, G. S.
Testing a subset of the overidentifying restrictions
Kadane, Joseph B.
Testing structural specification using the unrestricted reduced form
Byron, R. P.
Some empirical evidence on the decreasing scale elasticity
Learning the optimal strategy in a zero-sum game
Crawford, Vincent P.
Some generalizations of social decisions under majority rule
Wendell, Richard E.
Thorson, Stuart J.
The nontransitive consumer
Shafer, Wayne J.
On the uniqueness of competitive equilibrium. Part II: Bounded demand (Ref: 73V41 p817-828)
Pearce, I. F.
Note on the core of an economy with production (French: Note sur le noyau d'une économie avec production)
Measurement of conjectural variations in oligopoly
Errors in variables and other unobservables
Multivariate regression and simultaneous equation models when the dependent variables are truncated normal