Volume 48.
(as bibtex)
24 references.
Articles

10991105. Approximating a truncated normal regression with the method of moments
Olsen, Randall J.

11071138. Some approximations to the distribution of econometric criteria which are asymptotically distributed as chisquared (STMA V22 813)
Sargan, J. D.

11391148. Inferential procedures in stable distributions for class frequency data on incomes (STMA V22 818)
Van Dijk, H. K.,
Kloek, T.

13331346. Estimation in linear regression models with disparate data points
Krasker, William S.

13471363. Testing of the rational expectations hypothesis (STMA V22 2412)
Revankar, N. S.

13811391. Estimating the uncertainty of policy effects in nonlinear models (STMA V22 2381)
Fair, R. C.

15411546. Extending the classical normal errorsinvariables model
Garber, Steven,
Klepper, Steven

15471551. On seemingly unrelated regressions with error components
Baltagi, Badi H.

15531563. The DurbinWatson test for serial correlation when there is no intercept in the regression
Farebrother, R. W.

18051813. Finite sample moments of a preliminary test estimator in the case of possible heteroscedasticity (STMA V22 2105)
Greenberg, E.

18151820. A least squares correction for selectivity bias
Olsen, Randall J.

18211825. A comparison of tests of overidentifying restrictions (STMA V22 2327)
Hwang, H.S.

241249. The existence of moments of $k$class estimators
Kinal, Terrence W.

4973. Econometric implications of the rational expectations hypothesis (STMA V22 1070)
Wallis, K. F.

491503. Asymptotic covariance matrices of twostage probit and twostage tobit methods for simultaneous equations models with selectivity (STMA V22 1033)
Lee, LungFei,
Maddala, G. S.,
Trost, R. P.

697720. Statistical inference in an implicit, nonlinear, simultaneous equation model in the context of maximum likelihood estimation
Gallant, A. Ronald,
Holly, Alberto

721746. Nonlinear regression on crosssection data
White, Halbert

747759. Testing for serial correlation in simultaneous equation models (STMA V22 1019)
Harvey, A. C.,
Phillips, G. D. A.

7596. Disequilibrium econometrics in simultaneous equations systems (STMA V22 1017)
Gourieroux, C.,
Laffont, J. J.,
Monfort, A.

817838. A heteroskedasticityconsistent covariance matrix estimator and a direct test for heteroskedasticity (STMA V22 942)
White, H.

839852. Formulation and statistical analysis of the mixed, continuous/discrete dependent variable model in classical production theory (STMA V22 1006)
Duncan, G. M.

853860. A proof of the consistency of maximum likelihood estimators of nonlinear regression models with autocorrelated errors (STMA V22 1010)
Frydman, R.

861878. The exact distribution of instrumental variable estimators in an equation containing $n+1$ endogenous variables (STMA V22 837)
Phillips, P. C. B.

879897. Some tests of dynamic specification for a single equation (STMA V22 1053)
Sargan, J. D.