Volume 51.
(as bibtex)
35 references.
Articles

10211031. On state dependent preferences and subjective probabilities (STMA V27 825)
Karni, E.,
Schmeidler, D.,
Vind, K.

11691185. Solution and maximum likelihood estimation of dynamic nonlinear rational expectations models (STMA V27 1193)
Fair, R. C.,
Taylor, J. B.

117152. Gaussian estimation of structural parameters in higher order continuous time dynamic models (STMA V24 1826)
Bergstrom, A. R.

11871207. The properties of the parameterization of ARMAX systems and their relevance for structural estimation and dynamic specification (STMA V27 1714)
Deistler, M.

12091220. Specification error analysis with stochastic regressors
Kinal, Terrence,
Lahiri, Kajal

12211232. Asymptotic expansions associated with the AR$(1)$ model with unknown mean
Tanaka, Katsuto

12331242. Heteroscedasticity in models with lagged dependent variables
Nicholls, D. F.,
Pagan, A. R.

15051526. ERA's: A new approach to small sample theory
Phillips, P. C. B.

15271550. Identification in linear simultaneous equations models with covariance restrictions: An instrumental variables interpretation
Hausman, Jerry A.,
Taylor, William E.

153174. Testing residuals from least squares regression for being generated by the Gaussian random walk
Sargan, J. D.,
Bhargava, Alok

15511568. A generalization of the Durbin significance test and its application to dynamic specification
Sargan, J. D.,
Mehta, F.

15691576. The asymptotic normality of twostage least absolute deviations estimators
Powell, James L.

15771582. Nonnormality of the Lagrange multiplier statistic for testing the constancy of regression coefficients
Tanaka, Katsuto

16351659. Estimating dynamic random effects models from panel data covering short time periods (STMA V27 1698)
Bhargava, A.,
Sargan, J. D.

16611676. An econometric analysis of reservation wages (STMA V27 1743)
Lancaster, T.,
Chesher, A.

17311752. An elasticity can be estimated consistently without a priori knowledge of functional form
Elbadawi, Ibrahim,
Gallant, A. Ronald,
Souza, Geraldo

175196. The identification problem in systems nonlinear in the variables
Brown, Bryan W.

18471849. Identification in the linear errors in variables model
Kapteyn, Arie,
Wansbeek, Tom

225228. Sufficient conditions for the consistency of maximum likelihood estimation despite misspecification of distribution in multinomial discrete choice models
Ruud, Paul A.

229238. An approximation to the distribution of the least squares estimator in an autoregressive model with exogenous variables
Maekawa, Koichi

305319. Closest empirical distribution estimation (STMA V27 1015)
Manski, C. F.

321334. Robust sets of regression estimates
Gilstein, C. Zachary,
Leamer, Edward E.

335353. Generalized Wald methods for testing nonlinear implicit and overidentifying restrictions (STMA V27 1251)
Szroeter, J.

355365. Testing nonnested models after estimation by instrumental variables or least squares (STMA V27 1196)
Godfrey, L. G.

367376. Consistent estimation of minimal subset dimension (STMA V27 1221)
Kohn, R.

377387. The dimensionality of the aliasing problem in models with rational spectral densities (STMA V27 1598)
Hansen, L. P.,
Sargent, T. J.

507512. Generalized econometric models with selectivity (STMA V27 1745)
Lee, LungFei

537551. A model of stochastic process switching (STMA V27 1721)
Flood, R. P.,
Garber, P. M.

553563. Testing rational expectations and efficiency in the foreign exchange market (STMA V27 1690)
Baillie, R. T.,
Lippens, R. E.,
McMahon, P. C.

731749. The impact of exogenous child mortality on fertility: A waiting time regression with dynamic regressors (STMA V27 1763)
Olsen, R. J.,
Wolpin, K. I.

751764. More efficient estimation in the presence of heteroscedasticity of unknown form
Cragg, J. G.

765782. Distributionfree maximum likelihood estimator of the binary choice model
Cosslett, Stephen R.

783798. Nearly efficient estimation of time series models with predetermined, but not exogenous, instruments
Hayashi, Fumio,
Sims, Christopher

799820. Maximum likelihood estimation of regression models with first order moving average errors when the root lies on the unit circle
Sargan, J. D.,
Bhargava, Alok

821842. Approximate distributions of $k$class estimators when the degree of overidentifiability is large compared with the sample size
Morimune, Kimio