Current Index to Statistics
Journal of Econometrics
Preferences of citizens for public expenditures on elementary and secondary education
Lankford, R. Hamilton
The behavior of speculative prices and the consistency of economic models
Webb, Robert I.
Correcting for truncation bias caused by a latent truncation variable
Bloom, David E.
Killingsworth, Mark R.
Testing the autoregressive parameter with the $t$ statistic (Corr: V34 p391)
Nankervis, J. C.
Savin, N. E.
A point optimal test for heteroscedastic disturbances
Evans, Merran A.
King, Maxwell L.
Estimating regression equations with common explanatory variables but unequal numbers of observations
Homogeneity and endogeneity in systems of demand equations (STMA V27 1689)
Attfield, C. L. F.
Homogeneity and endogeneity in systems of demand equations
Attfield, Clifford L. F.
A point optimal test for autoregressive disturbances
King, Maxwell L.
Global identification of the dynamic shock-error model
Some tests for the constancy of regressions under heteroscedasticity
The empirical determination of technology and expectations: A simplified procedure
Epstein, Larry G.
Yatchew, Adonis J.
A Lagrange multiplier interpretation of disturbance estimators with an application to testing for nonlinearity
Harrison, M. J.
Dynamic models of the labor force behavior of married women which can be estimated using limited amounts of past information
Second-order properties of estimators of serial correlation from regression residuals
Sheehan, Dennis P.
Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator
Manski, Charles F.
The effects of autocorrelation among errors on the consistency property of OLS variance estimator
Sharma, Subhash C.
A classical approach to Cox's test for non-nested hypotheses
Dastoor, Naorayex K.
Durbin-Watson tests for serial correlation in regressions with missing observations
Dagenais, Marcel G.
A note on the asymptotic relative efficiency of M.L.E. in a linear model with gamma disturbances
The moments of OLS and 2SLS when the disturbances are non-normal
Knight, John L.
A nonlinear multivariate error components analysis of technology and specific factor productivity growth with an application to the U.S. airlines
Sickles, Robin C.
Serial correlation in latent discrete variable models
Cosslett, Stephen R.
Mean estimation bias in least squares estimation of autoregressive processes
Pantula, Sastry G.
Fuller, Wayne A.