Volume 27.
(as bibtex)
24 references.
Articles

120. Preferences of citizens for public expenditures on elementary and secondary education
Lankford, R. Hamilton

123130. The behavior of speculative prices and the consistency of economic models
Webb, Robert I.

131135. Correcting for truncation bias caused by a latent truncation variable
Bloom, David E.,
Killingsworth, Mark R.

143161. Testing the autoregressive parameter with the $t$ statistic (Corr: V34 p391)
Nankervis, J. C.,
Savin, N. E.

163178. A point optimal test for heteroscedastic disturbances
Evans, Merran A.,
King, Maxwell L.

179196. Estimating regression equations with common explanatory variables but unequal numbers of observations
Conniffe, Denis

189209. Homogeneity and endogeneity in systems of demand equations (STMA V27 1689)
Attfield, C. L. F.

197209. Homogeneity and endogeneity in systems of demand equations
Attfield, Clifford L. F.

2137. A point optimal test for autoregressive disturbances
King, Maxwell L.

211219. Global identification of the dynamic shockerror model
Nowak, Eugen

221234. Some tests for the constancy of regressions under heteroscedasticity
Tsurumi, Hiroki,
Sheflin, Neil

235258. The empirical determination of technology and expectations: A simplified procedure
Epstein, Larry G.,
Yatchew, Adonis J.

259269. A Lagrange multiplier interpretation of disturbance estimators with an application to testing for nonlinearity
Harrison, M. J.,
Keogh, Gary

273298. Dynamic models of the labor force behavior of married women which can be estimated using limited amounts of past information
Nakamura, Alice,
Nakamura, Masao

299311. Secondorder properties of estimators of serial correlation from regression residuals
Sheehan, Dennis P.

313333. Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator
Manski, Charles F.

335361. The effects of autocorrelation among errors on the consistency property of OLS variance estimator
Sharma, Subhash C.

363370. A classical approach to Cox's test for nonnested hypotheses
Dastoor, Naorayex K.

371381. DurbinWatson tests for serial correlation in regressions with missing observations
Dufour, JeanMarie,
Dagenais, Marcel G.

383386. A note on the asymptotic relative efficiency of M.L.E. in a linear model with gamma disturbances
Deprins, D.,
Simar, L.

3960. The moments of OLS and 2SLS when the disturbances are nonnormal
Knight, John L.

6178. A nonlinear multivariate error components analysis of technology and specific factor productivity growth with an application to the U.S. airlines
Sickles, Robin C.

7997. Serial correlation in latent discrete variable models
Cosslett, Stephen R.,
Lee, LungFei

99121. Mean estimation bias in least squares estimation of autoregressive processes
Pantula, Sastry G.,
Fuller, Wayne A.