| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Generalization of the Durbin-Watson Test |
0 |
0 |
0 |
0 |
0 |
4 |
26 |
152 |
| A Monte Carlo investigation of the accuracy of multivariate CAPM tests |
1 |
4 |
13 |
26 |
2 |
6 |
33 |
65 |
| A Monte Carlo study of estimators of stochastic frontier production functions |
1 |
6 |
28 |
43 |
2 |
10 |
43 |
79 |
| A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables |
0 |
0 |
1 |
10 |
0 |
3 |
8 |
74 |
| A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated |
1 |
1 |
6 |
19 |
3 |
5 |
27 |
98 |
| A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators |
0 |
0 |
1 |
37 |
1 |
1 |
8 |
151 |
| A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
59 |
| A Test of the Tobit Specification against an Alternative Suggested by Cragg |
1 |
6 |
25 |
147 |
4 |
19 |
76 |
422 |
| A minimum distance estimator for long-memory processes |
3 |
5 |
16 |
28 |
3 |
6 |
23 |
63 |
| A modification of the Schmidt-Phillips unit root test |
1 |
4 |
20 |
68 |
2 |
7 |
34 |
148 |
| A note on a fixed effect model with arbitrary interpersonal covariance |
0 |
0 |
7 |
11 |
1 |
4 |
19 |
34 |
| A note on the computation of inequality constrained least squares estimates |
0 |
1 |
3 |
6 |
0 |
1 |
7 |
16 |
| A note on the estimation of seemingly unrelated regression systems |
0 |
0 |
3 |
9 |
0 |
0 |
5 |
13 |
| A robust version of the KPSS test based on indicators |
2 |
3 |
13 |
21 |
3 |
7 |
28 |
49 |
| A survey of frontier production functions and of their relationship to efficiency measurement |
9 |
20 |
89 |
166 |
21 |
47 |
182 |
347 |
| Alternative methods of detrending and the power of unit root tests |
1 |
3 |
9 |
36 |
1 |
3 |
15 |
78 |
| An Argument for the Usefulness of the Gamma Distributed Lag Model |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
29 |
| An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions |
0 |
1 |
2 |
17 |
2 |
9 |
17 |
99 |
| An Investigation of the Robustness of the Tobit Estimator to Non-Normality |
0 |
0 |
6 |
80 |
1 |
4 |
24 |
252 |
| Bank Market Structure and Competition: A Survey: Comment |
1 |
1 |
7 |
24 |
1 |
2 |
21 |
71 |
| Calculating the Power of the Minimum Standard Error Choice Criterion |
0 |
0 |
2 |
4 |
2 |
4 |
21 |
96 |
| Cognitive Range in the Theory of Revealed Preference |
0 |
0 |
3 |
15 |
1 |
5 |
22 |
121 |
| Editors' introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Editors'introduction |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
| Efficient Estimation Using Panel Data |
0 |
5 |
26 |
198 |
1 |
7 |
46 |
458 |
| Efficient GMM and MD estimation of autoregressive models |
0 |
1 |
1 |
12 |
0 |
2 |
5 |
35 |
| Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation |
3 |
10 |
25 |
88 |
5 |
15 |
43 |
187 |
| Efficient estimation of models for dynamic panel data |
8 |
27 |
84 |
469 |
14 |
43 |
136 |
842 |
| Efficient estimation of panel data models with strictly exogenous explanatory variables |
2 |
4 |
19 |
70 |
4 |
8 |
38 |
157 |
| Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated |
1 |
2 |
4 |
12 |
2 |
7 |
12 |
35 |
| Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers |
4 |
18 |
41 |
77 |
14 |
34 |
75 |
146 |
| Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
34 |
| Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach |
2 |
5 |
19 |
152 |
2 |
9 |
35 |
470 |
| Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment |
0 |
1 |
12 |
57 |
2 |
9 |
44 |
220 |
| Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited |
0 |
1 |
6 |
13 |
0 |
3 |
9 |
45 |
| Estimation of a fixed-effect Cobb-Douglas system using panel data |
4 |
9 |
34 |
45 |
7 |
16 |
60 |
96 |
| Estimation of a panel data model with parametric temporal variation in individual effects |
1 |
4 |
11 |
38 |
1 |
6 |
21 |
79 |
| Estimation of seemingly unrelated regressions with unequal numbers of observations |
1 |
1 |
17 |
28 |
3 |
4 |
26 |
49 |
| Extended tabulations for Dickey-Fuller tests |
0 |
0 |
5 |
12 |
0 |
0 |
7 |
26 |
| Formulation and estimation of stochastic frontier production function models |
64 |
173 |
636 |
1,073 |
109 |
299 |
1,122 |
1,952 |
| Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model] |
0 |
0 |
3 |
8 |
0 |
1 |
6 |
53 |
| Further evidence on the robustness of the Tobit estimator to heteroskedasticity |
1 |
5 |
12 |
34 |
2 |
14 |
33 |
73 |
| GMM estimation of linear panel data models with time-varying individual effects |
4 |
12 |
38 |
144 |
7 |
21 |
68 |
242 |
| GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model |
2 |
5 |
15 |
28 |
3 |
6 |
20 |
52 |
| Improved instrumental variables and generalized method of moments estimators |
0 |
1 |
15 |
31 |
0 |
1 |
25 |
62 |
| Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics |
4 |
6 |
18 |
33 |
7 |
17 |
48 |
93 |
| Is skill more important than luck in explaining fish catches? |
1 |
1 |
6 |
15 |
6 |
11 |
30 |
75 |
| LM Tests for a Unit Root in the Presence of Deterministic Trends |
0 |
0 |
6 |
6 |
1 |
26 |
91 |
422 |
| Models for Which the MLE and the Conditional MLE Coincide |
0 |
0 |
0 |
0 |
2 |
3 |
14 |
130 |
| Multiple comparisons with the best, with economic applications |
1 |
5 |
21 |
121 |
7 |
16 |
53 |
352 |
| On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
59 |
| On the Cost of Partial Observability in the Bivariate Probit Model |
4 |
10 |
30 |
187 |
7 |
19 |
68 |
364 |
| On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters |
0 |
0 |
2 |
11 |
1 |
5 |
32 |
90 |
| On the Efficiency of the Almon Lag Technique |
3 |
4 |
15 |
83 |
5 |
9 |
36 |
231 |
| On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
57 |
| On the Estimation of Triangular Structural Systems |
1 |
1 |
3 |
28 |
2 |
4 |
12 |
119 |
| On the Statistical Estimation of Parametric Frontier Production Functions |
1 |
3 |
11 |
61 |
3 |
8 |
24 |
134 |
| On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder |
0 |
0 |
1 |
10 |
0 |
1 |
4 |
34 |
| On the estimation of technical inefficiency in the stochastic frontier production function model |
17 |
56 |
197 |
354 |
32 |
111 |
377 |
697 |
| On the power of point optimal tests of the trend stationarity hypothesis |
0 |
0 |
1 |
8 |
1 |
3 |
11 |
33 |
| On the power of the KPSS test of stationarity against fractionally-integrated alternatives |
2 |
5 |
24 |
95 |
3 |
11 |
48 |
253 |
| Partial GLS regression |
1 |
1 |
11 |
51 |
6 |
15 |
56 |
217 |
| Predicting criminal recidivism using 'split population' survival time models |
2 |
5 |
28 |
40 |
3 |
9 |
58 |
93 |
| Production Frontiers and Panel Data |
0 |
0 |
0 |
0 |
7 |
24 |
81 |
589 |
| Production frontiers with cross-sectional and time-series variation in efficiency levels |
2 |
10 |
53 |
221 |
6 |
20 |
107 |
432 |
| Redundancy of moment conditions |
1 |
3 |
9 |
25 |
3 |
5 |
14 |
68 |
| Revisiting Tobin's 1950 Study of Food Expenditure: Comments |
0 |
0 |
0 |
8 |
0 |
3 |
8 |
99 |
| Simple tests of alternative specifications in stochastic frontier models |
0 |
5 |
18 |
28 |
0 |
6 |
28 |
55 |
| Simultaneous equations and panel data |
14 |
44 |
145 |
459 |
28 |
69 |
218 |
702 |
| Some Further Evidence on the Power of the Durbin-Watson and Geary Tests |
0 |
0 |
1 |
4 |
0 |
1 |
6 |
30 |
| Some Further Evidence on the Use of the Chow Test under Heteroskedasticity |
0 |
2 |
7 |
57 |
0 |
4 |
22 |
197 |
| Some Small Evidence on the Distribution of Dynamic Simulation Forecasts |
0 |
1 |
1 |
3 |
0 |
1 |
1 |
46 |
| Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters |
1 |
2 |
2 |
18 |
1 |
3 |
7 |
40 |
| Some results on testing for stationarity using data detrended in differences |
0 |
0 |
3 |
18 |
0 |
1 |
15 |
51 |
| Some small sample properties of estimators and test statistics in the multivariate logit model |
1 |
2 |
4 |
14 |
1 |
6 |
17 |
43 |
| Spurious logarithms and the KPSS statistic |
1 |
2 |
2 |
4 |
1 |
2 |
4 |
25 |
| Stochastic frontier models with multiple time-varying individual effects |
2 |
6 |
25 |
45 |
4 |
14 |
49 |
83 |
| Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? |
13 |
34 |
129 |
458 |
37 |
108 |
360 |
1,340 |
| Testing the restrictions implied by the rational expectations hypothesis |
0 |
1 |
3 |
3 |
0 |
2 |
9 |
25 |
| The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model |
0 |
0 |
0 |
13 |
0 |
3 |
4 |
85 |
| The Asymptotic Distribution of Dynamic Multipliers |
0 |
0 |
1 |
5 |
0 |
1 |
5 |
34 |
| The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model |
0 |
0 |
2 |
10 |
0 |
1 |
7 |
38 |
| The Determinants of Econometric Society Fellows Elections |
2 |
3 |
22 |
89 |
4 |
8 |
44 |
317 |
| The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach |
0 |
0 |
2 |
13 |
0 |
1 |
5 |
55 |
| The KPSS stationarity test as a unit root test |
12 |
37 |
152 |
426 |
22 |
73 |
286 |
787 |
| The Prediction of Occupation Using Multiple Logit Models |
3 |
9 |
36 |
218 |
5 |
22 |
102 |
439 |
| The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
36 |
| The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors |
1 |
2 |
4 |
10 |
1 |
2 |
9 |
34 |
| The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Three-stage least squares with different instruments for different equations |
3 |
7 |
26 |
77 |
5 |
16 |
48 |
148 |
| Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
1 |
23 |
0 |
1 |
4 |
58 |
| Unit root tests with conditional heteroskedasticity |
4 |
9 |
34 |
83 |
4 |
11 |
46 |
133 |
| Total Journal Articles |
215 |
615 |
2,334 |
6,803 |
443 |
1,333 |
4,953 |
17,284 |
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