Journal Article |
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12 months |
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Last month |
3 months |
12 months |
Total |

A Generalization of the Durbin-Watson Test |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
196 |

A Monte Carlo investigation of the accuracy of multivariate CAPM tests |
1 |
2 |
2 |
94 |
1 |
3 |
5 |
289 |

A Monte Carlo study of estimators of stochastic frontier production functions |
0 |
2 |
5 |
203 |
0 |
2 |
6 |
426 |

A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables |
0 |
0 |
0 |
15 |
0 |
2 |
4 |
105 |

A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated |
0 |
0 |
2 |
59 |
0 |
1 |
7 |
285 |

A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators |
0 |
0 |
0 |
61 |
0 |
1 |
2 |
216 |

A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag |
1 |
1 |
1 |
10 |
1 |
1 |
1 |
117 |

A Test of the Tobit Specification against an Alternative Suggested by Cragg |
3 |
5 |
16 |
392 |
3 |
7 |
28 |
1,003 |

A minimum distance estimator for long-memory processes |
0 |
0 |
0 |
57 |
0 |
1 |
1 |
157 |

A modification of the Schmidt-Phillips unit root test |
0 |
0 |
2 |
148 |
0 |
0 |
10 |
359 |

A note on a fixed effect model with arbitrary interpersonal covariance |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
68 |

A note on the computation of inequality constrained least squares estimates |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
43 |

A note on the estimation of seemingly unrelated regression systems |
0 |
0 |
1 |
36 |
0 |
0 |
1 |
76 |

A robust version of the KPSS test based on indicators |
0 |
0 |
0 |
63 |
0 |
0 |
5 |
166 |

A survey of frontier production functions and of their relationship to efficiency measurement |
0 |
3 |
23 |
984 |
1 |
8 |
50 |
2,018 |

Alternative methods of detrending and the power of unit root tests |
0 |
0 |
0 |
63 |
1 |
1 |
5 |
151 |

An Argument for the Usefulness of the Gamma Distributed Lag Model |
0 |
0 |
0 |
19 |
0 |
0 |
4 |
73 |

An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions |
0 |
0 |
0 |
33 |
0 |
3 |
3 |
162 |

An Investigation of the Robustness of the Tobit Estimator to Non-Normality |
2 |
2 |
7 |
189 |
3 |
10 |
23 |
569 |

Bank Market Structure and Competition: A Survey: Comment |
0 |
0 |
1 |
63 |
2 |
4 |
7 |
182 |

Calculating the Power of the Minimum Standard Error Choice Criterion |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
154 |

Cognitive Range in the Theory of Revealed Preference |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
259 |

Editors' introduction |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
26 |

Editors'introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
26 |

Efficient Estimation Using Panel Data |
1 |
2 |
13 |
351 |
4 |
9 |
30 |
767 |

Efficient GMM and MD estimation of autoregressive models |
0 |
0 |
0 |
43 |
0 |
0 |
4 |
136 |

Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation |
1 |
1 |
1 |
162 |
1 |
1 |
2 |
400 |

Efficient estimation of models for dynamic panel data |
4 |
14 |
63 |
1,396 |
17 |
40 |
172 |
2,752 |

Efficient estimation of panel data models with strictly exogenous explanatory variables |
0 |
0 |
7 |
224 |
2 |
6 |
19 |
552 |

Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation |
0 |
1 |
1 |
50 |
0 |
1 |
4 |
156 |

Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated |
0 |
0 |
2 |
115 |
0 |
1 |
5 |
240 |

Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers |
1 |
1 |
6 |
342 |
1 |
2 |
18 |
663 |

Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
57 |

Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach |
0 |
0 |
0 |
215 |
0 |
2 |
3 |
617 |

Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
298 |

Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
91 |

Estimation of a fixed-effect Cobb-Douglas system using panel data |
2 |
2 |
7 |
192 |
3 |
4 |
13 |
433 |

Estimation of a panel data model with parametric temporal variation in individual effects |
0 |
0 |
2 |
115 |
1 |
1 |
7 |
257 |

Estimation of seemingly unrelated regressions with unequal numbers of observations |
0 |
0 |
3 |
162 |
0 |
2 |
15 |
345 |

Extended tabulations for Dickey-Fuller tests |
0 |
0 |
2 |
43 |
0 |
0 |
4 |
119 |

Formulation and estimation of stochastic frontier production function models |
3 |
16 |
93 |
3,776 |
25 |
80 |
337 |
8,528 |

Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model] |
0 |
0 |
0 |
13 |
0 |
3 |
3 |
83 |

Further evidence on the robustness of the Tobit estimator to heteroskedasticity |
2 |
2 |
6 |
184 |
3 |
6 |
13 |
386 |

GMM estimation of linear panel data models with time-varying individual effects |
2 |
3 |
11 |
481 |
3 |
7 |
24 |
925 |

GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model |
1 |
2 |
2 |
96 |
1 |
2 |
4 |
214 |

GMM redundancy results for general missing data problems |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
223 |

GMM with more moment conditions than observations |
0 |
1 |
2 |
43 |
0 |
1 |
6 |
120 |

Goodness of fit tests in stochastic frontier models |
2 |
2 |
7 |
90 |
2 |
3 |
12 |
234 |

Improved instrumental variables and generalized method of moments estimators |
0 |
1 |
1 |
63 |
0 |
1 |
2 |
156 |

Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics |
1 |
1 |
1 |
104 |
1 |
3 |
10 |
351 |

Is skill more important than luck in explaining fish catches? |
0 |
0 |
0 |
46 |
1 |
1 |
8 |
209 |

LM Tests for a Unit Root in the Presence of Deterministic Trends |
0 |
0 |
0 |
6 |
3 |
12 |
39 |
1,031 |

Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas |
0 |
0 |
3 |
51 |
1 |
4 |
11 |
156 |

Marginal Comparisons With the Best and the Efficiency Measurement Problem |
0 |
0 |
0 |
22 |
0 |
1 |
7 |
92 |

Models for Which the MLE and the Conditional MLE Coincide |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
226 |

More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares |
1 |
2 |
5 |
50 |
2 |
5 |
13 |
153 |

Multiple comparisons with the best, with economic applications |
0 |
0 |
0 |
244 |
2 |
2 |
5 |
669 |

On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
78 |

On the Cost of Partial Observability in the Bivariate Probit Model |
0 |
0 |
7 |
421 |
2 |
3 |
21 |
893 |

On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters |
0 |
0 |
0 |
21 |
0 |
3 |
5 |
218 |

On the Efficiency of the Almon Lag Technique |
0 |
0 |
1 |
146 |
0 |
0 |
3 |
401 |

On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
98 |

On the Estimation of Triangular Structural Systems |
0 |
0 |
2 |
95 |
2 |
5 |
16 |
298 |

On the Statistical Estimation of Parametric Frontier Production Functions |
2 |
5 |
18 |
337 |
2 |
9 |
33 |
702 |

On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder |
0 |
0 |
0 |
44 |
0 |
2 |
6 |
126 |

On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data |
0 |
0 |
0 |
46 |
0 |
0 |
6 |
151 |

On the distribution of estimated technical efficiency in stochastic frontier models |
2 |
2 |
3 |
102 |
2 |
4 |
10 |
298 |

On the estimation of technical inefficiency in the stochastic frontier production function model |
0 |
3 |
17 |
1,293 |
4 |
13 |
85 |
2,878 |

On the power of point optimal tests of the trend stationarity hypothesis |
0 |
0 |
0 |
14 |
0 |
0 |
5 |
62 |

On the power of the KPSS test of stationarity against fractionally-integrated alternatives |
1 |
2 |
5 |
225 |
2 |
4 |
12 |
536 |

One-step and two-step estimation in SFA models |
0 |
0 |
5 |
120 |
1 |
2 |
21 |
281 |

Partial GLS regression |
0 |
0 |
0 |
83 |
1 |
2 |
4 |
350 |

Predicting criminal recidivism using 'split population' survival time models |
0 |
0 |
3 |
160 |
2 |
10 |
30 |
471 |

Production Frontiers and Panel Data |
0 |
0 |
0 |
0 |
1 |
5 |
33 |
1,217 |

Production frontiers with cross-sectional and time-series variation in efficiency levels |
0 |
0 |
0 |
535 |
1 |
4 |
31 |
1,220 |

Redundancy of moment conditions |
1 |
2 |
2 |
107 |
1 |
3 |
6 |
248 |

Revisiting Tobin's 1950 Study of Food Expenditure: Comments |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
135 |

Simple tests of alternative specifications in stochastic frontier models |
1 |
2 |
4 |
148 |
3 |
4 |
8 |
298 |

Simultaneous equations and panel data |
0 |
0 |
23 |
1,417 |
0 |
4 |
33 |
2,294 |

Some Further Evidence on the Power of the Durbin-Watson and Geary Tests |
0 |
0 |
0 |
8 |
0 |
1 |
4 |
73 |

Some Further Evidence on the Use of the Chow Test under Heteroskedasticity |
0 |
0 |
1 |
106 |
0 |
2 |
5 |
367 |

Some Small Evidence on the Distribution of Dynamic Simulation Forecasts |
0 |
0 |
0 |
4 |
0 |
2 |
3 |
70 |

Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters |
0 |
0 |
1 |
33 |
0 |
0 |
2 |
107 |

Some results on testing for stationarity using data detrended in differences |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
79 |

Some small sample properties of estimators and test statistics in the multivariate logit model |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
129 |

Spurious logarithms and the KPSS statistic |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
61 |

Stochastic frontier models with multiple time-varying individual effects |
0 |
0 |
0 |
191 |
0 |
0 |
2 |
402 |

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? |
11 |
29 |
140 |
2,514 |
41 |
121 |
554 |
8,048 |

Testing the restrictions implied by the rational expectations hypothesis |
0 |
1 |
1 |
21 |
0 |
1 |
3 |
75 |

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 |
34 |
0 |
2 |
4 |
181 |

The Asymptotic Distribution of Dynamic Multipliers |
0 |
0 |
1 |
12 |
0 |
3 |
5 |
69 |

The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model |
0 |
0 |
0 |
20 |
0 |
2 |
3 |
93 |

The Determinants of Econometric Society Fellows Elections |
0 |
0 |
2 |
191 |
0 |
2 |
13 |
639 |

The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach |
0 |
1 |
1 |
40 |
0 |
4 |
4 |
127 |

The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series |
0 |
2 |
3 |
126 |
1 |
3 |
13 |
366 |

The KPSS stationarity test as a unit root test |
1 |
3 |
5 |
1,172 |
1 |
7 |
12 |
2,620 |

The Prediction of Occupation Using Multiple Logit Models |
7 |
13 |
41 |
505 |
11 |
25 |
72 |
1,087 |

The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
58 |

The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors |
0 |
0 |
1 |
30 |
1 |
1 |
4 |
86 |

The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator |
0 |
0 |
0 |
36 |
1 |
2 |
7 |
125 |

The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
21 |

Three-stage least squares with different instruments for different equations |
0 |
1 |
3 |
212 |
1 |
3 |
8 |
402 |

Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
0 |
31 |
1 |
2 |
5 |
123 |

Unit root tests with conditional heteroskedasticity |
0 |
0 |
5 |
280 |
0 |
1 |
9 |
516 |

Valid tests of whether technical inefficiency depends on firm characteristics |
0 |
0 |
1 |
40 |
0 |
1 |
8 |
160 |

Total Journal Articles |
54 |
132 |
594 |
22,396 |
169 |
511 |
2,100 |
58,102 |