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 |
0 |
0 |
1 |
200 |

A Monte Carlo investigation of the accuracy of multivariate CAPM tests |
0 |
0 |
1 |
101 |
0 |
0 |
4 |
313 |

A Monte Carlo study of estimators of stochastic frontier production functions |
0 |
0 |
2 |
209 |
0 |
0 |
3 |
440 |

A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
106 |

A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
292 |

A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators |
0 |
1 |
1 |
62 |
0 |
1 |
1 |
218 |

A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag |
0 |
0 |
3 |
13 |
0 |
0 |
3 |
122 |

A Test of the Tobit Specification against an Alternative Suggested by Cragg |
0 |
2 |
5 |
407 |
0 |
2 |
6 |
1,038 |

A minimum distance estimator for long-memory processes |
0 |
0 |
0 |
59 |
0 |
1 |
2 |
170 |

A modification of the Schmidt-Phillips unit root test |
0 |
0 |
0 |
149 |
0 |
0 |
3 |
373 |

A note on a fixed effect model with arbitrary interpersonal covariance |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
69 |

A note on the computation of inequality constrained least squares estimates |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
45 |

A note on the estimation of seemingly unrelated regression systems |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
77 |

A robust version of the KPSS test based on indicators |
0 |
0 |
0 |
63 |
0 |
1 |
3 |
171 |

A survey of frontier production functions and of their relationship to efficiency measurement |
1 |
2 |
3 |
1,004 |
3 |
5 |
14 |
2,089 |

Alternative methods of detrending and the power of unit root tests |
2 |
2 |
3 |
66 |
2 |
2 |
4 |
159 |

An Argument for the Usefulness of the Gamma Distributed Lag Model |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
76 |

An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions |
0 |
0 |
1 |
34 |
1 |
1 |
3 |
167 |

An Investigation of the Robustness of the Tobit Estimator to Non-Normality |
2 |
3 |
3 |
202 |
3 |
4 |
12 |
609 |

Bank Market Structure and Competition: A Survey: Comment |
0 |
0 |
1 |
65 |
0 |
0 |
4 |
188 |

Calculating the Power of the Minimum Standard Error Choice Criterion |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
156 |

Cognitive Range in the Theory of Revealed Preference |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
261 |

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

Editors'introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
28 |

Efficient Estimation Using Panel Data |
0 |
0 |
0 |
363 |
1 |
2 |
5 |
805 |

Efficient GMM and MD estimation of autoregressive models |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
141 |

Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation |
0 |
0 |
3 |
168 |
2 |
2 |
6 |
416 |

Efficient estimation of models for dynamic panel data |
2 |
12 |
33 |
1,517 |
9 |
28 |
82 |
3,087 |

Efficient estimation of panel data models with strictly exogenous explanatory variables |
0 |
2 |
4 |
245 |
0 |
2 |
12 |
614 |

Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
162 |

Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated |
0 |
2 |
4 |
123 |
0 |
3 |
6 |
257 |

Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers |
0 |
0 |
3 |
356 |
0 |
0 |
5 |
694 |

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

Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach |
0 |
0 |
0 |
215 |
0 |
0 |
0 |
618 |

Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
299 |

Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited |
0 |
0 |
1 |
26 |
1 |
1 |
3 |
104 |

Estimation of a fixed-effect Cobb-Douglas system using panel data |
0 |
0 |
4 |
205 |
1 |
2 |
6 |
459 |

Estimation of a panel data model with parametric temporal variation in individual effects |
1 |
1 |
1 |
118 |
1 |
1 |
1 |
269 |

Estimation of seemingly unrelated regressions with unequal numbers of observations |
0 |
0 |
2 |
171 |
0 |
0 |
4 |
367 |

Extended tabulations for Dickey-Fuller tests |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
125 |

Formulation and estimation of stochastic frontier production function models |
5 |
10 |
48 |
3,979 |
16 |
43 |
167 |
9,253 |

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

Further evidence on the robustness of the Tobit estimator to heteroskedasticity |
1 |
1 |
3 |
198 |
2 |
2 |
7 |
410 |

GMM estimation of linear panel data models with time-varying individual effects |
0 |
0 |
4 |
513 |
0 |
1 |
15 |
1,019 |

GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model |
0 |
0 |
1 |
103 |
1 |
1 |
4 |
236 |

GMM redundancy results for general missing data problems |
0 |
1 |
2 |
57 |
0 |
1 |
3 |
233 |

GMM with more moment conditions than observations |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
134 |

Goodness of fit tests in stochastic frontier models |
1 |
2 |
2 |
95 |
1 |
3 |
3 |
250 |

Improved instrumental variables and generalized method of moments estimators |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
161 |

Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics |
0 |
0 |
1 |
108 |
0 |
0 |
2 |
362 |

Is skill more important than luck in explaining fish catches? |
0 |
0 |
2 |
49 |
0 |
0 |
2 |
221 |

LM Tests for a Unit Root in the Presence of Deterministic Trends |
0 |
0 |
0 |
6 |
3 |
6 |
39 |
1,147 |

Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
166 |

Marginal Comparisons With the Best and the Efficiency Measurement Problem |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
96 |

Models for Which the MLE and the Conditional MLE Coincide |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
229 |

More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares |
1 |
1 |
3 |
55 |
2 |
3 |
8 |
175 |

Multiple comparisons with the best, with economic applications |
0 |
0 |
0 |
246 |
0 |
0 |
1 |
677 |

On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
79 |

On the Cost of Partial Observability in the Bivariate Probit Model |
0 |
0 |
2 |
430 |
1 |
1 |
7 |
924 |

On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters |
1 |
1 |
1 |
22 |
1 |
1 |
1 |
219 |

On the Efficiency of the Almon Lag Technique |
0 |
0 |
0 |
146 |
0 |
0 |
0 |
404 |

On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
106 |

On the Estimation of Triangular Structural Systems |
0 |
1 |
2 |
102 |
0 |
1 |
3 |
317 |

On the Statistical Estimation of Parametric Frontier Production Functions |
2 |
2 |
6 |
369 |
2 |
4 |
12 |
777 |

On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
136 |

On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
161 |

On the distribution of estimated technical efficiency in stochastic frontier models |
0 |
0 |
2 |
113 |
0 |
2 |
6 |
324 |

On the estimation of technical inefficiency in the stochastic frontier production function model |
0 |
7 |
31 |
1,381 |
3 |
19 |
79 |
3,139 |

On the power of point optimal tests of the trend stationarity hypothesis |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
64 |

On the power of the KPSS test of stationarity against fractionally-integrated alternatives |
0 |
1 |
3 |
237 |
0 |
2 |
8 |
577 |

One-step and two-step estimation in SFA models |
0 |
1 |
6 |
140 |
1 |
2 |
11 |
321 |

Partial GLS regression |
0 |
0 |
0 |
84 |
0 |
0 |
2 |
364 |

Predicting criminal recidivism using 'split population' survival time models |
0 |
0 |
4 |
177 |
0 |
0 |
8 |
514 |

Production Frontiers and Panel Data |
0 |
0 |
0 |
0 |
3 |
11 |
24 |
1,293 |

Production frontiers with cross-sectional and time-series variation in efficiency levels |
0 |
0 |
5 |
543 |
1 |
3 |
16 |
1,271 |

Redundancy of moment conditions |
0 |
1 |
1 |
113 |
0 |
1 |
2 |
261 |

Revisiting Tobin's 1950 Study of Food Expenditure: Comments |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
136 |

Simple tests of alternative specifications in stochastic frontier models |
0 |
0 |
4 |
165 |
0 |
0 |
6 |
328 |

Simultaneous equations and panel data |
0 |
0 |
2 |
1,432 |
0 |
1 |
5 |
2,317 |

Some Further Evidence on the Power of the Durbin-Watson and Geary Tests |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
74 |

Some Further Evidence on the Use of the Chow Test under Heteroskedasticity |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
372 |

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

Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters |
0 |
1 |
1 |
34 |
0 |
1 |
1 |
109 |

Some results on testing for stationarity using data detrended in differences |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
80 |

Some small sample properties of estimators and test statistics in the multivariate logit model |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
130 |

Spurious logarithms and the KPSS statistic |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
62 |

Stochastic frontier models with multiple time-varying individual effects |
0 |
0 |
0 |
193 |
0 |
2 |
3 |
411 |

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? |
6 |
23 |
134 |
2,988 |
19 |
74 |
392 |
9,483 |

Testing the restrictions implied by the rational expectations hypothesis |
0 |
0 |
1 |
22 |
0 |
0 |
1 |
79 |

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 |
1 |
35 |
0 |
0 |
1 |
182 |

The Asymptotic Distribution of Dynamic Multipliers |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
73 |

The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
94 |

The Determinants of Econometric Society Fellows Elections |
0 |
0 |
0 |
191 |
0 |
1 |
3 |
649 |

The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach |
1 |
1 |
3 |
45 |
2 |
2 |
6 |
143 |

The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series |
0 |
0 |
1 |
130 |
0 |
1 |
3 |
387 |

The KPSS stationarity test as a unit root test |
1 |
1 |
6 |
1,199 |
1 |
3 |
22 |
2,710 |

The Prediction of Occupation Using Multiple Logit Models |
3 |
4 |
15 |
550 |
4 |
6 |
26 |
1,185 |

The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
59 |

The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
89 |

The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator |
0 |
0 |
0 |
36 |
0 |
1 |
5 |
132 |

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

Three-stage least squares with different instruments for different equations |
0 |
0 |
0 |
215 |
0 |
1 |
8 |
422 |

Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
124 |

Unit root tests with conditional heteroskedasticity |
1 |
1 |
4 |
290 |
2 |
2 |
9 |
547 |

Valid tests of whether technical inefficiency depends on firm characteristics |
0 |
0 |
2 |
44 |
0 |
0 |
2 |
165 |

Total Journal Articles |
31 |
87 |
383 |
23,798 |
90 |
261 |
1,132 |
62,603 |