Table Of Content

Journal of Econometrics 54 (1992) 401. North-Holland Index Anderson, T.W. and Naoto Kunitomo, Tests of overidentification and predeterminedness in simultaneous equation models Ansley, Craig F., Robert Kohn, and Thomas S. Shively, Computing p-values for the generalized Durbin—Watson and other invariant test statistics Baltagi, Badi H., Young-Jae Chang, and Qi Li, Monte Carlo results on several new and existing tests for the error component model Bartels, Robert, see D.G. Fiebig Chang, Young-Jae, see B.H. Baltagi Chiang, Jeongwen and Lung-Fei Lee, Discrete /continuous models of consumer demand with binding nonnegativity constraints Cragg, John G., Quasi-Aitken estimation for heteroskedasticity of unknown form Davidson, Russell and James G. MacKinnon, Regression-based methods for using control variates in Monte Carlo experiments Fiebig, Denzil G., Michael McAleer, and Robert Bartels, Properties of ordinary least Squares estimators in regression models with nonspherical disturbances Griffiths, William and George Judge, Testing and estimating location vectors when the error covariance matrix is unknown Gurmu, Shiferaw and Pravin K. Trivedi, Overdispersion tests for truncated Poisson regression models Hall, Alastair, Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection Hansen, Bruce E., Heteroskedastic cointegration Judge, George, see W. Griffiths Kohn, Robert, see C.F. Ansley Kunitomo, Naoto, see T.W. Anderson Kwiatkowski, Denis, Peter C.B. Phillips, Peter Schmidt, and Yongcheol Shin, 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? Lee, Hahn Shik, Maximum likelihood inference on cointegration and seasonal cointegration Lee, Lung-Fei, see J. Chiang Li, Qi, see B.H. Baltagi MacKinnon, James G., see R. Davidson McAleer, Michael, see D.G. Fiebig Montenegro, Alvaro, see J.B. Ramsey Phillips, Peter C.B., see D. Kwiatkowski Prasada Rao, D.S., see E.A. Selvanathan Ramsey, James B. and Alvaro Montenegro, Identification and estimation of noninvertible non-Gaussian MA(q) processes Schmidt, Peter, see D. Kwiatkowski Selvanathan, E.A. and D.S. Prasada Rao, An econometric approach to the construction of generalized Theil-Tornqvist indices for multilateral comparisons Shin, Yongcheol, see D. Kwiatkowski Shively, Thomas S., see C.F. Ansley Steigerwald, Douglas G., Adaptive estimation in time series regression models Steigerwald, Douglas G., On the finite sample behavior of adaptive estimators Trivedi, Pravin K., see S. Gurmu 0304-/942 0/$075.060 © 1992—Elsevier Science Publishers B.V. All rights reserved