Econometric Theory: Volume 9 -

Variable Addition Test
Ping Wu
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11 February 2009, pp. 145-146
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Median Unbiasedness of Estimators of Panel Data Censored Regression Models
Jeffrey R. Campbell, Bo E. Honoré
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11 February 2009, pp. 499-503
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This note proves that the estimator of panel data censored regression models proposed in Honoré [2] is median unbiased when only one parameter is estimated. This result is obtained without parametric assumptions about the distribution of the error terms.

The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix
Paolo Paruolo
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11 February 2009, p. 314
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Nested Effects
Badi H. Baltagi
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11 February 2009, pp. 687-688
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Efficiency as Correlation
E.H. Oksanen
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11 February 2009, p. 146
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Trace Minimization of Singular Systems with Cross-Equation Restrictions
Badi H. Baltagi, Berndt Savin
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11 February 2009, pp. 314-315
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Yule-Walker Prediction Error in a Random Walk Model
Hiroyuki Hisamatsu
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11 February 2009, pp. 688-689
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On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables
Kazuhiro Ohtani, Hikaru Hasegawa
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11 February 2009, pp. 504-515
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In this paper we consider the small sample properties of the coefficient of determination in a linear regression model with multivariate t errors when proxy variables are used instead of unobservable regressors. The results show that if the unobservable variable is an important variable, the adjusted coefficient of determination can be more unreliable in small samples than the unadjusted coefficient of determination from both viewpoints of the bias and the MSE.

A Derivation of the Limited Information Maximum Likelihood Estimator
Kimio Morimune
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11 February 2009, pp. 315-316
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An Alternative Derivation of the Likelihood Function for Heckman's Endogenous Dummy Variable Model
Paul Rilstone
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11 February 2009, pp. 146-147
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Reduced Rank Regression Asymptotics in Multivariate Regression
Peter C.B. Phillips
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11 February 2009, p. 689
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The Economic Modelling Bureau of Australia: Conferences and Training Courses in Modelling and Econometrics
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11 February 2009, pp. 517-519
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Can More Information Make You Worse Off??
Ed Leamer
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11 February 2009, pp. 147-148
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Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure
Peter C.B. Phillips
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11 February 2009, pp. 689-690
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MINQUE under Heteroskedasticity
Badi H. Baltagi
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11 February 2009, p. 521
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The Three-Choice Multinomial Probit with Selectivity Corrections
Paul Glewwe
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11 February 2009, pp. 316-322
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Instrumental Variables Estimator and Admissibility
Göetz Trenkler
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11 February 2009, p. 148
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Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
Eric Iksoon Im, Marcellus S. Snow
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11 February 2009, pp. 322-323
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ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations
Lonnie Magee
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11 February 2009, pp. 521-522
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Characterization of a Projector
R.W. Farebrother, G. Trenkler
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11 February 2009, p. 689
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Econometric Theory

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Volume 9 - August 1993

Problems

Variable Addition Test

Miscellanea

Median Unbiasedness of Estimators of Panel Data Censored Regression Models

Problems

The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix

Nested Effects

Efficiency as Correlation

Trace Minimization of Singular Systems with Cross-Equation Restrictions

Yule-Walker Prediction Error in a Random Walk Model

Miscellanea

On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables

Solutions

A Derivation of the Limited Information Maximum Likelihood Estimator

Problems

An Alternative Derivation of the Likelihood Function for Heckman's Endogenous Dummy Variable Model

Reduced Rank Regression Asymptotics in Multivariate Regression

Photograph Section

The Economic Modelling Bureau of Australia: Conferences and Training Courses in Modelling and Econometrics

Solutions

Can More Information Make You Worse Off??

Problems

Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure

MINQUE under Heteroskedasticity

Solutions

The Three-Choice Multinomial Probit with Selectivity Corrections

Instrumental Variables Estimator and Admissibility

Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity

Problems

ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations

Characterization of a Projector

Econometric Theory

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Actions for selected content:

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Volume 9 - August 1993

Problems

Miscellanea

Problems

Miscellanea

Solutions

Problems

Photograph Section

Solutions

Problems

Solutions

Problems