March
- Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production, J.C. Chao and N.R. Swanson, Macroeconomic Dynamics 4(1), 42-72, March . Link to Journal
August
- Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure, J.C. Chao and P. C. B. Phillips, Journal of Econometrics 91(2), 227-271, August . Link to Journal
May
- A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model, Harry H. Kelejian and Ingmar Prucha, International Economic Review 40(2), 509-533, May . Link to Journal
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November
- Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior, J.C. Chao and P. C. B. Phillips, Journal of Econometrics 87(1), 49-86, November . Link to Journal
July
- A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances, Harry H. Kelejian and Ingmar Prucha, Journal of Real Estate Finance and Economics 17(1), 99-121, July . Link to JournalDownload
- A Suggested Test for Spatial Autocorrelation and/or Heteroskedasticity and Corresponding Monte Carlo Results, Harry H. Kelejian and Dennis P. Robinson, Regional Science and Urban Economics 28(4), 389-417, July . Link to Journal
January
- Testing the Expectations Theory of the Term Structure of Interest Rates using Model Selection Methods, J.C. Chao and C. Chiao, Studies in Nonlinear Dynamics & Econometrics 2(4), 95-108, January . Link to Journal
August
- Estimation of a Variable Rate of Depreciation: A Dummy Variable Approach, Ingmar Prucha, Structural Change and Economic Dynamics 8(3), 319-325, August . Link to JournalDownload
April
- Estimation of the Spatial Autoregressive Parameter by Two Stage Least Squares Procedures: A Serious Problem, Harry H. Kelejian and Ingmar Prucha, International Regional Science Review 20(2), 103-111, April . Link to Journal
February
- Testing for Spatial Error Autocorrelation in the Presence of Endogenous Regressors, Luc Anselin and Harry H. Kelejian, International Regional Science Review 20(1-2), 153-182, February . Link to Journal
January
- Infrastructure Productivity Estimation and its Underlying Econometric Specifications: A Sensitivity Analysis, Harry H. Kelejian and Dennis P. Robinson, Papers in Regional Science 76(1), 115-131, January . Link to Journal
April
- Endogenous Capital Utilization and Productivity Measurement in Dynamic Factor Demand Models: Theory and an Application to the U.S. Electrical Machinery Industry, M. Ishaq Nadiri and Ingmar Prucha, Journal of Econometrics 71(2), 343-379, April . Link to JournalDownload
January
- An Empirical Bayesian Approach to Cointegration Rank Selection and Test of the Present Value Model for Stock Prices, J.C. Chao and P. C. B. Phillips, Modeling and Prediction: Honoring Seymour Geisser, ed. by Wesley O. Johnson, Jack C. Lee, and Arnold Zellner, 325-341, January . Link to Journal
March
- Aggregated Heterogeneous Dependent Data and the Logit Model: A Suggested Approach, Harry H. Kelejian, Economics Letters 47(3-4), 243-248, March . Link to Journal
March
- On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach, Benedikt M. Poetscher and Ingmar Prucha, Statistics 25(4), 343-360, March . Link to JournalDownload
- Real Business Cycle Models - Some Evidence for Switzerland, Guido Kuersteiner and Marcel Rindisbacher, Swiss Journal of Economics and Statistics 130(1), 21-43, March . Link to Journal
February
- Generic Uniform Convergence and Equicontinuity Concepts for Random Functions: An Exploration of the Basic Structure, Benedikt M. Poetscher and Ingmar Prucha, Journal of Econometrics 60(2), 23-63, February . Link to JournalDownload
July
- A Suggested Method of Estimation for Spatial Interdependent Models with Autocorrelated Errors, and an Application to a County Expenditure Model, Harry H. Kelejian and Dennis P. Robinson, Papers in Regional Science 72(3), 297-312, July . Link to Journal
October
- The Logit Model and Panel Data via Repeated Observations: A Clarification and Extension of the Literature, Harry H. Kelejian, Economics Letters 40(2), 135-140, October . Link to Journal
September
- Spatial Autocorrelation: A New Computationally Simple Test with an Application to Per Capita County Police Expenditures, Harry H. Kelejian and Dennis P. Robinson, Regional Science and Urban Economics 22(3), 317-331, September . Link to Journal
November
- A Rare Events Model: Monte Carlo Results on Sample Design and Large Sample Guidance, Craig Hiemstra and Harry H. Kelejian, Economics Letters 37(3), 225-263, November . Link to Journal
February
- A Note Concerning Specifications of Interactive Random Coefficient Regression Models, Joseph Gatto, Harry H. Kelejian, and Scott Stephan, Journal of Econometrics 47(2-3), 273-284, February . Link to Journal
January
- A Random Coefficient Qualitative Choice Model of the Demand for Telecommunications, Joseph Gatto, Harry H. Kelejian, and Scott Stephan, Economics Letters 35(1), 45-50, January . Link to Journal
- A Probability Model of Lockage Stalls and Interferences, Harry H. Kelejian, Transportation Research Record, 91-97 Link to Journal
October
- A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models, Dilip B. Madan and Ingmar Prucha, Journal of Econometrics 42(2), 275-283, October . Link to JournalDownload
