May
- A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes, Benedikt M. Potscher and Ingmar Prucha, Econometrica 57(3), 675-683, May . Link to Journal
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- Intrastate InterLATA Telecommunications Demand Modelling, Joseph Gatto, Harry H. Kelejian, and Scott Stephan, Review of Business 11(2), 25-31 Link to Journal
- Stochastic Generalizations of Demand Systems with an Application to Telecommunications, Joseph Gatto, Harry H. Kelejian, and Scott Stephan, Information Economics and Policy 3(4), 283-309 Link to Journal
July
- The Variance-Covariance Matrix of the Full Information Maximum Likelihood Estimators in Triangular Structural Systems: Consistent Estimation, Ingmar Prucha, Econometrica 55(4), 977-978, July .Download
October
- A Comparison of Alternative Methods for the Estimation of Dynamic Factor Demand Models under Nonstatic Expectations, M. Ishaq Nadiri and Ingmar Prucha, Journal of Econometrics 33(1), 187-211, October . Link to JournalDownload
August
- R&D, Production Structure and Rates of Return in the U.S., Japanese and German Manufacturing Sectors: A Nonseparable Dynamic Factor Demand Model, Pierre A. Mohnen, M. Ishaq Nadiri, and Ingmar Prucha, European Economic Review 30(4), 749-771, August . Link to JournalDownload
July
- A Class of Partially Adaptive One-Step M-Estimators for the Nonlinear Regression Model with Dependent Observations, Benedikt M. Potscher and Ingmar Prucha, Journal of Econometrics 32(2), 219-251, July . Link to JournalDownload
June
- Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components, Ingmar Prucha, International Economic Review 26(2), 491-506, June . Link to JournalDownload
- Independent or Uncorrelated Disturbances in Linear Regression: An Illustration of the Difference, Harry H. Kelejian and Ingmar R. Prucha, Economics Letters 19(1), 35-38 Link to Journal
May
- The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances, Harry H. Kelejian and Ingmar Prucha, Econometrica 52(3), 721-736, May . Link to JournalDownload
January
- On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components, Ingmar Prucha, Econometrica 52(1), 203-208, January . Link to JournalDownload
August
- Autocorrelated and Heteroskedastic Disturbances in Linear Regression Analysis: A Monte Carlo Study, Balu L. Bumb and Harry H. Kelejian, Sankhya: The Indian Journal of Statistics 45(2), 257-270, August . Link to Journal
February
- Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature, Harry H. Kelejian and Scott Stephan, International Economic Review 24(1), 249-254, February . Link to Journal
November
- An Extension of a Standard Test for Heteroskedasticity to a Systems Framework, Harry H. Kelejian, Journal of Econometrics 20(2), 325-333, November . Link to Journal
November
- The Value of Information in a Storage Model with Open and Closed Loop Controls: A Numerical Example, David F. Bradford and Harry H. Kelejian, Journal of Economic Dynamics and Control 3, 307-317, November . Link to Journal
July
- Lagged Endogeneous Variables and the Cochrane-Orcutt Procedure, Roger R. Betancourt and Harry H. Kelejian, Econometrica 49(4), 1073-1078, July . Link to Journal
- The Value of Information for Crop Forecasting with Bayesian Speculators: Theory and Empirical Results, David F. Bradford and Harry H. Kelejian, The Bell Journal of Economics 9(1), 123-144 Link to Journal
November
- A Note on the Variability of the Replacement Investment Capital Stock Ratio: Reply, George Bitros and Harry H. Kelejian, The Review of Economics and Statistics 59(4), 510-513, November . Link to Journal
October
- The Value of Information for Crop Forecasting in a Market System: Some Theoretical Issues, David F. Bradford and Harry H. Kelejian, The Review of Economic Studies 44(3), 519-531, October . Link to Journal
September
- On the Consequences of Planning Interval Specification Error for the Estimation of Dynamic Models, Roger R. Betancourt, Journal of Econometrics 6(2), 237-242, September . Link to Journal
October
- A Stochastic Control Approach to Factor Demand, George Bitros and Harry H. Kelejian, International Economic Review 17(3), 701-717, October . Link to Journal
August
- On the Variability of the Replacement Investment Capital Stock Ratio: Some Evidence from Capital Scrappage, George Bitros and Harry H. Kelejian, The Review of Economics and Statistics 56(3), 270-278, August . Link to Journal
May
- Random Parameters in a Simultaneous Equation Framework: Identification and Estimation, Harry H. Kelejian, Econometrica 42(3), 517-528, May . Link to Journal
January
- Methods of Estimation for Markets in Disequilibrium: A Further Study, Ray C. Fair and Harry H. Kelejian, Econometrica 42(1), 177-190, January . Link to Journal
May
- An Econometric Model of the Flight to the Suburbs, David F. Bradford and Harry H. Kelejian, Journal of Political Economy 81(3), 566-589, May . Link to Journal
