1

479

Forecasting And Testing In Co-Integrated Systems Univ California San Diego, La Jolla, Usa

RF Engle
BS Yoo

1987
35/1

143-159

2

452

Generalized Autoregressive Conditional Heteroskedasticity

T Bollerslev

1986
31/3

307-327

3

271

Arch Modeling In Finance - A Review Of The Theory And Empirical-Evidence

T Bollerslev
RY Chou
KF Kroner

1992
52/1-2

5-59

4

192

Comparing Alternative Tests Of Causality In Temporal Systems - Analytic Results And Experimental-Evidence

J Geweke
R Meese
W Dent

1983
21/2

161-194

5

181

On The Estimation Of Technical Inefficiency In The Stochastic Frontier Production Function Model

J Jondrow
CAK Lovell
IS Materov
P Schmidt

1982
19/2-3

233-238

6

180

Some Properties Of Time-Series Data And Their Use In Econometric-Model Specification

CWJ Granger

1981
16/1

121-130

7

178

Understanding Spurious Regressions In Econometrics

PCB Phillips

1986
33/3

311-340

8

169

Seasonal Integration And Cointegration

S Hylleberg
RF Engle
CWF Granger
BS Yoo

1990
44/1-2

215-238

9

168

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

D Kwiatkowski
PCB Phillips
P Schmidt
YC Shin

1992
54/1-3

159-178

10

160

On The Formulation Of Empirical-Models In Dynamic Econometrics

DF Hendry
JF Richard

1982
20/1

3-33

11

144

Tobit Models - A Survey

T Amemiya

1984
24/1-2

3-61

12

139

Some Recent Developments In A Concept Of Causality

CWJ Granger

1988
39/1-2

199-211

13

123

Econometric Duration Analysis

JJ Heckman
B Singer

1984
24/1-2

63-132

14

121

Recent Developments In Dea - The Mathematical-Programming Approach To Frontier Analysis

LM Seiford
RM Thrall

1990
46/1-2

7-38

15

117

Multivariate Regression-Models For Panel Data

G Chamberlain

1982
18/1

5-46

16

112

Testing Structural Hypotheses In A Multivariate Cointegration Analysis Of The Ppp And The Uip For Uk

S Johansen
K Juselius

1992
53/1-3

211-244

17

108

2-Step 2-Stage Least-Squares Estimation In Models With Rational-Expectations

RE Cumby
J Huizinga
M Obstfeld

1983
21/3

333-355

18

102

Foundations Of Data Envelopment Analysis For Pareto-Koopmans Efficient Empirical Production-Functions

A Charnes
WW Cooper
B Golany
L Seiford
J Stutz

1985
30/1-2

91-107

19

96

On The Bias In Flexible Functional Forms And An Essentially Unbiased Form - The Fourier Flexible Form

AR Gallant

1981
15/2

211-245

20

94

Interpreting The Evidence On Money Income Causality

JH Stock
MW Watson

1989
40/1

161-181

21

90

Tests For Model-Specification In The Presence Of Alternative Hypotheses - Some Further Results

JG Mackinnon
H White
R Davidson

1983
21/1

53-70

21

90

New Methods For Analyzing Structural Models Of Labor-Force Dynamics

C Flinn
J Heckman

1982
18/1

115-168

22

87

Generalized-Method Of Moments Specification Testing

WK Newey

1985
29/3

229-256

23

86

Least Absolute Deviations Estimation For The Censored Regression-Model

JL Powell

1984
25/3

303-325

23

86

The Estimation Of The Degree Of Oligopoly Power

E Appelbaum

1982
19/2-3

287-299

23

86

Errors In Variables In Panel Data

Z Griliches
JA Hausman

1986
31/1

93-118

23

86

5 Alternative Methods Of Estimating Long-Run Equilibrium Relationships

J Gonzalo

1994
60/1-2

203-233

24

85

Recent Developments In The Econometric Estimation Of Frontiers

PW Bauer

1990
46/1-2 

39-56

24

85

Measuring Cost Efficiency In Banking - Econometric And Linear-Programming Evidence

GDFerrier
CAK Lovell

1990
46/1-2 

229-245

25

84

Short-Run Labor Productivity In A Dynamic-Model

CJ Morrison
ER Berndt

1981
16/3

339-365

26

81

Alternative Procedures And Associated Tests Of Significance For Non-Nested Hypotheses

GR Fisher
M Mcaleer

1981
16/1

103-119

27

80

A General-Approach To Lagrange Multiplier Model Diagnostics

RF Engle

1982
20/1

83-104

28

76

Formulation And Estimation Of Dynamic-Models Using Panel Data

TW Anderson
C Hsiao

1982
18/1

47-82

28

76

Alternative Models For Conditional Stock Volatility

AR Pagan
GW Schwert

1990
45/1-2

267-290

29

72

Production Frontiers With Cross-Sectional And Time-Series Variation In Efficiency Levels

C Cornwell
P Schmidt
RC Sickles

1990
46/1-2

185-200

30

71

Random Group Effects And The Precision Of Regression Estimates

BR Moulton

1986
32/3

385-397

31

70

A Note On Studentizing A Test For Heteroscedasticity

R Koenker

1981
17/1

107-112

32

69

Diagnostic Testing And Evaluation Of Maximum-Likelihood Models

G Tauchen

1985
30/1-2 

415-443

32

69

Cointegration In Partial Systems And The Efficiency Of Single-Equation Analysis

S Johansen

1992
52/3 

389-402

33

68

Tests Of Non-Nested Regression-Models - Small Sample Adjustments And Monte-Carlo Evidence

LG Godfrey
MH Pesaran

1983
21/1

133-154

34

65

Antithetic Acceleration Of Monte-Carlo Integration In Bayesian-Inference

J Geweke

1988
38/1-2 

73-89

35

63

Non-Causality Due To Omitted Variables

H Lutkepohl

1982
19/2-3 

367-378

35

63

Some Heteroskedasticity-Consistent Covariance-Matrix Estimators With Improved Finite-Sample Properties

JG Mackinnon
H White

1985
29/3

305-325

36

62

Latent Variable Structural Equation Modeling With Categorical-Data

B Muthen

1983
22/1-2 

43-65

36

62

Productivity-Measurement With Adjustments For Variations In Capacity Utilization And Other Forms Of Temporary Equilibrium

ER Berndt
MA Fuss

1986
33/1-2 

7-29

37

59

Linear-Regression After Selection

AS Goldberger

1981
15/3

357-366

38

58

Alternative Algorithms For The Estimation Of Dynamic Factor, Mimic And Varying Coefficient Regression-Models

MW Watson
RF Engle

1983
23/3

385-400

38

58

Arch Models As Diffusion Approximations

DB Nelson

1990
45/1-2

7-38

38

58

Pricing Foreign-Currency Options With Stochastic Volatility

A Melino
SM Turnbull

1990
45/1-2

239-265

39

56

Semiparametric Analysis Of Discrete Response - Asymptotic Properties Of The Maximum Score Estimator

CF Manski

1985
27/3

313-333

39

56

Model-Specification Tests - A Simultaneous Approach

AK Bera
CM Jarque

1982
20/1

59-82

39

56

Nonparametric Analysis Of Optimizing Behavior With Measurement Error

HR Varian

1985
30/1-2

445-458

40

55

The Role Of Multiplier Bounds In Efficiency Analysis With Application To Kansas Farming

RG Thompson
LN Langemeier
CT Lee
E Lee
RM Thrall

1990
46/1-2 

93-108

40

55

Asymptotic Efficiency In Estimation With Conditional Moment Restrictions

G Chamberlain

1987
34/3

305-334

41

53

Polyhedral Cone-Ratio Dea Models With An Illustrative Application To Large Commercial-Banks

A Charner
WW Cooper
ZM Huang
DB Sun

1990
46/1-2

73-91

41

53

Prediction Of Firm-Level Technical Efficiencies With A Generalized Frontier Production Function And Panel Data

GE Battese
TJ Coelli

1988
38/3

387-399

42

52

The Use Of Time-Series Processes To Model The Error Structure Of Earnings In A Longitudinal Data-Analysis

TE Macurdy

1982
18/1

83-114

42

52

Assessing The Potential Demand For Electric Cars

S Beggs
S Cardell
J Hausman

1981
17/1

1-19

42

52

Specification And Testing Of Some Modified Count Data Models

J Mullahy

1986
33/3

341-365

43

51

Convenient Specification Tests For Logit And Probit Models

R Davidson
JG Mackinnon

1984
25/3

241-262

44

49

Misspecified Models With Dependent Observations

I Domowitz
H White

1982
20/1

35-58

44

49

The Frequency Of Price Adjustment - A Study Of The Newsstand Prices Of Magazines

SG Cecchetti

1986
31/3

255-274

45

47

Recursive Stability Analysis Of Linear-Regression Relationships- An Exploratory Methodology

JM Dufour

1982
19/1

31-76

46

46

Generalized Residuals And Heterogeneous Duration Models - With Applications To The Weibull Model

T Lancaster

1985
28/1

155-169

46

46

A Gamma-Distributed Stochastic Frontier Model

WH Greene

1990
46/1-2

141-163

47

45

Asset Pricing With A Factor-Arch Covariance Structure - Empirical Estimates For Treasury Bills

RF Engle
VK Ng
M Rothschild

1990
45/1-2

213-237

47

45

The Size And Power Of The Variance Ratio Test In Finite Samples- A Monte-Carlo Investigation

AW Lo
AC Mackinlay

1989
40/2

203-238

47

45

Seasonal Cointegration - The Japanese Consumption Function

RF Engle
CWJ Granger
S Hylleberg
HS Lee

1993
55/1-2

275-298

48

44

Asymptotic Efficiency In Semiparametric Models With Censoring

G Chamberlain

1986
32/2

189-218

49

43

Unbiased Determination Of Production Technologies

AR Gallant

1982
20/2

285-323

50

42

The Duration Of Contract Strikes In United-States Manufacturing

J Kennan

1985
28/1

5-28

50

42

Bayesian-Analysis Of Dichotomous Quantal Response Models

A Zellner
PE Rossi

1984
25/3

365-393

50

42

Regression-Based Tests For Overdispersion In The Poisson Model

AC Cameron
PK Trivedi

1990
46/3

347-364

50

42

Limited Information Estimators And Exogeneity Tests For Simultaneous Probit Models

D Rivers
OH Vuong

1988
39/3

347-366

50

42

Regression By Local Fitting - Methods, Properties, And Computational Algorithms

WS Cleveland
SJ Devlin
E Grosse

1988
37/1

87-114