Articles, 1995-1990

Home | Publications Overview | Forthcoming | 2006-2010 | 2000-2005 | 1996-1999 | 1990-1995 | 1986-1989 | 1980-1985

 

Year Articles Working Paper
1995 "Airline Deregulation:  The Cost Pieces of the Puzzle," with James Griffin and Daniel Rich, International Economic Review, Vol. 36 (February, 1995), pp. 245-258.  
1995

"Editor's Introduction:  Panel Data," Journal of Econometrics, Vol. 68 (July, 1995), pp. 1-4.

  
1995 "Testing AR(1) Against MA(1) Disturbances in an Error Component Model," with Qi Li, Journal of Econometrics, Vol. 68 (July, 1995), pp. 133-151.  
1995 "Public Capital Stock and State Productivity Growth:  Further Evidence from an Error Components Model," with Nat Pinnoi, Empirical Economics, Vol. 20 (1995), pp. 351-359.  
1995 "A Dynamic Demand Model for Liquor:  The Case for Pooling," with James Griffin, The Review of Economics and Statistics, Vol. 77 (August, 1995), pp. 545-553.  
1995 "The Measurement of Firm-Specific Indexes of Technical Change," with James Griffin and Daniel Rich, The Review of Economics and Statistics, Vol. 77 (November, 1995), pp. 654-663.  (Abstract)  
1994 "A Simple Recursive Estimation Method for Regression Models with AR(p) Disturbances," with Qi Li, Statistical Papers, Vol. 35 (May, 1994), pp. 93-100.  
1994 "Incomplete Panels:  A Comparative Study of Alternative Estimators for the Unbalanced One-Way Error Component Regression Model," with Young-Jae Chang, Journal of Econometrics, Vol. 62 (June, 1994), pp. 67-89.  
1994 "Estimating Error Component Models With General MA(q) Disturbances, " with Qi Li, Econometric Theory, Vol. 10 (June, 1994), pp. 396-408.  
1994 "Consistency, Asymptotic Unbiasedness and Bounds on the Bias of s2 in the Linear Regression Model with Error Component Disturbances," with Walter Krämer, Statistical Papers, Vol. 35 (November, 1994), pp. 323-328.  
1993 "Useful Matrix Transformations for Panel Data Analysis:  A Survey," Statistical Papers, Vol. 34 (November, 1993), pp. 281-301.  
1992 "Introduction and Overview:  Panel Data Analysis," with Baldev Raj, Empirical Economics, Vol. 17 (1992), pp. 1-8.  
1992 "A Survey of Recent Theoretical Developments in the Econometrics of Panel Data," with Baldev Raj, Empirical Economics, Vol. 17 (1992), pp. 85-109.  
1992 "A Note on the Estimation of Simultaneous Equations with Error Components," with Qi Li, Econometric Theory, Vol. 8 (March, 1992), pp. 113-119.  
1992 "Monte Carlo Evidence on Panel Data Regressions With AR(1) Disturbances and an Arbitrary Variance on the Initial Observations," with Young-Jae Chang and Qi Li, Journal of Econometrics, Vol. 52 (June, 1992), pp. 371-380.  
1992 "A Monotonic Property for Iterative GLS in the Two-Way Random Effects Model," with Qi Li, Journal of Econometrics, Vol. 53 (July-September, 1992), pp. 45-51.  
1992

"Prediction in a One-Way Error Component Model with Serial Correlation," with Qi Li, Journal of Forecasting, Vol. 11 (September, 1992), pp. 561-567.

  
1992 "Monte Carlo Results on Several New and Existing Tests for the Error Component Model," with Young-Jae Chang and Qi Li, Journal of Econometrics, Vol. 54 (October-December, 1992), pp. 95-120.  
1992 "Cigarette Taxation:  Raising Revenues and Reducing Consumption, " with Dan Levin, Structural Change and Economic Dynamics, Vol. 3 (December, 1992), pp. 321-335.  
1991 "A Joint Test for Serial Correlation and Random Individual Effects, " with Qi Li, Statistics and Probability Letters, Vol. 11 (March, 1991), pp. 277-280.  
1991 "A Transformation That Will Circumvent The Problem of Autocorrelation in an Error Component Model," with Qi Li, Journal of Econometrics, Vol. 48 (June, 1991), pp.385-393.  
1990

"The Error Components Regression Model:  Conditional Relative Efficiency Comparisons," Statistical Papers, Vol. 31 (February, 1990), pp. 1-13.

  
1990 "Quasi-Experimental Price Elasticity of Liquor Demand in the United States:  1960-1983," with Rajeev Goel, American Journal of Agricultural Economics, Vol. 72 (May, 1990), pp.451-454.  
1990

"A Lagrange Multiplier Test for the Error Components Model with Incomplete Panels," with Qi Li, Econometric Reviews, Vol. 9 (1990), pp. 103-107.

  
1990 "Recovering Precision from Seemingly Redundant Rounded Data," with Irwin L. Collier, Jr., Journal of Forecasting, Vol. 9 (October/December, 1990), 457-465.  
1990 "On Efficient Estimation With Panel Data:  An Empirical Comparison of Instrumental Variables Estimators," with Sophon Khanti-Akom, Journal of Applied Econometrics, Vol. 5 (October/December, 1990), 401-406.  
1990 "Intercountry Evidence on the Performance of the Simple Error Correction Mechanism Model of Consumption," with Manouchehr Mokhtari, Empirical Economics, Vol. 15 (1990), 303-314.