PROBLEMS & SOLUTIONS

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"A Hausman Test Based on the Difference Between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares," Solution 04.1.1, Econometric Theory, Vol. 21 (April, 2005),483-484.

  

"A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation," Solution 03.5.1, Econometric Theory, Vol.20 (October, 2004), p.989.

  

"A Hausman Test Based on the Difference Between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares," Problem 04.1.1, Econometric Theory, Vol. 20 (February, 2004), 223-224.

  

"A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation," Problem 03.5.1, Econometric Theory, Vol.19 (October, 2003), p. 879.

  

"Sampling Distribution of OLS Under a Logit Model," Solution 00.3.1, Econometric Theory, Vol. 17, (June, 2001), pp. 669-670.

  

"Sampling Distribution of OLS Under a Logit Model," Problem 00.3.1, Econometric Theory, Vol. 16, (June, 2000), p. 451.

  

"Conflict Among Criteria for Testing Hypotheses:  Examples from Non-Normal Distributions,"  Problem 00.2.4, Econometric Theory, Vol. 16 (April, 2000), p. 288.

  

"The Relative Efficiency of the Between Estimator with Respect to the Within Estimator,"  Econometric Theory, Problem 99.4.3, Vol. 15, (August, 1999), p. 630-631.

  

"Prediction in the Spatially Autocorrelated Error Component Model," with Dong Li, Econometric Theory, Problem 99.2.4, Vol. 15, (April, 1999), p. 259.

  

"Within Two Way is Equivalent to Two Withins One Way," Econometric Theory, Problem 98.5.2, Vol. 14, (October, 1998), p. 687.

  

"Regression Specification Error Test as a Gauss-Newton Regression," Econometric Theory, Problem 98.4.3, Vol. 14 (August, 1998), p. 526.

  

"Hausman=s Specification Test as a Gauss-Newton Regression," Econometric Theory, Solution 97.4.1, Vol. 14, (August, 1998), p. 527.

  

"Prediction in the Equi-Correlated Regression Model," Econometric Theory, Problem 98.3.3, Vol. 14, (June, 1998), p. 382.

  

"Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations," with Ping X. Wu, Econometric Theory, Problem 97.5.1, Vol. 13 (December, 1997), p. 889.

  

"Hausman's Specification Test as a Gauss-Newton Regression,"  Econometric Theory, Problem 97.4.1, Vol. 13 (October, 1997), p. 757.

  

"A Simple Linear Trend Model with Error Components, "with Walter Krämer, Econometric Theory, Problem 97.2.1, Vol. 13 (June, 1997), p. 463.

  

"A Joint Test for Functional Form and Random Individual Effects," Econometric Theory,  Problem 97.1.3, Vol. 13 (April, 1997), pp. 307-308.

  

"AIterative Estimation in Partitioned Regression Models," Econometric Theory, Solution 95.5.1, Vol. 12 (December, 1996), pp. 869-870.

  

"Heteroskedastic Fixed Effects Models," Econometric Theory, Problem 96.5.1, Vol. 12 (December, 1996), p. 867.

  

"Testing for Random Individual Effects with a Gauss-Newton Regression," Econometric  Theory, Solution 95.4.1,  Vol. 12 (October, 1996), pp. 745-746. 

  

"Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression," Econometric  Theory, Problem 95.5.4, Vol. 11 (December, 1995), p. 1179.

  

"The Wald, LR, and LM Inequality," Econometric  Theory, Solution 94.1.2, Vol. 11 (October, 1995), pp. 798-800.

  

"Testing for Random Individual Effects with a Gauss-Newton Regression," Econometric  Theory, Problem 95.4.1, Vol. 11 (October, 1995), p. 795.

  

"ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations," with Qi Li, Econometric Theory, Solution 93.3.2, Vol. 11 (August, 1995), pp. 641-642.

  

"MINQUE Under Heteroskedasticity," Econometric  Theory, Solution 93.3.1, Vol. 11 (August, 1995), pp. 639-641.

  

"Optimal Weighting of Unbiased Estimators," Econometric  Theory, Problem 95.3.1, Vol. 11 (August, 1995), p. 637.

  

"Testing for Correlated Effects in Panels," Econometric  Theory, Problem 95.2.5, Vol. 11 (June, 1995), pp. 401-402.

  

"A Mixed Error Component Model," with Walter Krämer, Econometric Theory, Problem 95.1.4, Vol. 11 (March, 1995), pp. 192-193.

  

"The Wald, LR and LM Inequality," Econometric  Theory, Problem 94.1.2, Vol. 10 (March, 1994), pp 223-224.

  

"Nested Effects," Econometric  Theory, Problem 93.4.2, Vol 9 (December, 1993), pp. 687-688.

  

"An Approximate Transformation for the Error Component Model With MA(q) Disturbances," with Qi Li, Econometric Theory, Solution 92.4.3, Vol. 9 (December, 1993), pp. 692-694.

  

"MINQUE Under Heteroskedasticity," Econometric  Theory, Problem 93.3.1, Vol. 9 (September, 1993), p. 521.

  

"Trace Minimization of Singular Systems with Cross-Equation Restrictions," Econometric  Theory, Problem 93.2.4, Vol. 9 (June, 1993), pp. 314-315.

  

"An Approximate Transformation for the Error Component Model With MA(q) Disturbances," with Qi Li, Econometric Theory, Problem 92.4.3, Vol. 8 (December, 1992), pp.582-583.

  

"Variance Component Estimation Under Misspecification," with Qi Li, Econometric Theory, Solutions 91.3.3, Vol. 8 (September, 1992), pp. 430-433.

  

"Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroscedasticity," Econometric  Theory, Problem 92.2.3, Vol. 8 (June, 1992), pp. 304-305.

  

"The Bias of the Standard Error of OLS for an AR(1) Process With an Arbitrary Variance on the Initial Obserrvations," with Qi Li, Econometric Theory, Problem 92.1.4, Vol. 8 (March, 1992), p. 146.

  

"Variance Component Estimation Under Misspecification," with Qi Li, Econometric Theory, Problem 91.3.3, Vol. 7 (September, 1991), pp. 418.

  

"The Differencing Test in a Regression With Equicorrelated Disturbances," Econometric  Theory, Problem 90.4.5, Vol. 6 (December, 1990), p. 488. 

  

"The Heteroscedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model" with Qi Li, Econometric Theory, Problem 90.3.1, Vol. 6 (September, 1990), p. 405.

  

"A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data," with Qi Li, Econometric Theory, Problem 90.2.3, Vol. 6 (June, 1990), pp. 283-285.

  

"A Hausman Specification Test in a Simultaneous Equations Model," Econometric  Theory, Solution 88.3.5, Vol. 5  (December, 1989), pp. 465-467.

  

"The Lower Triangular Matrix Associated With an Autoregressive Process," Econometric  Theory, Solution 88.3.3, Vol. 5 (December, 1989), pp. 461-463.

  

"The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data," Econometric Theory, Problem 89.3.3, Vol. 5 (December, 1989), p. 454.

  

"A Variance Comparison of OLS and Feasible GLS in an Error Components Model,"  Econometric Theory, Problem  89.1.5, Vol. 5 (April, 1989), p. 175.

  

"The Efficiency of OLS in a Seemingly Unrelated Regressions Model," Econometric  Theory, Problem 88.3.4, Vol. 4 (December, 1988), pp. 536-537.  

  

"An Alternative Heteroscedastic Error Component Model," Econometric  Theory, Problem 88.2.2, Vol. 4 (August, 1988), pp. 349-350.

  

"Prediction With a Two-Way Error Component Model," Econometric  Theory, Problem 88.1.1, Vol. 4 (April, 1988), p. 171.

  

"Simple Versus Multiple Regression Coefficients," Econometric  Theory, Problem 87.1.1, Vol. 3 (April, 1987), p. 159.