Knowledge that Transforms

Irish Committee for Social Science Research

Peter K. Clark, Jane T. Haltmaier, The Labor Productivity Slowdown in the United States: Evidence from Physical Output Measures, The Review of Economics and Statistics, Vol. 67, No. 3 (Aug., 1985), pp. 504-508

-This paper proposes a modified version of Durbin's h-statistic for testing residual correlation in a dynamic regression model. Finite sample properties of the new statistic, Durbin's h-statistic and Sargan's modified version of h are investigated by simulation.

Garbade, Kenneth, Methods of Examining the Stability of Regression Coefficients, Journal of the American Statistical Association 72 (Mar. 1977), 54-63. Godfrey, L. G., Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables, Econometrica 46 (Sept. 1978), 1293-1301. Harvey, Andrew C., and Garry D. A. Phillips, for Stochastic Parameters in Regression S.S.R.C. supported project on Testing for Specification Error in Econometric Models, Working Paper No. 1, University of Kent at Cantebury (1976). _ Maximum Likelihood Estimation of Regression Models with Autoregressive-Moving Average Disturbances, Biometrika 66 (1979), 49-58. Johnson, N. L., and S. Kotz, Distribution in Statistics: Continuous Multivariate Distributions (New York: Wiley, 1972). LaMotte, R., and A. McWhorter, Jr., An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model, Journal of the American Statistical Association 73 (Dec. 1978), 816-819. Mizon, Grayham E., and David F. Hendry, An Empirical Application and Monte Carlo Analysis of of Dynamic Specification, Review of Economic Studies 47 (Jan. 1980), 21-46. Pagan, Adrian R., Some Identification and Estimation Results for Regression Models with Stochastically Varying Coefficients, Journal of Econometrics 13 (1980), 341-363. Pagan, Adrian R., and K. Tanaka, A Further Test for Assessing the Stability of Regression Coefficients, Australian National University, unpublished manuscript (1979). Quandt, Richard E., Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes, Journal of the American Statistical Association 55 (Dec. 1960), 873-880. Rosenberg, Barr, The Analysis of a Cross-Section of Time Series by Stochastically Convergent Parameter Regression, Annals of Economic and Social Measurement 2 (1973), 399-428. Watson, Mark W., A Test for Regression Coefficient Stability when a Parameter Is Identified only Under the Alternative, H.I.E.R. Discussion Paper 906 (1982). , Applications of Kalman Filter Models in Econometrics, Ph.D. Dissertation, University of California at San Diego (1980). Watson, Mark W., and Robert F. Engle, Alternative Algorithms for the Estimation of Dynamic Factor, MIMIC, and Varying Coefficient Regression Models, Journal of Econometrics 23 (Dec. 1983), 385-400.

This paper represents part of a larger ongoing project to build and use a numerical general equilibrium model of the U.S. tax system. Charles Ballard,

The association between parents' health practices and children's health requirements is explored in this paper. A variance components model, incorporating unobserved family effects in the estimation procedure, is used. Mother's education is positively related to both children's days of recuperation and visits to medical facilities. Although each of the health practices examined here is significantly related to the mother's education, each health practice is also related to children's health needs independently of mother's education: Good maternal health practices are associated with 1.7 additional days of recuperation and 2.3 additional visits to medical facilities for a child per annum.

Alan L. Halvorson, Switching Regression Estimates of a Sequential Production Process: The Case of Underground Coal Mining, The Review of Economics and Statistics, Vol. 67, No. 1 (Feb., 1985), pp. 161-165

The paper forwards an analytical formulation of the wage generating process in which trade union militancy and real wage movements interact. Key features of the advanced model are (1) a clarification of the role of macropolitical variables and of changing industrial composition in the wage determination process and (2) a simple explanation of why increasing unemployment and accelerating real wage growth may raise trade union militancy. The empirical results obtained for West Germany support the proposed model and stress the importance of treating labor militancy as a latent, unobservable variable which relates to multiple indicators and may be subject to measurement errors.