Under Misspecification: Some Monte Carlo Evidence on the Kmenta link: :cup:etheor:vyip. Jan Kmenta (January 3, – July 24, ) was a Czech-American economist . He was the . Kmenta, J. (, revised ed. ). Elements of Econometrics. New York: Macmillan. (Original edition also available in Spanish, Portuguese. When there is ho- moskedasticity, the two estimated variances would, in large samples, differ only because of sampling fluctuation (Kmenta ; McClendon.

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There were several Czechs taking classes, all working during the day to survive. Retrieved from ” https: Elements of Econometrics kmemta, 2nd ed. You could not be signed in. Oxford University Press is a department of the University of Oxford. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide.

A Lack-of-fit Test for Econometric Applications to Cross-section Data

Purchase Subscription prices and ordering Short-term Access To purchase short term access, please sign in to your Oxford Academic account above. Sign In Forgot password? A Mixed Event Response Model. Sydney University was offering evening courses mainly but not exclusively for servicemen in which Kmenta managed to enroll. Jan Kmenta Passed Away”. Citing articles via Google Scholar.

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A wide-ranging econometrician, his papers analyze topics as disparate as small sample properties of estimators, missing observations, estimation of production function parameters, and ridge regression among many others. Kmenta died on July 24, August Learn how and when to remove this template message.

University of Sydney B.

Oberhofer formally established conditions for validity of the iterative estimation method most widely used in econometrics today, while his simplified estimation of the constant elasticity of substitution constant elasticity of substitution production function both gave “the nascent field of industrial organization a new set of powerful tools for studying firm efficiency” [6] and has been used to analyze the cost of network infrastructure, [7] among many other applications.


Don’t have an account? Kmenta has made multiple other contributions incorporated into the core of econometrics. Sign in via your Institution 19866 in.

Professor Charles Birch made them feel welcome and advised them regarding administrative procedures for kmenha to the university and similar matters.

As econometrics matured from a collection of clever solutions for specific problems into its kmentq major field of research, econometricians worked to integrate what was known into a systematic whole greater than the sum of its parts. Article PDF first page preview. He was married to award-winning Australian filmmaker Barbara Chobocky. You do not currently have access to this article.

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If you originally registered with a username please use that to sign in. Most users should sign in with their email address. He edited two books with James B. This article is written like a personal reflection, personal essay, or argumentative essay that states a Wikipedia editor’s personal feelings or presents an original argument about a topic. Related articles in Google Scholar.

Utpal Vasavada; Kmenta, Jan. In addition to listing what might be called well-solved problems, they made explicit the implied assumptions underlying them, what can be said if the assumptions are not logically valid, and how to obtain useful results in these cases. Kmenta was assigned to breaking rocks in a stone quarry in Picton near Sydney.

kmentaa This article is also available for rental through DeepDyve. After an adventurous escape in September he spent more than a year in various refugee camps in West Germany before managing to emigrate to Australia in December In other projects Wikimedia Commons. From Wikipedia, the free encyclopedia. With his focus on econometrics and a strong background in mathematics and statistics Kmenta was a major contributor to this effort.


This page was last edited on 14 Novemberat After earning his PhD in Economics with a minor in Statistics from Stanford under Kenneth Arrow in[2] Kmenta held academic positions at the University of Wisconsin —65, Michigan State University —73, and the University of Michigan emeritus and was a visiting faculty member at universities in five countries. This was a task at which he excelled, managing to get himself fired even in a time of extreme labor shortage so that he could attempt to continue his education.

Kmenta received 24 academic honors, awards, and prizes during his career, beginning with being made a fellow of the American Statistical Association in and a fellow of the Econometric Society inand stretching through when he received the NEURON Award for Lifetime Achievement in Economics. Copyright American Agricultural Economics Association. By using this site, you agree to the Terms of Use and Privacy Policy.

Please help improve it by rewriting it in an encyclopedic style. But the employment officer in Sydney would not allow an emigrant to have a job like that and instead sent him to a metal-stamping plant in Balmain. Views Read Edit View history.