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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Having been published in Spanish, Portuguese, Persianand Croatian over the years, it is still available in English today. 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.

In other projects Wikimedia Commons. Jan Kmenta Passed Away”.

Jan Kmenta

Kmenta wrote extensively on econometric model building as well as econometric methods. Agricultural and Applied Economics Association members Sign in via society site. Most users should sign in with their email address. He edited two books with James B. With his focus on econometrics and a strong background in mathematics and statistics Kmenta was a major contributor to this effort. August Learn how and when to remove this template message. A wide-ranging 196, 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.

As econometrics matured from a collection of clever solutions for specific problems into its own major field of research, econometricians worked to integrate what was known into a systematic whole greater than the sum of its parts. Sign in via your Institution Sign in.

Citing articles via Google Scholar. Sign In or Create an Account. 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. From Wikipedia, the free encyclopedia.


You could not be signed in. 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 kkenta faculty member at universities in five countries. Email alerts New issue alert. This page kmmenta last edited on 14 Novemberat By using this site, you agree to the Terms of Use and Privacy Policy.

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Close mobile search navigation Article navigation. He was married to award-winning Australian filmmaker Barbara Chobocky. You do not currently have access to this article. Elements of Econometrics2nd ed.

Professor Charles Birch made them feel welcome and advised them regarding administrative procedures for admission to the university and similar matters. Views Read Edit View history. To purchase short term access, please sign in to your Oxford Academic account above.

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

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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. University of Sydney B. Oxford University Press is a department of the University of Oxford.

This article is also available for rental through DeepDyve. Kmenta died on July 24, Sign In Forgot password? PragueCzech Republic. 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.


Theory and Practice and is the author of at least 34 [4] published econometrics papers. Please help improve it by rewriting it in an encyclopedic style. Related articles in Google Scholar. 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.

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.

A Mixed Event Response Model. There is no doubt, however, that he is best known to the general economics profession around the world for his internationally acclaimed textbook, Elements of Econometrics titled after Euclid’s Elements which was first published in and extensively revised in a second edition.

Kmenta has made multiple other contributions incorporated into the core of econometrics. Kmenta was assigned to breaking rocks in a stone quarry in Picton near Sydney. 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 As a result, his work is referenced in publications in medicine, political science, insurance underwriting, antitrust litigation, and energy issues, to list but a few.

Sydney University was offering evening courses mainly but not exclusively for servicemen in which Kmenta managed to enroll. Receive exclusive offers and updates from Oxford Academic.