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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Receive exclusive offers and updates from Oxford Academic. Sign In Forgot password? By using this site, you agree to the Terms of Use and Privacy Policy. Sign in via your Institution Sign in. 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.

Elements of Econometrics2nd ed. Keep things as simple as possible. Kmenta was assigned to breaking rocks in a stone quarry in Picton near Sydney. 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 k,enta continue his education. He edited two books with James B.

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Jan Kmenta – Wikipedia

Professor Charles Birch made them feel welcome and advised them regarding administrative procedures for admission to the university and similar matters. Jan Kmenta Passed Away”. Purchase Subscription prices and ordering Short-term Access To purchase short term access, please sign in to your Oxford Academic account above.

University of Sydney B. Related articles in Google Scholar. A Mixed Event Response Model. In addition to listing what might be called well-solved problems, they made imenta the mkenta assumptions underlying them, what can be said if the assumptions are not logically valid, and how to obtain useful results in these cases. Kmenta died on July 24, With 19886 focus on econometrics and a strong background in mathematics and statistics Kmenta was a major contributor to this effort.


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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. 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 1896 Sydney University was offering evening courses mainly but not exclusively for servicemen in which Kmenta managed to enroll.

Kmenta received 24 academic honors, awards, and prizes during his career, beginning with 19886 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. You do kmebta currently have access to this article.

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This page was last edited on 14 Novemberat To purchase short term access, please sign in to your Oxford Academic account above. Retrieved from ” https: But the employment officer in Sydney would not allow an emigrant to have kkmenta job like that and instead sent him to a metal-stamping plant in Balmain. Oberhofer formally established conditions for validity of the iterative estimation kkenta 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.


This article kmentx written like a personal reflection, personal essay, kmneta argumentative essay that states a Wikipedia editor’s personal feelings or presents an original argument about a topic.

Having been published in Spanish, Portuguese, Persianand Croatian over the years, it is still available in English today. Kmenta has made multiple other contributions incorporated into the core of econometrics. Kments have an account? There were several Czechs taking classes, all working during the day to survive. 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.

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If you originally registered with a username please use that to sign in. He was married to award-winning Australian filmmaker Barbara Chobocky. 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.

Don’t already have an Oxford Academic account? 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. Please help improve it by rewriting it in an encyclopedic style. Kmenta wrote extensively on econometric model building as well as econometric methods. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide.

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