In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical infer

A Monte Carlo study is made of the small sample properties of various estimators of the linear regression model with first-order autocorrelated errors. When ind

Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences an

Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The

This is the first book of its kind – explicitly considering uncertainty and error analysis as an integral part of scaling. The book draws together a series of