Often the questions we ask require us to make accurate predictions on how one factor affects an outcome. If a teacher is asked to work out how time spent writing an essay affects essay grades, it’s ...

We tabulate the limiting cumulative distribution and probability density functions of the least-squares estimator in a first-order autoregressive regression when the true model is near-integrated in ...

This is a preview. Log in through your library . Abstract This paper develops a general approach to robust, regression-based specification tests for (possibly) dynamic econometric models. A useful ...