This cumulative working paper contains the unified joint research completed so far on monetary aggregation under risk, including the extension of index number theory needed to incorporate adjustments for risk into the rate structure, experiments on tracking ability of the unadjusted index, and...

This paper reviews the matrix programminglanguage Ox from the viewpoint of an econometrician/statistician.We focus on scientific programming using Ox and discussexamples of possible interest to econometricians and statisticians, such as random number generation, maximum likelihood estimation,...

Edgeworth expansions to the null distributions of three classical test statistics in the multivariate regression model were derived by Rothenberg (1977) and Phillips (1984) with the purpose of obtaining size-corrected critical values for such tests. We combine their results with the results of...