As part of a study aimed at estimating suburban highway needs for year 2005, models were developed for forecasting daily vehicle miles of travel (DVMT) for urban areas and its distribution by highway functional class, urban location, and urban area size. A regression model combining both time...

The European Community (EC) recently commissioned a study of the impact of potential appliance standards on electricity consumption in the twelve EC nations. This study looks at refrigerators, freezers, dishwashers, clothes washers, and clothes dryers. The impact of minimum efficiency standards...

When a designed experiment is conducted, the exact levels of controlled experimental variables specified by the design may not be attainable. Two different types of situations can occur in which the actual settings of the design variables deviate from the target design settings. In one case, the...

We show how to apply the fully-modified estimation method in the integrated seemingly unrelation regressions model. Three different fully-modified estimators are studied and their asymptotic distributions are found.

It is shown that the maximum likelihood estimator of a local to unity parameter can be consistently estimated with panel data when the cross section observations are independent. Consistency applies when there are no deterministic trends or when there is a homogenous deterministic trend in the...

This paper develops a regression limit theory for nonstationary panel data with large numbers of cross section (n) and time series (T) observations. The paper explores the existence of long-run average relations between integrated panel vectors when there is no individual time series...

This paper overviews some recent developments in nonstationary panel data analysis. Underlying recent theory are asymptotics for multi-indexed processes in which both indexes may pass to infinity. We review some of the new limit theory that has been developed, show how it can be applied and give...

This paper develops procedures for the estimation of a common localizing parameter using panel data. Pooling information across individuals in a panel aids the identification and estimation of the localising parameter and leads to consistent estimation in somple panel models. However, in the...