Several Authors Have Discussed Recently the Limited Dependent Variable Regression Model with Serial Correlation Between Residuals. the Pseudo-Maximum Likelihood Estimators Obtained by Ignoring Serial Correlation Altogether, Have Been Shown to Be Consistent. We Present Alternative Pseudo-Maximum...

Ce Texte Considere le Probleme Qui Consiste a Tester le Caractere Aleatoire de Series Chronologiques Guassiennes et Non-Gaussiennes. Nous Definissons une Classe Generale de Statistiques "Portemanteau" Qui Inclut la Statistique de Box-Pierce et Celle de Ljung-Box. Utilisant les Premiers et...

Ce Texte Presente Plusieurs Resultats Exacts Sur les Seconds Moments des Autocorrelations Echantillonnales, Pour des Series Gaussiennes Ou Non-Gaussiennes. Nous Donnons D'abord des Formules Generales Pour la Moyenne, la Variance et les Covariances des Autocorrelations Echantillonnales, Dans le...

We Develop a Model of the Demand for Gasoline in West Germany. Explanatory Variables Belong to Seven Principal Classes Prices, Vehicle Availability and Characteristics, Infrastructure Characteristics and Regulation, Weather, Income, Final and Intermediate Economic Activities, and Other. the...

We Present Several Small-Sample Results on the Distribution of Residuals and Estimators of the Disturbance Variance in Econometric Models. We Consider General Linear and Nonlinear Models with Stochastic Regressors and Possibly Nonlinear Restrictions on the Parameters. These Include...