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...

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 the Sense of Phillips (1986 A). the Results Are Obtained Using an Exact Numerical Method Which...