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Table 1.1 Underestimation of the component 47 Table 1.2 Variance of the Stationary transformation of the estimator 48 Table 1.3 Crosscorrelation between the stationary transformations of the estimators 49 Table 1.4 AR fits to US GNP seasonally adjusted 52 Table 1.5 Variance of estimation errors: concurrent estimator 61 Table 1.6 Standard error of the rate of growth: concurrent estimator 65 Table 2.1 Unit roots and contegration tests of the log of the variables 112 Table 2.2 Diagnostic tests on the VAR residuals 113 Table 2.3 VAR covariance and Granger results 115 Table 2.4 Diagnostic tests on the BVAR residuals 119 Table 2.5 BVAR covariance and Granger results 121 Table 4.1 Cost parameters for data generating processes 194 Table 4.2 Comparison of asymptotic variance-covariance matrices resulting from optimal and 2SLS linear combinations of instruments 195 Table 4.3 Asymptotic sizes of nominal 0.05 tests, when an inconsistent estimator of the 2SLS covariance matrix is used 195 Table 4.4 Asymptotic bias of full information estimator, when sales are endogenous 207 Table 4.5 Comparison of asymptotic variance-covariance matrices of limited and full information estimators 208 Table 4.6 Statistical significance of cost variables 213 Table 5.1 Response of permanent to current income 243 Table 5.2 Revisions in UK data on consumer expenditure and saving 289 Table 7.1 Differences between ... log in or subscribe to read full text