Disturbances in the linear model, estimation and hypothesis testing

1. Introduction -- 1.1. The general linear model -- 1.2. BLU ?-estimation -- 1.3. BLU disturbance estimation -- 1.4. Autocorrelation and heterovariance -- 1.5. Autocorrelation simulated and estimated -- 1.A. Appendix -- 2. Tabulable quadratic ratio tests -- 2.1. The form of the test statistic T -- 2.2. Calculable distribution functions -- 2.3. Tabulable distribution functions -- 2.4. On the choice of w and ? -- 2.5. Three specific tests -- 2.6. Significance point calculation -- 2.7. Bounds tests -- 3. BLUF disturbance estimation -- 3.1. The problem -- 3.2. The derivation of w -- 3.3. Special cases -- 3.4. The residual aspect -- 3.5. Durbin’s alternative disturbance estimator -- 4. An empirical ? -- 4.1. From the general to a specific w -- 4.2. Measures for ? -- 4.3. Principal components -- 4.4. And empirical P-matrix -- 4.5. Streamlining of P -- 4.6. Generalization for n and k -- 4.7. An empirical hypothesis and a selection device -- 4.A, Appendix -- 5. Evaluation of the tests -- 5.1. Description of the test cases -- 5.2. Values of ? and the selection device -- 5.3. Evaluation of the disturbance estimators in test (Q) -- 5.4. Experiments with the matrix J -- 5.5. Evaluation of the disturbance estimators in test (S) and test (V) -- References.