An asymptotic approximation to the variances of Leamer's (1983) extreme bounds is given. It can be implemented using standard regression output. Copyright 1990 by MIT Press.

T. J. Rothenberg's (1984) Edgeworth test size correction for the linear model with a nonscalar covariance matrix is applied to the special case of AR(1) errors. Simulations show that the correction reduces the overrejection that is commonly encountered in this model, although substantial...