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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.
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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...
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