This paper shows that the first order bias of least squares estimators of the coefficients of an AR(p) model is important for 'typical' macroeconomic time series and proposes a simple to apply method of bias reduction. Biases in individual coefficients often cumulate in the sum with far-reaching...

This article compares the behaviour of sampling techniques for price indices using a scanner data set as a model population. Indices produced by two purposive deterministic cut-off designs and four probabilistic sampling schemes are compared with each other and with the 'true' population index...

The most frequently applied test statistics for a unit root are the Dickey-Fuller tests, which are built into many econometric packages along with MacKinnon's empirical response functions. This article provides empirical response functions for some easy to compute alternative test statistics...