The estimation of empirical models is essential to public policy analysis and social science research. Ordinary Least Squares (OLS) regression analysis is the most frequently used empirical model, and ...

Under minimal assumptions, it is established that the sample second moments of the errors of out-of-sample (real time) forecasts of possibly incorrect regARIMA models have asymptotic limits with ...

Intuition suggests that altering the covariance structure of a parametric model for repeated-measures data alters the variances of the model's estimated mean parameters. The purpose of this article is ...