Originally published in 1987. This collection of original papers
deals with various issues of specification in the context of the
linear statistical model. The volume honours the early econometric
work of Donald Cochrane, late Dean of Economics and Politics at
Monash University in Australia. The chapters focus on problems
associated with autocorrelation of the error term in the linear
regression model and include appraisals of early work on this topic
by Cochrane and Orcutt. The book includes an extensive survey of
autocorrelation tests; some exact finite-sample tests; and some
issues in preliminary test estimation. A wide range of other
specification issues is discussed, including the implications of
random regressors for Bayesian prediction; modelling with joint
conditional probability functions; and results from duality theory.
There is a major survey chapter dealing with specification tests
for non-nested models, and some of the applications discussed by
the contributors deal with the British National Accounts and with
Australian financial and housing markets.
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