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209

8.53

6.23

5.29

4.77

4.44

4.20

4.03

3.89

3.78

3.69

3.55

3.41

3.26

3.18

3.10

3.02

2.93

2.84

2.75

8.40

6.11

5.19

4.67

4.34

4.10

3.93

3.79

3.68

3.59

3.46

3.31

3.16

3.08

3.00

2.92

2.83

2.75

2.65

8.29

6.01

5.09

4.58

4.25

4.01

3.84

3.71

3.60

3.51

3.37

3.23

3.08

3.00

2.92

2.84

2.75

2.66

2.57

8.19

5.93

5.01

4.50

4.17

3.94

3.77

3.63

3.52

3.43

3.30

3.15

3.00

2.92

2.84

2.76

2.67

2.58

2.49

8.10

5.85

4.94

4.43

4.10

3.87

3.70

3.56

3.46

3.37

3.23

3.09

2.94

2.86

2.78

2.69

2.61

2.52

2.42

8.02

5.78

4.87

4.37

4.04

3.81

3.64

3.51

3.40

3.31

3.17

3.03

2.88

2.80

2.72

2.64

2.55

2.46

2.36

7.95

5.72

4.82

4.31

3.99

3.76

3.59

3.45

3.35

3.26

3.12

2.98

2.83

2.75

2.67

2.58

2.50

2.40

2.31

7.88

5.66

4.76

4.26

3.94

3.71

3.54

3.41

3.30

3.21

3.07

2.93

2.78

2.70

2.62

2.54

2.45

2.35

2.26

7.82

5.61

4.72

4.22

3.90

3.67

3.50

3.36

3.26

3.17

3.03

2.89

2.74

2.66

2.58

2.49

2.40

2.31

2.21

7.77

5.57

4.68

4.18

3.86

3.63

3.46

3.32

3.22

3.13

2.99

2.85

2.70

2.62

2.53

2.45

2.36

2.27

2.17

7.56

5.39

4.51

4.02

3.70

3.47

3.30

3.17

3.07

2.98

2.84

2.70

2.55

2.47

2.39

2.30

2.21

2.11

2.01

7.31

5.18

4.31

3.83

3.51

3.29

3.12

2.99

2.89

2.80

2.66

2.52

2.37

2.29

2.20

2.11

2.02

1.92

1.80

7.08

4.98

4.13

3.65

3.34

3.12

2.95

2.82

2.72

2.63

2.50

2.35

2.20

2.12

2.03

1.94

1.84

1.73

1.60

6.85

4.79

3.95

3.48

3.17

2.96

2.79

2.66

2.56

2.47

2.34

2.19

2.03

1.95

1.86

1.76

1.66

1.53

1.38

6.63

4.61

3.78

3.32

3.02

2.80

2.64

2.51

2.41

2.32

2.18

2.04

1.88

1.79

1.70

1.59

1.47

1.32

1.00

"Interpolation should be performed using reciprocals of the degrees of freedom.

Source: Reproduced from M. Merrington and C. M. Thompson, "Tables of Percentage Points of the Inverted Beta (F) Distribution, Biometrika, Vol. 33, 1943, p. 73, with the permission of the Biometrika Trustees.



Author Index

Abel, A., 436« Abowd, A.M., 460 Abowd, J.M., 460 Aigner, D.J., 465 Akaike, H., 500, 550 Allen, D.M., 482 Almon, S.,424 Altman, ¨.1., 325

Amemiya, ., 213n, 322n, 329, , 339, 498 Anderson, R.L., 482n Anderson, T.W., 381, 426 Anscombe, F.J., 89, 204 Ansley, C.F.,539 Avery, R.B., 331

Banerjee. A., 591 Bartlett, M.S., 463 Beattie, B.R., 282 Bell, W.R., 586 Belsley. D., 274, 487 Benjamin, D.K., 185 Bera, A.K., 222 Berenblut, 246 Beveridge, W.H., 547, 558 Bewley, R.A., 263 Bhargava, A., 263 " Bierens, H., 585,j Blanchard, O.J., 581n Blaug, M.. 7 Blough, S.R., 582,j Boulier, B.L., I86,j Bowers, D.A., 214n

Box, G.E.P., 220, 537, 540-549, 578,j

Breiman, I., 499

Breusch, ., 207-210, 250. 263

Brown, R.L., 483

Brown, W.G., 282

Cady, F., 482n Cagan, R, 409 Campbell, P., 283 Carlson. J.A., 435 Chamberlain, G., 394« Chatfield, C, 540, 549 Chatterjee, S., 285-287 Chaudhuri, M., 254 Choi, ., 585n Choi, I., 584 Chow, G.C., 274 Christensen, L.R., I00«, \12n Cochrane, D., 239 Cochrane, J.H., 582n Conway, D.A., 460 Cook, R.D.,479/j Cooley, ., 394n Cox, D.R., 229, 267 Cragg, J.G., 334

Davidson, J.E.H.. 517n, 537 Davidson, R., 199,7, 223n, 513, 515 Davies, N., 541 DeJong, D.N., 555, 585n Deolalikar, A. ., 347



Dickey, D.A., 259-260, 583-584, 586,

593n, 594n Diebold, F.X., 58In Dolado, J., 591n Draper, N., 281/j, 496n Dreze, J., 388 Dubbelman, C, 479n Dufour, J.M., 239 Duncan, R.C., 94 Durbin, J., 231, 239, 249, 463, 483

Ebbeler, D.H., 497 Effron, ., 333

Engle, R.F., 122,j, 244 , 262, 264, 390,

394, 478, 588, 589n, 596n Erickson, N., 518n Evans, G., 583 Evans, J.M., 483

Farebrother, R.W., 247, 483« Feldstein, M., 148, 291 Ferber, R., 407 Fieller, E.C., 102 Fisher, G.R., 516n Fisher, 1., 408

Fisher, R.A., 30n, 326, 585/i Fomby, T.B., 247n Fox, K.A., 361 Frank, R.H., 108 Freedman, D., 499 Friedman, ., 435 Friedman, M., 2, 234, 514 Frisch, R., 270, 450/i Frost, RA., 426

Fuller, W.A., 259-260, 583-584, 593

Gallon, E, 60, 105, 106 Garber, S., 453/j Gaudry, M.J.I., 239 Gaver, K.M., 504n Geisel, M.S., 504n Giles, D.E.A., 247 Gilstein, C.Z., 142 Glejser, H., 204

Godfrey, L.G., 223n, 250, 427, 513, 515, 516n, 541

Goldberger, A.S., 324 , 447 , 459 , 469 Goldfeld, S.M., 206-208 Granger, C.W.J., 236, 262, 393-394, 516n, 588, 589/1, 597

Greene, W., 336n

Gregory, A.W., 257

Gregory, R.G., 94

Grether, D.M., 397n

Griliches, Z., 5n, \22n, 215, 243, 278n,

310, 420n, 447n, 452«, 462, 466n Guilkey, D.K., 247n Gujarathi, D.N., 319

Hafer, R.W., 599 Hakkio, C, 600n Hall, A.D.,477n Hall, S.G., 594n Hannan, E.J., 231 Hanweck, G.A., 331 Hart, G.I., 246

Harvey, A.C., 234, 235, 245, 483, 550 Hausman, J.A., 343,506 Hein, S.E., 599,j

Hendry, D., 3/1, 253, 255, 390, 394, 421«,

494. 517/ , 591/ Hildith, , 239 Hirsch, A.A., 408 Hjorth, U.,498,j Hocking, R.R.,498 Hoerl, A.E., 280 Hoffman, A.E., 439,j Holly, A., 512,j Hosking, J.R.M., 541 Houthakker, H.S., 213 Hylleberg, S., 589,

Intrilligator, M.D., 122,j

Jacobs, R.L., 390/j Jansen, D.W., 594/j Jenkins, G.M., 529, 537 Johansen, S., 594, 596 Johnston, J., Tin

Jorgenson, D.W., 100,j, 172,j, 429,j Juselius, K., 596

Kahn, J.H., 585,j Kalbfleisch, J.G., 32n Kang, H., 261, 589/ Katz, D.A., 295,2 Kennard, R.W., 280 Kenny, L., 81/j Kerrick, J.E., 13 Killingworth, M.R., 460



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