Incluye bibliografías e índice.

Part I: Time-series econometrics ; 1. Use of the durbin-watson statistic in inappropriate situations / With Marc Nerlove ; 2. Lagged dependent variables and serially correlated errors: a reappraisal of three-pass least squares ; 3. The efficiency of the two step estimator ; 4. Wages, prices and incomes policies: some comments ; 5. Testing for fourth order autocorrelation in quarterly regression equations ; 6. Multiple time series analysis and the final form of econometric models ; 7. Modelling macroeconomic time series / David L. Prothero ; 8. Multiple time series modelling: another look at the mink-muskrat interaction / W.-Y. T. Chan ; 9. Econometric implications of the rational expectations hypothesis -- Part II: Modelling sesonality ; 10. Seasonal adjustment and relations between variables ; 11. Seasonal adjustment and revision of current data: linear filters for the x-11 method ; 12. Models for x-11 and x-11 forecast procedures for preliminary and revised seasonal adjustments / Arnold Zellner ; 13. Unobserved-components models for seasonal adjustment filters / Peter Burridge ; 14. Calculating the variance of seasonally adjusted series / Peter Burridge ; 15. Seasonal adjustment and kalman filtering: extension to periodic variances / Peter Burridge ; 16. Seasonality in large-scale macroeconometric models / Paul G. Fisher -- Part III: Forecasting in theory and practice ; 17. Comparing time-series and nonlinear model-based forecasts ; 18. Time series analysis of bounded economic variables ; 19. Forecasting with an econometric model: the "ragged edge" ; 20. Prediction theory for autoregressive-moving average processes / Peter Burridge ; 21. Sources of error in forecasts and expectations: u.k. economic models, 1984-8 / John D. Whitley -- Part IV: Macroeconometric modelling ; 22. Evaluating special employment measures with macroeconometric models / David S. Turner and John D. Whitley ; 23. Long-run properties of large-scale macroeconometric models / John D. Whitley ; 24. Differences in the Properties of large-scale macroeconometric models: the role of labour market specifications / David S. Turner and John D. Whitley ; 25. Econometric evaluation of the exchange rate in models of the UK economy / P. G. Fisher, S. K. Tanna, D. S. Turner and J. D. Whitley ; 26. The historical tracking performance of UK macroeconometric models 1978-85 / Paul G. Fisher ; 27. Some recent developments in policy making with macroeconometric models / J. Gruber ; 28. Large-scale econometric models of national economies: part i, some current developments / John D. Whitley.