Econometric decision models. Proceedings of the 2nd International Conference held in Haus Nordhelle, Meinerzhagen, Nordrhein-Westfalen, Germany, August 29--September 1, 1989 (Q1347693)

The forty papers in this collection include the following, which will not be reviewed individually: Josef Matulka and Reinhard Neck, Optimal control of nonlinear stochastic macroeconometric models: an algorithm and an economic example (57-78); Soren Johansen, The power function of the likelihood ratio test for cointegration (323-335); Katarina Juselius, Long-run relations in a well-defined statistical model for the data generating process. Cointegration analysis of the PPP and the UIP relations for Denmark and Germany (336-357); Jan F. Kiviet, Tighter bounds for the effects of ARMA disturbances on tests for regression coefficients (404-418); Walter Kramer, Jan Kiviet and Jorg Breitung, True vs. nominal size of the \(F\)-test in the linear regression model with autocorrelated disturbances (419-428); Manfred Losch, Asymptotic and small-sample properties of the fixpoint-estimator for rational expectations models (429-458). The articles of this volume will not be indexed individually. The preceding co ference (1st, 1981) has been reviewed (see Zbl 0505.00030).