Advances In Econometrics Book

	List of Contributors
	Preface
	A Conversation with C. R. Rao
	Acknowledgments
1	Specification Tests in Limited Dependent Variable Models	1
2	The Optimality of Extended Score Tests with Applications to Testing for a Moving Average Unit Root	50
3	Score Diagnostics for Linear Models Estimated by Two Stage Least Squares	66
4	Asymptotic Expansions in Statistics: a Review of Methods and Applications	88
5	An Asymptotic Expansion for the Distribution of Test Criteria Which Are Asymptotically Distributed as Chi-squared under Contiguous Alternatives	123
6	Estimation in Semiparametric Models: a Review	146
7	Pooling Nonparametric Estimates of Regression Functions with a Similar Shape	172
8	On the Theory of Testing Covariance Stationarity under Moment Condition Failure	198
9	Pattern Identification of ARMA Models	234
10	Convergence Rates for Series Estimators	254
11	Generalized Least Squares with Nonnormal Errors	276
12	Factor Analysis under More General Conditions with Reference to Heteroskedasticity of Unknown Form	291
13	Inference in Factor Models	311
14	Expectations: Are They Rational, Adaptive, or Naive?	354
15	Tests of Some Hypotheses about the Time Series Behavior of Commodity Prices	382
16	A Review of the Derivation and Calculation of Rao Distances with an Application to Portfolio Theory	413
	A Brief Biography of C. R. Rao and a List of His Publications	463
	Index	490