Coefficient of Determination for Random Coefficient Regression Model.

Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient

Some Estimation Properties of the Random Coefficients Regression

Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach

The Problem of Inconclusive Regio in Autocorrelation Tests in Least Square Regression

Bayesian Prediction of Autoregressive Models Using Different Types of Priors

Fully Bayesian Analysis of Bivariate Arma Models

QML Estimation of GARCH(1,1) Process

On the Partial and Multiple Correlation Coefficients for Nonstationary Stochastic Processes, Part II