1. Specification Errors in Limited Dependent Variable Models: G. S. Maddala (Ohio State University). 2. The Optimality of Extended Score Tests With Applications to Testing for a Moving Average Unit Root: K. Tanaka (Hitotsubashi University). 3. Score Diagnostics for Linear Models Estimated by Two Stage Least Squares: J. M. Woolridge (Michigan State University). 4. Asymptotic Expansions in Statisics: A Review of Methods and Applications: R. N. Bhattacharya and M. L. Puri (Both Indiana University). 5. An Asymptotic Expansion for the Distribution of Test Criteria Which Are Asymptotically Distributed as Chi-Squared Under Contiguous Alternatives: A. Holly and L. Gardiol (Both Universite de Lausanne). 6. Estimation in Semiparametric Models: O. Linton (Yale University). 7. Pooling Nonparametric Estimates of Regression Functions with a Similar Shape: C. A. P. Pinkse and P. M. Robinson (University of British Columbia and London School of Economics). 8. On the Theory of Testing Covariance Stationarity Under Moment Condition Failure: Peter C. B. Phillips and Mico Lorentan (Yale University and University of Wisconsin). 9. Pattern Identification of ARMA Models: T. W. Anderson (Stanford University). 10. Convergence Rates for Series Estimators: W. K. Newey (Massachusetts Institute of Technology). 11. Generalized Least Squares with Nonnormal Errors: C. L. Cavanagh and T. J. Rotherberg (Columbia University and University of California at Berkeley). 12. Factor Analysis Under More General Conditions with Reference to Heteroskedasticity of Unknown Form: John G. Cragg and Stephen G. Donald (University of British Columbia and Boston University). 13. Inference in Factor Models: Christian Gourieroux, A. Monfort and E. Renault (CRES, CREST, and Universite des Sciences Sociales). 14. Expectations: Are They Rational, Adaptive or Naive?: Marc Nerlove and T. Schuerman (University of Maryland and AT & T Bell Laboratories). 15. Some Hypotheses About the Time Series Behaviour of Commodity Prices: P. K. Trivedi (Indiana University). 16. A Review of the Derivation and Calculation of Rao Distances with an Application to Portfolio Theory: U. Jensen (Christian-Albrechts Universitat).