The authors would like to thank the following people for their help and assistance: Roger Koenker for providing the chicken-and-egg data. Walter Kraemer for providing free copies of "The Linear Regression Model under Test", Uwe Ligges and for critically testing pre-release versions, Marcel Mackiewicz for scanning the datasets, Giovanni Millo for providing the intial versions for nested and non-nested model comparison tests and most helpful discussions. David Mitchell for providing the intial version of the code for the Breusch-Godfrey test. Andrea Peters for her comments on the documentation of `lmtest' and Jeffrey Racine for testing the package and providing helpful feedback that lead to considerable improvement of the code, Mark W. Watson for providing the U.S. macroeconomic time series data.