In the presence of heteroscedasticity and autocorrelation of unknown forms, the covariance matrix of the parameter estimator is often estimated using a nonparametric kernel method that involves a lag truncation parameter. Depending on whether this lag truncation parameter is specified to grow at...

Recently, the Dynamic Conditional Score (DCS) or Generalized Autoregressive Score (GAS) time series models have attracted considerable attention. This motivates the need for a software package to estimate and evaluate these new models. A straightforward to operate program called the Dynamic...

A combined score test for association and linkage analysis is introduced, based on a biologically plausible model with association between markers and causal genes and penetrance between phenotypes and the causal gene. The test is based on a retrospective likelihood of marker data given...