Testing for multivariate cointegration when the data exhibit structural breaks is a problem that is encountered frequently in empirical economic analysis. The standard tests must be modified in this situation, and the asymptotic distributions of the test statistics change accordingly. We supply...

In this paper we derive an empirical likelihood type Wald (ELW)test for the problem testing for structural change in a linear regression model when the variance of error term is not known to be equal across regimes. The sampling properties of the ELW test are analyzed using Monte Carlo...

The empirical likelihood ratio (ELR) test for the problem of testing for normality in a linear regression modell is derived in this paper. The sampling properties of the ELR test and four other commonly used tests are provided and analyzed using Monte Carlo simulation. The ELR test has good...

A new theoretical solution to the Behrens-Fisher (BF) problem is developed using empirical likelihood method. The sampling properties of the empirical likelihood ratio (ELR) test for the BF problem are derived using Monte Carlo simulation technique for a wide range of situations. A comparison of...

We examine the finite sample properties of the maximum likelihood estimator for the binary logit model with random covariates. Analytic expressions for the first-order bias and second-order mean squared error function for the maximum likelihood estimator in this model are derived, and we...

We examine the finite sample properties of the MLE for the Logit model with random covariates. We derive the second order bias and MSE function for the MLE in this model, and undertake some numerical evaluations to illustrate the analytic results. From these numerical results we find, for...

We examine the small-sample behaviour of the maximum likelihood estimator for the Poisson regression model with random covariates. Analytic expressions for the first-order bias and second-order mean squared error for this estimator are derived, and we undertake some numerical evaluations to...

We consider the relationship between the rankings and the title length of 159 academic economics journals. Although there is no significant association between these two metrics for the full sample of data, we find that a significant “bathtub” relationship between journal quality and title...

We examine inference for Generalized Entropy and Atkinson inequality measures with complex survey data, using Wald statistics with variance-covariance matrices estimated from a linearization approximation rather than the d-method. Testing the equivalence of two or more inequality measures,...

The Gauss-Newton regression (GNR) is widely used to compute Lagrange multiplier statistics. A regression described by Milliken and Graybill yields an exact F test in a certain class of nonlinear models which are linear under the null. This paper shows that the Milliken- Graybill regression is a...