Testing the distribution of a random sample can be considered ,indeed, as a goodness-of-fit problem. If we use the nonparametric density estimation of the sample as a consistent estimate of exact distribution, the problem reduces, more specifically, to the distance of two functions. This paper...

In this paper we develop a regression and a kernel density based model for finding fixed points and attractors of dynamical systems to explore attractors of structural change for NICs. The results show that countries consume longer time in some structures than the others. This can be interpreted...

Using an aggregate econometric model for the EU we investigate by simulation methods some dynamic paths of the European economy in the next five years under alternative hypotheses concerning the growth of world demand, the European currency/USD exchange rate, and the monetary policy.

In this article a Vector Autoregressive Model is applied to the Portuguese cable television operators, in order to obtain a dynamic analysis of the interactivity established between the supply and the demand of network services. The results reveal the existence of two driving forces, on the one...

This paper presents a flexible functional form called third-order translog, which includes higher-order terms, to estimate systems of budget-share equations using Canadian crosssectional micro-data. We test the statistical significance of the third-order terms, and also test regularity...

The optimal minimum distance (OMD) estimator for models of covariance structures is asymptotically efficient but has much worse finite-sample properties than does the equally-weighted minimum distance (EWMD) estimator. This paper shows how the bootstrap can be used to improve the finite-sample...

The paper investigates from an empirical perspective aspects related to the occurrence of the IGARCH effect and to its impact on volatility forecasting. It reports the results of a detailed analysis of twelve samples of returns on financial indexes from major economies (Australia, Austria,...

This paper gives tabulations of the upper percentage points of the maximum absolute value of the k variate normal distribution with common correlation for values of k as high as 500. The tables are useful for performing multiple comparisons procedures in experiments with large numbers of treatments.

This note considers the problem of estimating the marginal products of offensive events towards a baseball team's objective of scoring runs. Regression techniques on official statistics give a positive marginal product for a stolen base attempt, which is inconsistent with the theory of mixed...

This paper presents an asymptotically optimal time interval selection criterion for the long-run correlation block estimator (Bartlett kernel estimator) based on the Newey-West and Andrews-Monahan approaches. An alignment criterion that enhances finite-sample performance is also proposed. The...