This paper reviews the literature on Bartlett and Bartlett-type corrections. It focuses on the corrections to the likelihood ratio, score and Wald test statistics. Three different Bartlett-type corrections which are equivalent to order 1/n, n being the sample size, are compared through...

Dependence of present consumption over the past levels’ was first proposed by Polak (1970). Since then many extensive studies have been done to test the presence of habit-forming effects in food and non-food commodities in the context of many different countries. But no such formal analysis...

This paper studies the asymptotic normality for the kernel deconvolution estimator when the noise distribution is logarithmic chi-square; both identical and independently distributed observations and strong mixing observations are considered. The dependent case of the result is applied to obtain...

This paper derives the statistical properties of a two-step approach to estimating multivariate rotated GARCH-BEKK (RBEKK) models. From the definition of RBEKK, the unconditional covariance matrix is estimated in the first step to rotate the observed variables in order to have the identity...