In this paper, new noncausality tests relying on a general nonlinear framework are proposed and their performance studied by a Monte Carlo experiment and a variety of nonlinear artificial series. Two of the tests are based on a Taylor expansion of the nonlinear model around a given point in the...

In cointegration analysis, when considering a hypothesis of the kind beta =(H_1*phi_1,...,H_n*phi_n) the estimator is a simple switching method that requires starting values. We propose using additional restrictions, then solutions of an eigenvector problem may be used as starting values. Using...

This paper tests the null hypothesis of no horisontal inequity in delivery of health care by use of count data Hurdle models and swedish micro data. It differs from most earlier work in three principal ways: First, the tests are carried out separately for physician and hospital care; second, the...

In Sweden, health, measured as self-assessed health, is distributed fairly evenly in an international perspective. The purpose of this paper is to study whether specific disorders and diseases also are distributed fairly evenly. There are 44 diseases or disorders dealt with in this study, from a...

The labor-supply elasticity is a central element in many macroeconomic models. We argue that assumptions underlying previous econometric estimates of the intertemporal labor supply elasticity are inconsistent with incomplete markets economies. In particular, if the econometrician ignores...

Simulations are used to check the probability of detecting a time-varying equilibrium correction by applying the existing tests of no cointegration and parameter constancy. Smooth transition regressions are chosen to describe the nonlinearity and the Johansen cointegration test and the Lin and...

In this study the effects of various types of rehabilitation programmes on different labour market and health related outcomes are estimated. The main feature of this study, compared to previous research, is that it jointly evaluates multiple treatments by nonparametric matching estimators. The...

The labor-supply elasticity is a central element in many macroeconomic models. We argue that assumptions underlying previous econometric estimates of the intertemporal labor supply elasticity are inconsistent with incomplete markets economies. In particular, if the econometrician ignores...

This paper has been prepared for Handbook of Applied Economic Statistics, edited by David Giles and Aman Ullah. It considers a particular class of single-equation nonlinear multivariate models called smooth transition regression (STR) models. Inference in these models, including testing...

This paper considers smooth transition regression models and their univariate counterparts, smooth transition autoregressive models. The model is defined and thereafter, linearity testing, statistical inference in smooth transition models, and areas of application are discussed. A bivariate...