This dissertation consists of three essays, the first two on the foreign exchange market and the third on credit markets. Chapter 2 examines empirically the exchange rate–interest differential relationship in a co-integration framework. We test and estimate an error correction model (ECM) for...

In this article, we introduce the stthreg package of Stata commands to fit the threshold regression model, which is based on the first hitting time of a boundary by the sample path of a Wiener diffusion process and is well suited to applications involving time-to-event and survival data. The...

This paper presents an experimental study of the alcohols–gasoline and gasoline–alcohols dual-fuel spark ignition (DFSI) combustion for knock suppression and higher engine efficiency using a gasoline engine with high compression ratio. Alcohols–gasoline DFSI is organized using a port fuel...

This paper identifies a critical issue in the Weighted Repeated Sales (WRS) method - the omission of market risk in the weight estimation model specified by Case and Shiller (1989). It demonstrates that the omission of market risk is conceptually unjustified. Through extensive examination of the...

In this short note the first open problem in Zhang [Zhang, Z.M., 2007. A note on extreme magnitudes of characteristic functions. Statist. Probab. Lett. 77, 1641-1643] is completely solved.

This paper explores a fast algorithm to select relevant predictors for the response process with panel count data. Based on the lasso penalized pseudo-objective function derived from an estimating equation, the coordinate ascent accelerates the estimation of regression coefficients. The...