We consider a random design model based on independent and identically distributed pairs of observations (Xi, Yi), where the regression function m(x) is given by m(x) = E(Yi|Xi = x) with one independent variable. In a nonparametric setting the aim is to produce a reasonable approximation to the...

This paper proposes asymptotically optimal tests for unstable parameter process under the feasible circumstance that the researcher has little information about the unstable parameter process and the error distribution, and suggests conditions under which the knowledge of those processes does...

In this paper we examine several approaches to detecting changes in the adjustment coefficients in cointegrated VARs. We adopt recursive and rolling techniques as mis-specification tests for the detection of non-constancy and the estimation of the breakpoints. We find that inspection of the...

This paper considers savings, investment and economic growth for India using annual time series data for the period 1950/51 to 2003/04. The analysis uses Perron’s innovational outlier model to conduct unit root tests which endogenously determines a structural break. The empirical results show...

University of Minnesota Ph.D. dissertation. May 2010. Major: Agricultural and Applied Economics. Advisor: Donald J. Liu. 1 computer file (PDF); vi, 170 pages, appendices A-B.

A recent outbreak of bird flu or avian influenza (AI), an especially highly pathogenicstrain (HPAI) of H5N1, started in Hong Kong in January 2003 and caused 159 humandeaths in Asia, Africa and Europe through early 2007. In addition, this outbreak resultedin millions of slaughtered birds and...