Generalized autoregressive conditional heteroscedasticity (GARCH) models are widely used in financial markets. Parameters of GARCH models are usually estimated by the quasi-maximum likelihood estimator (QMLE). In recent years, economic theory often implies equilibrium between the levels of time...

This dissertation presents a detailed study of geostatistics. Included in this workare details of the development of geostatistics and its usefulness both in andoutside of the mining industry, a comprehensive presentation of the theory ofgeostatistics, and a discussion of the application of this...

Category-management models serve to assist in the development of plans for pricing and promotions of individual brands. Techniques to solve the models can have problems of accuracy and interpretability because they are susceptible to spurious regression problems due to nonstationary time-series...

Plans are far advanced to form a second monetary union, the West African Monetary Zone (WAMZ), in Africa. While much attention is being placed on convergence criteria and preparedness of the five aspiring member states, less attention is being placed on how the dynamics of inflation in...

A framework for developing marketing category management decision support systems (DSS) based upon the Bayesian Vector Autoregressive (BVAR) model is extended. Since the BVAR model is vulnerable to permanent and temporary shifts in purchasing patterns over time, a form that can correct for the...

This study estimates cointegration models by applying the Engle-Granger (1989) two-step es-timation procedure, the Phillip-Ouliaris (1990) residual-based test and Johansen's multivariatetechnique. The cointegration techniques are tested on the Raotbl3 data set, the World EconomicIndicators data...

This dissertation consists of three essays on modeling and parameter estimation for covariance non-stationary processes. The first essay considers the non-linear deformation of time scale for G(lambda)-stationary processes developed by Jiang, Gray and Woodward [2006]. After the appropriate...

RESUMEN: En este trabajo se analiza el patrón estacional de la exportación semanal de tomate canario desde el ingreso de España en la Unión Europea. Un primer examen de los componentes determinísticos de la serie revela la inestabilidad de éstos, claramente vinculada a los cambios en la...