Abstract This paper considers the problem of prediction in a panel data regression model with spatial autocorrelation in the context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965–1994. The spatial autocorrelation due to neighbouring states...

This paper derives Lagrangian Multiplier tests to jointly test for functional form and spatial error correlation. In particular, this paper tests for linear and loglinear models with no spatial error dependence against a more general Box-Cox model with spatial error correlation. Conditional LM...

In this work, the stability issues of the equilibrium points of multi-delayed cellular neural networks with impulsive effects are investigated. Based on the method of linear matrix inequality (LMI) and parameterized first-order model transformation, several new delay-dependent and...

We investigate the role of the spatial pattern and temporal dynamics on the population properties of a diffusive Gause–Lotka–Volterra system. The average total population size is insensitive to the temporal dynamics, whereas a significant decrease of the population size can be found as the...

Green product development has become a key strategic consideration for many companies due to regulatory requirements and the public awareness of environmental protection. Life cycle assessment (LCA) is a popular tool to measure the environmental impact of new product development. Nevertheless,...

In this paper, we construct a supply chain network model with information asymmetry in product quality. The competing, profit-maximizing firms with, possibly, multiple manufacturing plants, which may be located on-shore or off-shore, are aware of the quality of the product that they produce but...

This paper develops a new dynamic model of Cournot–Nash oligopolistic competition that includes production and transportation costs, product differentiation, and quality levels in a network framework. The production costs capture the total quality cost, which, in turn, can also represent the...

This paper precisely characterizes asymptotic behaviors of the volatilities in nonstationary GARCH(1, 1) models. After suitable renormalization, it is shown that the volatility converges in distribution to a non-degenerate limit. This provides more insight into the dynamics of volatilities in...