It is well known that temporal aggregation has adverse effects on Granger causality tests. Time series are often sampled at different frequencies. This is typically ignored, and data are merely aggregated to the common lowest frequency. We develop a set of Granger causality tests that explicitly...

We compare simple logistic regression with an alternative robust procedure for constructing linear predictors to be used for the two state classification task. Theoritical advantages of the robust procedure over logistic regression are: (i) although it assumes a generalized linear model for the...

In order to study the development of organic agriculture in Taiwan in recent years, and based on relevant agriculture, economic and social statistics, the general scale of organic agriculture and industrial structure were treated with statistic analysis. Results suggest that the general scale of...

This study examines the impact of incentives on commuters’ travel behavior based upon a questionnaire survey conducted on the Beijing Subway System. Overall, we find that giving incentives to commuters, especially fast food restaurant-related services and reduced ticket fares, has a positive...

This article conducts a brief analysis of the factors that affect the quality safety of organic mango, and discusses the organic production measures for improving the quality and quality safety of mango, including the choice of environment of place of origin, varieties and seedlings, fertilizers...

Using a large cross section of intraday data from 25 developed countries, we study commonality in liquidity, both within and across international equity markets, over 15‐minute intervals. Within‐country and cross‐border liquidity commonalities are found to be significant and, after...

We investigate the finite sample performance of several estimators proposed for the panel data Tobit regression model with individual effects, including Honor¨¦ estimator, Hansen¡¯s best two-step GMM estimator, the continuously updating GMM estimator, and the empirical likelihood estimator...

In this paper, we propose a locally linear estimation of a regression discontinuity model. The proposed estimator is applicable to evaluation of the effectiveness of the program treatment, and it improves upon the existing literature by providing not just the treatment effect at discontinuity...

In this paper, we investigate the estimation problem of fixed effects panel data partially linear additive regression models. Semi‐parametric fixed effects panel data regression models are tools that are well suited to econometric analysis and the analysis of cDNA micro‐arrays. By applying a...