Two techniques for nonparametric inference concerning statistical functionals are examined as quasi-likelihood methods.

We consider quadratic regression models where the explanatory variable is measured with error. The effect of classical measurement error is to flatten the curvature of the estimated function. The effect on the observed turning point depends on the location of the true turning point relative to...

A finite population of agents playing a 2 x 2 summetric game evolves vy adaptive best response. The assumption that players make mistakes is dropped in favour of one where players differ, via payoff heterogeneity.

Non-Gaussian processes of Ornsetin-Uhlenbeck type, or OU processes for short, offer the possibility of capturing important distributional deviations from Gaussianity and for flexible modeling of dependence structure. This paper develops this potential, drawing on and extending powerful results...

Asymptotic analyses of unit root tests in autoregressive time series are usually based on the assumptions that the number of unit roots is known and that the remaining characteristic roots are stable. The last assumption seems not to be necessary. This is stated more precisely for two examples.

This paper discusses the determination of regional earnings and unemployment in the ten regions of Great Britain between 1972 and 1995, paying particular attention to their joint determination and to the influence of the housing market.

The payoffs of a symmetric 2x2 coordination game are perturbed by agent-specific heterogeneity. Individuals observe a (possibly sampled) history of play, which forms the initial hypothesis for an opponent's behaviour. Seedings beliefs in this manner, they iteratively reason toward a Bayesian...

This paper extends and challenges Maler and de Zeeuw's (1996) acid rain linear-quadratic differential game.