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Many time-series exhibit "long memory": Their autocorrelation function decays slowly with lag. This behavior has traditionally been modeled via unit roots or fractional Brownian motion and explained via aggregation of heterogenous processes, nonlinearity, learning dynamics, regime switching or...
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Distribution network design as a strategic decision has long-term effect on tactical and operational supply chain management. In this research, the location-allocation problem is studied under demand uncertainty. The purposes of this study were to specify the optimal number and location of...
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This paper investigates the finite-sample properties of the smooth transition-based cointegration test proposed by Kapetanios et al. (2006) when the data generating process under the alternative hypothesis is a globally stationary second order LSTR model. The provided procedure describes an...
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