In this paper, we study the asymptotic behavior of specification tests in conditional moment restriction models under first-order local identification failure with dependent data. More specifically, we obtain conditions under which the conventional specification test for conditional moment...

It can be argued that the competitiveness of an industry consists of two main parts: The production conditions and the utilization of these. The production conditions are largely determined by factors exogenous to the firms comprising the industry, including the economic environment, regulatory...

It can be argued that the competitiveness of an industry consists of two main parts: The production conditions and the utilization of these. The production conditions are largely determined by factors exogenous to the firms comprising the industry, including the economic environment, regulatory...

We introduce a new class of Shewhart control charts, namely the phi-chart. This new class is based on the cumulative paired phi-divergence that generalizes both the cumulative (residual) entropy and the differential entropy. The phi-chart contains several subclasses; of which one has as a...

The paper characterizes the class of weakly decomposable (aggregable) inequality measures which satisfy a new (weak) decomposition (and agregation) property. These measures can be decomposed into the sum of the usual within-group and a between-group term which is based on the inequality between...

The paper characterizes the class of weakly decomposable (aggregable) inequality measures which satisfy a new (weak) decomposition (and agregation) property. These measures can be decomposed into the sum of the usual within-group and a between-group term which is based on the inequality between...

We introduce a new class of Shewhart control charts, namely the ø-chart. This new class is based on the cumulative paired ø-divergence that generalizes both the cumulative (residual) entropy and the differential entropy. The phi-chart contains several subclasses; of which one has as a special...

Though there is a huge variety of different Tchebycheff-type inequalities in the literature a systematized structuring is missing. The few existing surveys remain rather enumerative. Therefore in this paper a structuring of Tchebycheff-type inequalities is suggested which is based on three...