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In a recent paper Matilla-García and Marín (2010) propose a novel test to determine whether the dynamics of a time series are generated by a deterministic or a stochastic process. The results presented in the paper need some clarifications.
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In a recent paper López et al. (2010) introduce a new test for spatial independence. The test is a generalization of tests developed in Matilla-García (2007) and Matilla-García and Marín (2008). The results derived need some clarification.
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To issue Treasury securities by auctions is a common method in many countries all over the world. The auction mechanisms used vary across countries. As our understanding of bidder behavior in Treasury auctions is still rather limited it is not surprising that the question which auction mechanism...
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We use a comprehensive longitudinal dataset on criminal acts over 6 years in a European country to study specialization in criminal careers. We present a method to cluster crime categories by their relative co-occurrence within criminal careers, deriving a natural, data-based taxonomy of...
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This paper presents a dynamic asset pricing model based on a heterogenous class of traders.
Persistent link: https://www.econbiz.de/10005844808