We develop a sequence of tests for specifying the cointegrating rank of, possibly fractional, multiple time series. Memory parameters of observables are treated as unknown, as are those of possible cointegrating errors. The individual test statistics have standard null asymptotics, and are...

We consider cross-sectional data that exhibit no spatial correla- tion, but are feared to be spatially dependent. We demonstrate that a spatial version of the stochastic volatility model of nancial econometrics, entailing a form of spatial autoregression, can explain such behaviour. The...

Radical changes in the telecommunications environment are compelling governments to change their approach to policy formulation in the field. In this Comment the author outlines the necessary shifts in approach, and relates them to recent international events. He then focuses on the issues...

Successive administrative policies, overlaid on the traditional communal land tenure system in the Qaukeni area of the Eastern Cape, have had the effect of tying people to the land and creating an environment that severely constrains opportunities for development. This article traces the...

TDF is a live subject, constrained by old confusions and worn out issues. Under a suggested new term 'international data services', which applies itself directly to the problems involved, this paper examines the current environment and addresses the pressing issues. The author discards matters...

By its very nature, transborder data flow is international in scope, since it involves the transfer of data and information across national boundaries. The problems and issues it raises are complex and often sensitive. Many are without precedent and highly protean in character, as the pace of...

As the dust settles on the Labour leadership race and the Labour opposition begins a new phase under Ed Miliband, Peter Robinson takes a hard look at what politicians of all colours might learn from the rollercoaster ride of the Blair-Brown years. Copyright (c) 2010 The Author. Public Policy...

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space-time. Consistency and asymptotic normality of nonlinear least squares estimates of the parameters are...

Central limit theorems are developed for instrumental variables estimates of linear and semiparametric partly linear regression models for spatial data. General forms of spatial dependence and heterogeneity in explanatory variables and unobservable disturbances are permitted. We discuss...

Panel data, whose series length T is large but whose cross-section size N need not be, are assumed to have a common time trend. The time trend is of unknown form, the model includes additive, unknown, individual-specific components, and we allow for spatial or other cross-sectional dependence...