This paper considers regression models for cross-section data that exhibit cross-section dependence due to common …) estimators in this context. The results of the paper allow for any form of cross-section dependence and heterogeneity across …

each stage of its development, such as the level of trust/commitment, buyer's and supplier's dependence. The study will try … about organizational dependence and trust/commitment. A notable finding is that the buyer perceives to be dependent on the … view of the buyer; and (2) that purchasers should be aware that dependence implies vulnerability, even when the …

heteroscedasticity and the Threshold AutoRegressive Model (TAR). Non-linear models appeared to be more appropriate than simple ARMA …

.Otherwise, copulas are a statistic tool to model the dependence in a realistic and less restrictive way,taking better account of the … stylized facts in finance.This paper is a practical implementation of the copulas theory to model dependence between differen … bivariate VaR level curves and to study extremal dependence between hedgefunds strategies and share index returns through the …

process or on behaviour), depending on the power - dependence relationship with its supplier. Moreover, the development of …

studies. Four buyer-supplier control configurations are proposed in a matrix according to the reciprocal dependence between …