This paper utilizes several tests to analyze serial dependence in financial data. In an attempt to provide a better explanation of the behavior of financial markets, we utilized tests that make use of mutual information and developed a detrended fluctuation analysis (DFA). Applying these tests...

This paper shows that a test for heteroskedasticity within the context of classical linear regression can be based on the difference between Wald statistics in heteroskedasticity-robust and nonrobust forms. The test is asymptotically distributed under the null hypothesis of homoskedasticity as...

The forest management of the areas in the Mediterranean basin is a problem that needs a careful solution, accounting and valorising all the economical activities that exist there and considering the fire risk decrease and the biodiversity preservation. In order to overcome this problem, this...

The aim of this research is to carry out a systematic literature review of the studies devoted to the performance assessment of primary health care providers. Focusing on the peculiarities of performance evaluation in the public sector, we analyse the selected empirical papers in terms of the...

The present article discusses alternative regression models and estimation methods for dealing with multivariate fractional response variables. Both conditional mean models, estimable by quasi-maximum likelihood, and fully parametric models (Dirichlet and Dirichletmultinomial), estimable by...

The livestock species play very important economic and socio-cultural roles for the wellbeing of rural households, such as food supply, source of income, asset saving, source of employment, soil fertility, livelihoods, transport, agricultural traction, agricultural diversification and...

Is In this paper we provide a detailed analysis of the impact of persistent cycles on the well-known semi-parametric unit root tests of Phillips and Perron (1988, Biometrika 75, 335.346). It is shown analytically and through Monte Carlo simulations that the presence of complex (near) unit roots...

This paper proposes a new conditional mean test to assess the validity of binary and fractional parametric regression models. The new test checks the joint significance of two simple functions of the fitted index and is based on a very flexible parametric generalization of the postulated model....

This paper focuses on the port and container terminal characteristics and evaluates its contribution to performance measured by the efficiency, productivity, activity and customer satisfaction. A Structural Equation Modeling (SEM) methodology was developed to determine which factors are...

This paper analyses the contagion effects of the Greek stock market to the European stock markets of the NYSE Euronext group (Belgium, France, the Netherlands and Portugal), in the context of the 2010 sovereign debt crisis. Three tests of contagion are performed using copula models. The first...