We provide a comprehensive treatment for the problem of testing jointly for structural changes in both the regression coefficients and the variance of the errors in a single equation system involving stationary regressors. Our framework is quite general in that we allow for general mixing-type...

In this article, fixed-price and standard second-price English online auctions are combined in a pricing format that offers customers the option of ending an auction at the 'buy-it-now' (BIN) price. The decision problems of both the customer (bidder) and the seller are discussed, focusing on the...

We study a drop-shipping supply chain in which the retailer receives a customer's order and the supplier fills it. In such a chain, the supplier keeps inventory and bears inventory risks; the retailer focuses on marketing and customer acquisition, and forwards the orders to the supplier. The...

This paper presents a bilevel transit fare equilibrium model for a deregulated transit system. In the upper-level problem, the transit competition is portrayed as an n-player, non-cooperative game by changing the fare structure of each of a set of transit lines separately so as to maximize the...

There has been substantial interest in development and application of methodology for estimating origin-destination (O-D) trip matrices from traffic counts. Generally, the quality of an estimated O-D matrix depends much on the reliability of the input data, and the number and locations of...

We provide a comprehensive treatment of the problem of testing jointly for structural change in both the regression coefficients and the variance of the errors in a single equation regression involving stationary regressors. Our framework is quite general in that we allow for general mixing-type...

In a companion paper, Perron and Zhou (2008) provided a comprehensive treatment of the problem of testing jointly for structural change in both the regression coefficients and the variance of the errors in a single equation regression model involving stationary regressors, allowing the break...

This paper considers the problem of testing for multiple structural changes in the persistence of a univariate time series. We propose sup-Wald tests of the null hypothesis that the process has an autoregressive unit root against the alternative hypothesis that the process alternates between...