Numerous papers have searched for empirical linkages between long run economic growth
and a myriad of economic, socio‐political and environmental factors. Most of these studies …

In recent decades, econometricians and statisticians have become aware of the benefits of
using non-sample information when conducting inference. This is most notable in the field of …

Since the parameters of an autoregressive conditional heteroskedasticity (ARCH) process
must be non-negative, inference on ARCH parameters can be improved by using inequality …

Model selection criteria based on estimates of the Kullback-Leibler informal ion have become
popular among statisticians and econometricians. This group of criteria includes Akaike's (…

This study develops a model useful for senior leaders working in international relations.
Based upon Huntington’s (1993) clash of civilizations theory, this model uses game theory to …

In this paper, we investigate whether similar improvements are observed when we have a
non-sample information regarding the nuisance parameters in the testing problem. It is shown …

Traditional methods of modelling returns and testing the Capital Asset Pricing Model (CAPM)
do so at the mean of the conditional distribution. Instead, we model returns and test …

Recently, Moody's Economy. com purchased, from a liquidator, data describing the
characteristics and performance of the subprime mortgages originated by a large, now defunct, …

Financial time series data has often been found to exhibit volatility clustering. By this we mean
that there is often time dependence in the second moment of the error term of models that …

In a recent paper, Hughes (1999) showed that the power of tests of linear regression
parameters could be improved by utilizing one-sided information regarding the nuisance …