The overall growth performance of the MENA region over the period 1960–2000 has been
both mixed and characterized by a higher degree of volatility compared to the other regions …

The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

In this paper we consider a modification of the classical ARCH models introduced by Engle
(1982). In this modified model the conditional standard deviation is a piecewise linear …

This paperback edition, a reprint of the 2001 edition, is a graduate-level textbook that
introduces Bayesian statistics and decision theory. It covers both the basic ideas of statistical …

The “count data”? eld has further? ourished since the previous edition of this book was
published in 2003. The development of new methods has not slowed down by any means …

Publisher Summary The comparison of different hypotheses, ie of competing models, is the
basis of model specification. It may be performed along two main lines. The first one consists …

Spatial analysis methods have seen a rapid rise in popularity due to demand from a wide
range of fields. These include, among others, biology, spatial economics, image processing …

We develop an integrated microeconomic model derived from a labor supply model in a four-
sector labor market with explicit demand constraints. This method allows us to test several …

This paper establishes the asymptotic distribution of an extremum estimator when the true
parameter lies on the boundary of the parameter space. The boundary may be linear …

This paper considers testing problems where several of the standard regularity conditions
fail to hold. We consider the case where (i) parameter vectors in the null hypothesis may lie …