This is a preview. Log in through your library . Abstract The scope of this paper is twofold. We first describe the tail behavior for general AR-GARCH processes and hence extend the results of Basrak, ...

In this paper the quadratic risk of a homogeneous linear estimator and the ordinary least squares estimator is compared in subsets of the parameter space and conditions for strong (matrix risk) and ...

When a time series has a unit root, the series is nonstationary and the ordinary least squares (OLS) estimator is not normally distributed. Dickey (1976) and Dickey and Fuller (1979) studied the ...

In a multivariate regression model, the errors in different equations may be correlated. In this case the efficiency of the estimation may be improved by taking these cross-equation correlations into ...

Companies invest millions of dollars every year in various forms of marketing communications to influence customers and prospects to buy products and services. For example, General Motors spent over ...