In this paper we make a first attempt to explore the relationship between computer use and productivity in French manufacturing and services industries.

The Consumer Panel of Australia data collected by the Roy Morgan Research Centre is used to investigate the determinantes of brand choice behavior in the laundry detergent market.

We present an empirical analysis of a long run Purchasing Power Parity (PPP) for thirteen Asian-Pacific countries using cointegration techniques.

This study proposes a new approach to the estimation of daily volatility. This approach is different ( in the sense of using all available intraday price data) and unbiased ( in the sense of accounting for the high levels of autocorrelation found in intraday price data).

This paper compares and generalizes some testing procedures for structural change in the context of cointegrated regression models.

It is well known that the usual techniques for estimating random and fixed effects panel data models are inconsistent in the dynamic setting. As a consequence, numerous consistent estimators have been proposed in the literature. However, all such estimators rely on certain well defined...

This paper is concerned with model selection based on penalized maximized log likelihood function. Its main emphasis is on how these penalities might be chosen in small samples to give good statistical properties.

The main objective of this study is to investigate the rebustness of the popular Durbin-Watson (DW), Langrage multiplier (LM), Box-Pierce (BP) and Ljung-Box (LB) tests and their corrected versions against autoregressive distrurbances in the presence of dynamic heteroscedastic disturbances with...

In this paper two new estimators are offred (one each for the fixed random effects specifications), and small sample performance compared with that of all the existing estimators.

This paper illustrates the use of Kullback-Leibler Information (KLI) measure for assessing the relative quality of two approximations to an unknown distribution from which we ca obtain simple random drawings.