This paper proposes a nonparametric simultaneous test for parametric specification of the conditional mean and variance functions in a time series regression model. The test is based on an empirical likelihood (EL) statistic that measures the goodness-of-fit between the parametric estimates and...

Using Monte Carlo simulations and finite-size scaling, we investigate the critical behavior of two-dimensional magnetic lattice gas at densities ρ=0.90, 0.95, 1.0. There is a ferromagnetic phase transition at each density. As expected, the critical temperature T <Subscript> c </Subscript> depends on system...</subscript>