Purpose The goal of this paper is to investigate the relationship between government control and firm value in China. Design/methodology/approach Government might extract social or political benefits from a state-controlled firm, thus decreases firm value. However, government’s monitoring on...

I derive the approximate bias and mean squared error of the least squares estimator of the autoregressive coefficient in a stationary first-order dynamic regression model, with or without an intercept, under a general error distribution. It is shown that the effects of nonnormality on the...

The Interval-Valued Least Square Solutions of Interval-Valued Cooperative Games -- Satisfactory Interval-Valued Cores of Interval-Valued Cooperative Games -- Several Interval-Valued Solutions of Interval-Valued Cooperative Games and Simplified Methods.

Partial least squares-based path modeling with latent variables is a methodology that allows to estimate complex cause-effect relationships using empirical data. The assumption that the data is collected from a single homogeneous population is often unrealistic. Identification of different...

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...