Purpose This paper aims to address the issue of model discontinuity typically encountered in traditional Denavit-Hartenberg (DH) models. To achieve this, we propose the use of a local Product of Exponentials (POE) approach. Additionally, a modified calibration model is presented which takes into...

Longitudinal studies are increasingly common in psychological research. Characterized by repeated measurements, longitudinal designs aim to observe phenomena that change over time. One important question involves identification of the exact point in time when the observed phenomena begin to...

Spatial econometrics has been criticized by some economists because some model specifications have been driven by data-analytic considerations rather than having a firm foundation in economic theory. In particular this applies to the so-called W matrix, which is integral to the structure of...

This paper proposes a new test for structural stability in panels by extending the testing procedure proposed in the seminal work of Andrews (2003) originally developed for time series. The test is robust to non-normal, heteroskedastic and serially correlated errors, and, importantly, allows for...

This article is concerned with a broad class of explosive AR(1) models. Allowing stationary dependence on the error process, we do not restrict ourselves to independent and identically distributed errors. The model accommodates, as special cases, GARCH errors, AR(1) errors and Gaussian ARMA...

Spatial econometrics has been criticized by some economists because some model specifications have been driven by data-analytic considerations rather than having a firm foundation in economic theory. In particular this applies to the so-called W matrix, which is integral to the structure of...