This article aims at establishing an understanding of the common risk factors in commodity markets, as well as their interactions with equities, currencies and interest rates. Since commodity markets often exhibit cross-sectional dependency, common risk factors exist and can be identified. By...

As information and communication technologies have spread throughout the world, countries have realized the importance of investing more and more in building ICT-relevant infrastructure. However, for fostering further information and communication technology (ICT) development, countries are in...

We study partial linear single index models when the response and the covariates in the parametric part are measured with errors and distorted by unknown functions of commonly observable confounding variables, and propose a semiparametric covariate-adjusted estimation procedure. We apply the...