<Para ID="Par1">An influence measure for investigating the influence of deleting an observation in linear regression is proposed based on geometric thoughts of the sampling distribution of the distance between two estimators of regression coefficients computed with and without a single specific observation. The...</para>

GMM-based Wald tests tend to overreject when used for small samples, mainly due to inaccurate estimation of the weighting matrix. This article proposes applying the shrinkage method to address this problem. Using a possibly-misspecified factor model, the shrinkage method can provide a good...

The paper presents a procedure based on the EM algorithm for the indirect estimation of the parameters of BiLinear GARCH (BL-GARCH) models. BL-GARCH generalize the class of GARCH models by considering interactions of past shocks and volatilities in the conditional variance equation. In this way...