This note examines testing methods for Paretoness in the framework of rank-size rule regression. Rank-size rule regression describes a relationship found in the analysis of various topics such as city population, words in texts, scale of companies and so on. In terms of city population, it is...

For some popular financial continuous-time models, tractable expressions of likelihood functions are unknown. For that reason, the maximum likelihood estimation method is infeasible. Fortunately, closed functional forms of conditional characteristic functions of some of these models are known....

Testing the presence of serial correlation in the error terms in fixed effects regression models is important for many reasons. This paper proposes portmanteau tests based on the sum of the squares of autocorrelation estimators. This approach is a direct extension of the Box–Pierce or...