This paper considers inference procedures in a system of linear simultaneous equations with errors generated by a vector autoregressive process in situations where the null hypotheses involve the elements of the dispersion matrix of the errors. The problem is approached through the reduced form...

This paper modeled the effects of firms’ fundamentals such as total assets and long-term debt and of macroeconomic variables such as unemployment and interest rates on quarterly stock prices of over 3000 US firms in the period 2000–07. The merged CRSP/Compustat database was augmented by...

This brief article investigates the consequences of improving children's iron status for malaria parasite loads by analyzing data from Cote d’Ivoire, Zambia, and Tanzania; the treatment of iron deficiencies has been argued to flare up malaria in under-nourished populations. The data from a...