This paper uses Nevada data to conduct regression analyses of the relationship between sage grouse (Centrocercus urophasianus) population sizes and potential causal factors. This is policy-relevant because of current petitions for listing this species under the Endangered Species Act. A key...

This paper investigates the forecasting performance of the non-linear time series SETAR model by using Canadian GDP data from 1965 to 2000. Besides the within-sample fit, the forecasting performance of a standard linear ARIMA model for the same sample has also been generated for comparative...

type="main" <p>This article charts and explains the rising authority of the People's Bank of China (PBC) within the steep hierarchy of the party state. The PBC‘s rise is explained by using a version of historical institutionalism which focuses on the dialectical or mutually shaping relationships...</p>

In this paper we investigate the impact of data revisions on forecasting and model selection procedures. A linear ARMA model and nonlinear SETAR model are considered in this study. Two Canadian macroeconomic time series have been analyzed: the real-time monetary aggregate M3 (1977-2000) and...

We derive analytic expressions for the biases, to O(n-1) of the maximum likelihood estimators of the parameters of the generalized Pareto distribution. Using these expressions to bias-correct the estimators is found to be extremely effective in terms of bias reduction, and generally results in...

Extreme Value Theory (EVT) measures the behaviour of extreme observations on a random variable. EVT in risk management, an approach to modelling and measuring risks under rare events, has taken on a prominent role in recent years. This article contributes to the literature in two respects by...

In this article, we compare the forecasting performances of the Self-Exciting Threshold Autoregressive (SETAR) model and a fuzzy clustering regression model. The series used in this study are high-frequency financial data in the form of seven major stock prices in the US stock markets; the stock...