We consider asymptotic expansion of the nonparametric M-estimator in a fixed-design nonlinear regression model when the errors are generated by long-memory linear processes. Under mild conditions, we show that the nonparametric M-estimator is first-order equivalent to the Nadaraya–Watson (NW)...

This paper develops a time--varying coefficient spatial autoregressive panel data model with individual fixed effects to capture the nonlinear effects of the regressors, which vary over the time. To effectively estimate the model, we propose a method that incorporates local linear estimation and...

This paper develops a Mean Group Instrumental Variables (MGIV) estimator for spatial dynamic panel data models with interactive effects, under large N and T asymptotics. Unlike existing approaches that typically impose slope-parameter homogeneity, MGIV accommodates cross-sectional heterogeneity...

In this article, we consider a classic dynamic inventory control problem of a self-financing retailer who periodically replenishes its stock from a supplier and sells it to the market. The replenishment decisions of the retailer are constrained by cash flow, which is updated periodically...

Many Internet users perceive that there is a large risk to their privacy and security when they buy products and servicesor submit personal information online. Although the perception of risk may be greater than the actual risk, it is still acause for concern. An e-business must address...

While there are a number of finance methods (fundamental analysis, technical analysis, contrarians' theory, risksmanagement,etc) used in stock markets to help make investment decisions, they have different strengths and weakness.It is observed that these different finance methods are not being...

This paper reports the results of three case studies of firms involved with design for the built environment who have been working in international markets for more than two decades. The first two firms are architectural practices and the third is a construction firm which designs and...

A mixed-method research approach underpinned exploration of antecedents of strategies adopted by Taiwanese small mediumsized enterprises in the clothing and textiles industry to counter the negative economic effect of globalisation and the increasing competitive threat of lower-cost Chinese...

In this paper, we consider some identification, estimation and specification problems in a class of semi-linear time series models. Existing studies for the stationary time series case have been reviewed and discussed. We also establish some new results for the integrated time series case. In...

In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of...