In this paper, we propose a diagnostic technique for checking heteroscedasticity based on empirical likelihood for the partial linear models. We construct an empirical likelihood ratio test for heteroscedasticity. Also, under mild conditions, a nonparametric version of Wilk's theorem is derived,...

We have derived the predictive distributions of future responses and the regression matrix in the multivariate linear regression model, under the singular or nonsingular matrix variate elliptically contoured distribution with noninformative prior, with respect to the Hausdorff measure. The...

Econometric models are often formulated in terms of the first difference or the percentage change, both of which may be generalized by the Box-Cox difference transformation. Unfortunately, economic theory typically provides little guidance to the proper functional forms appropriate to the...

The functional form used in regression may be generalized by the Box-Cox transformation. We adopt the generalized information criterion (GIC) approach to determine a need for Box-Cox (J. Roy. Statist. Soc. Ser. B 26 (1964) 211) transformation of the response variable. The utilization of the...

It is generally agreed that respiratory disease is closely related to ambient air quality and weather conditions. Besides, hygiene related factors such as the public health measures by the government and possible personal awareness in the community can also affect the spread of infectious...

This paper investigates the modelling and forecasting method for non-stationary time series. Using wavelets, the authors propose a modelling procedure that decomposes the series as the sum of three separate components, namely trend, harmonic and irregular components. The estimates suggested in...

We consider the testing and estimation of thresholds in heteroscedastic threshold autoregressive models with an unknown number of thresholds. A test statistic based on empirical wavelet coefficients is proposed. The asymptotic distribution of the test statistic is established and consistent...