Purpose – There is now a large amount of literature on immigrants' relative earnings and immigrants' earnings assimilation in different countries. This paper aims to contribute to international research, since the paper investigates the earnings gap between different groups of immigrants and...

Using Monte Carlo methods, the properties of systemwise generalizations of the Breusch-Godfrey test for autocorrelated errors are studied when there are some kinds of GARCH effects among the errors. The analysis, regarding the size of the test, reveals that the GARCH have considerable effects of...

The Breusch-Godfrey test for autocorrelated errors is generalised to cover systems of equations, and the properties of 18 versions of the test are studied using Monte Carlo methods. We show that only one group of tests regularly has actual size close to the nominal size; namely the likelihood...

This paper describes an alternative approach for testing for the existence of trend among time series. The test method has been constructed using wavelet analysis which has the ability of decomposing a time series into low frequencies (trend) and high-frequency (noise) components. Under the...

The small sample properties of the systemwise RESET (Regression Specification Error Test) test for functional misspecification are investigated using normal and non-normal error terms. When using normally distributed or less heavy tailed error terms, we find the Rao's multivariate F-test to be...

Quarterly data for the period 1960:1 to 1997:2, conventional tests, a bootstrap simulation approach and a multivariate Rao's F-test have been used to investigate if the causality between government spending and revenue in Finland was changed at the beginning of 1990 due to future plans to create...

We develop Bayesian procedures to make inference about parameters of a statistical design with autocorrelated error terms. Modelling treatment effects can be complex in the presence of other factors such as time; for example in longitudinal data. In this paper, Markov chain Monte Carlo methods...

The purpose of this study is to identify a function for the team performance for professional ice hockey teams in Sweden. In order to understand how team performance relates to key variables such as coaching ability and coaching experience and succession, the OLS (Ordinary Least Squares) and the...