It is of considerable interest to forecast future mesothelioma mortality.  No measures for exposure are available so it is not straight forward to apply a dose-response model.  It is proposed to model the counts of deaths directly using a Poisson regression with an age-period-cohort structure,...

We derive the parameter restrictions that a standard equity market model implies for a bivariate vector autoregression for stock prices and dividends, and we show how to test these restrictions using likelihood ratio tests.  The restrictions, which imply that stock returns are unpredictable,...

type="main" xml:id="rssa12051-abs-0001" <title type="main">Summary</title> <p>It is of considerable interest to forecast future mesothelioma mortality. No measures for exposure are available so it is not straightforward to apply a dose–response model. It is proposed to model the counts of deaths directly by using a Poisson...</p>

Empirical analyses of Cagan's money demand schedule for hyper-inflation have largely ignored the explosive nature of hyper-inflationary data. It is argued that this contributes to an (i) inability to model the data to the end of the hyper-inflation, and to (ii) discrepancies between 'estimated'...

Empirical analyses of Cagan?s money demand schedule for hyper-inflation have largely ignored the explosive nature of hyper-inflationary data. It is argued that this contributes to an (i) inability to model the data to the end of the hyper-inflation, and to (ii) discrepancies between ?estimated?...

A vector autoregression with deterministic terms with no restrictions to its characteristic roots is considered. Strong consistency results and also some weak convergence results are given for a number of least squares statistics. These statistics are related to the denominator matrix of the...