This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions of the tests for cointegration proposed by Johansen. The paper provides accurate tables of asymptotic critical values. A program which can be used to calculate both...

We propose a test for spatial correlation in Probit models that is a joint test for exclusion of spatially lagged-dependent variables and absence of spatial-error correlation. We give a maximum-likelihood justification for the test but use a simulations approach rather than relying on its...

Simplex is a geometric figure which is extensively used in economic theory. Depending on the needs of the theory, a simplex S is sometimes cut with a hyperplane H, which separates it into two parts T and T'. It may be useful to appreciate the manner in which the simplex in cut. One mode of...

The paper is concerned with the estimation of the long memory parameter in a conditionally heteroskedastic model proposed by Giraitis, Robinson and Surgailis (1999). We consider methods based on the partial sums of the squared observations which are similar in spirit to the classicla R/S...

In this paper we develop a general strategy for studying the effect on unbiased, nearest-neighbor walks of opening up or blocking a trap or neural site on a d-dimensional lattice.