The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests

Article Abstract:

Use of finite sample simulations to evaluate the selection of lag coefficients in unit root tests is discussed. Additional information on economic research methodology is also included.

Economics, Research and Development in the Social Sciences and Humanities, Finite element method

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A note on testing the nested structure in multivariate regression models

Article Abstract:

An analysis of multivariate regression models is offered. Additional information on the structure of coefficient matrices in multivariate regression models is also included.

Multivariate analysis

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A simple artificial regression based test of the goodness of fit of binary choice models

Article Abstract:

Use of regression analysis to evaluate binary choice models is discussed. Additional information on regression based tests is also included.

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