JSTOR Daily

Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables

Instrumental variable tests for serial correlation can be carried out by adding lagged residuals from initial estimation to the regressors of the model under scrutiny, and then checking their joint ...
JSTOR Daily

The Error Structure of Time Series Cross-Section Hedonic Models with Sporadic Event Timing and Serial Correlation

Journal of Applied Econometrics, Vol. 14, No. 3 (May - Jun., 1999), pp. 233-252 (20 pages) When estimating hedonic models of housing prices, the use of time series cross-section repeat sales data can ...
Nature

Pupil-linked arousal is driven by decision uncertainty and alters serial choice bias

While judging their sensory environments, decision-makers seem to use the uncertainty about their choices to guide adjustments of their subsequent behaviour. One possible source of these behavioural ...
Risk

Economic capital model validation: a comparative study

Using a long history of public firm defaults, this study illustrates a validation approach for jointly testing the impact of probability of default and correlation upon economic capital model ...
Business Wire

SiSoft to Present IBIS-AMI Model Correlation Results for SerDes Transceivers

SANTA CLARA, Calif.--(BUSINESS WIRE)--Signal Integrity Software, Inc. (SiSoft™) will be presenting a paper, co-authored with IBM, titled “Predicting BER with IBIS-AMI: Experiences Correlating SerDes ...