Last week, the United States Court of Appeals for the Ninth Circuit issued a decision vacating a district court order certifying three plaintiff classes pursuing damages for alleged price-fixing ...
This paper analyzes similar tests for structural change for the normal linear regression model in finite samples. Using the approach of Wald (1943, "American Mathematical Society Transactions" 54, 426 ...
Weak convergence of partial sums and multilinear forms in independent random variables and linear processes and their nonlinear analogues to stochastic integrals now plays a major role in ...