Ebook: Advances in Econometrics and Modelling

During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the University of Horida (where I was also visiting while on sabbatical leave from Wilfrid Laurier University as the McKethan-Matherly Senior Research Fellow) to discuss publishing plans of the faculty. He expressed a keen interest in publishing the proceedings of the conference of the Canadian Econometric Study Group (CESG) that was to be held the following year at WLU. This volume is the end product of his interest, endurance, and persistence. But for his persistence I would have given up on th~ project Most of the papers (though not all) included in this volume are based on presentations at CESG conferences. In some cases scholars were invited to contribute to this volume where their research complimented those presented at these conferences even though they were not conference participants. Since papers selected for presentation at the CESG conferences are generally the finished product of scholarly research and often under submission to refereed journals, it was not possible to publish the conference proceedings in their entirety. Accordingly it was decided, in consultation with the publisher, to invite a select list of authors to submit significant extensions of the papers they presented at the CESG conferences for inclusion in this volume. The editor wishes to express gratitude to all those authors who submitted their papers for evaluation by anonymous referees and for making revisions to conform to our editorial process.

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Content:
Front Matter....Pages i-xiii
Front Matter....Pages xv-xv
Introduction....Pages 1-5
Testing for a Unit Root in the Presence of a Maintained Trend....Pages 7-28
Random Walks Versus Fractional Integration: Power Comparisons of Scalar and Joint Tests of the Variance-Time Function....Pages 29-45
Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied....Pages 47-68
Front Matter....Pages N1-N1
Estimation of a Probability Density Function with Applications to Nonparametric Inference in Econometrics....Pages 69-83
Estimation of the Shape of the Demand Curve by Nonparametric Kernel Methods....Pages 85-92
Front Matter....Pages N3-N3
A Class of Dynamic Demand Systems....Pages 93-116
A Reinterpretation of the Almost Ideal Demand System....Pages 117-129
Stochastic Specification and Maximum-Likelihood Estimation of the Linear Expenditure System....Pages 131-142
Front Matter....Pages N5-N5
Selection Bias: More than a Female Phenomenon....Pages 143-158
A Comparison of two Significance Tests for Structural Stability in the Linear Regression Model....Pages 159-168
Rates of Return on Physical and R&D Capital and Structure of the Production Process: Cross Section and Time Series Evidence....Pages 169-187
Back Matter....Pages 189-195

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Content:
Front Matter....Pages i-xiii
Front Matter....Pages xv-xv
Introduction....Pages 1-5
Testing for a Unit Root in the Presence of a Maintained Trend....Pages 7-28
Random Walks Versus Fractional Integration: Power Comparisons of Scalar and Joint Tests of the Variance-Time Function....Pages 29-45
Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied....Pages 47-68
Front Matter....Pages N1-N1
Estimation of a Probability Density Function with Applications to Nonparametric Inference in Econometrics....Pages 69-83
Estimation of the Shape of the Demand Curve by Nonparametric Kernel Methods....Pages 85-92
Front Matter....Pages N3-N3
A Class of Dynamic Demand Systems....Pages 93-116
A Reinterpretation of the Almost Ideal Demand System....Pages 117-129
Stochastic Specification and Maximum-Likelihood Estimation of the Linear Expenditure System....Pages 131-142
Front Matter....Pages N5-N5
Selection Bias: More than a Female Phenomenon....Pages 143-158
A Comparison of two Significance Tests for Structural Stability in the Linear Regression Model....Pages 159-168
Rates of Return on Physical and R&D Capital and Structure of the Production Process: Cross Section and Time Series Evidence....Pages 169-187
Back Matter....Pages 189-195
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