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Modeling discrete choices in the presence of inertia and serial correlation
(INFORMS, 2007)
The concept of habit or inertia in the context of (reluctance to) change in travel behavior has an important bearing on transport policy (e.g., how to break car use habits) and has remained an unresolved issue in demand ...
Testing for serial correlation in hierarchical linear models
(Elsevier, 2018-05)
This paper proposes a simple hierarchical model and a testing strategy to identify intra-cluster correlations, in the form of nested random effects and serially correlated error components. We focus on intra-cluster serial ...
Testing for persistence in the error component model: a one-sided approach
(Taylor & Francis, 2013-06)
This article proposes new simple testing procedures for the joint null hypothesis of absence of persistent effects, in the form of random effects and first-order serial correlation in the error component model. The fact ...
Testing for first order serial correlation in temporally aggregated regression modelsDiscussion Paper 14 : Testing for first order serial correlation in temporally aggregated regression models
(Instituto de Pesquisa Econômica Aplicada (Ipea), 2015)
Testing for first order serial correlation in temporally aggregated regression modelsTexto para Discussão (TD) 101: Testing for first order serial correlation in temporally aggregated regression modelsTestes para correlação serial de primeira ordem em modelos de regressão temporariamente agregados
(Instituto de Pesquisa Econômica Aplicada (Ipea), 2014)
The forward and the equity premium puzzles: two symptoms of the same illness?
(Escola de Pós-Graduação em Economia da FGV, 2006-05-25)
The Forward Premium Puzzle (FPP) is how the empirical observation of a negative relation between future changes in the spot rates and the forward premium is known. Modeling this forward bias as a risk premium and under ...
Precision of circadian wake and activity onset timing in the mouse
(Springer, 1986)
In each circadian cycle, a mouse begins its major activity period with discrete wake onset and activity onset events. The precision with which these events are timed in constant darkness was analyzed using the approach ...