Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors

Econometrica ◽  
1973 ◽  
Vol 41 (4) ◽  
pp. 761 ◽  
Author(s):  
G. S. Maddala ◽  
A. S. Rao
2007 ◽  
Vol 8 (3) ◽  
pp. 165-174 ◽  
Author(s):  
Pam McRae-Williams ◽  
Julian Lowe ◽  
Peter Taylor

Responses from a questionnaire survey of wine and tourism businesses operating in regional clusters were analysed using factor analysis. These suggested three factor scores relating to entrepreneurial behaviour; four factor scores relating to cluster activities and attributes; and three factors relating to the respondents' personal characteristics. The three entrepreneurial behaviour factor scores were interpreted as: innovator, calculator and venturer. These were used as dependent variables in regression models. The independent variables were the cluster and personal characteristics factor scores, industry and place. The central result was that the cluster activity variables did not have a significant impact on the innovator behaviour variable, which contradicts the standard view. Cluster activities and attributes were found to attract entrepreneurs of the calculator kind, and to a lesser extent, of the venturer kind. Place did seem to offer an attraction to entrepreneurs beyond those offered by the intensities of the cluster activities and attributes.


1999 ◽  
Vol 51 (4) ◽  
pp. 547-572 ◽  
Author(s):  
Andrew Reynolds

This article reports the results of a survey of women in legislatures and executives around the world as they were constituted in 1998 (N = 180). The chief hypotheses regarding the factors hindering or facilitating women's access to political representation were tested by multivariate regression models. The regression models juxtaposed a cocktail of institutional, political, cultural, and socioeconomic variables with the following dependent variables: (1) the percentage of MPs who are women and (2) the percentage of cabinet ministers who are women.A number, although not all, of the cited hypotheses were statistically confirmed and more finely quantified. The socioeconomic development of women in society has an effect on the number of women in parliament but not in the cabinet. A country's length of experience with multipartyism and women's enfranchisement correlates with both the legislative and the executive percentage. Certain electoral systems are more women friendly than others. The ideological nature of the party system affects the number of women elected and chosen for cabinet posts. And last, the state's dominant religion, taken as a proxy for culture, also statistically relates to the number of women who will make it to high political office. However, other long-held hypotheses were not proved. The degree of democracy is not a good indicator of the percentage of women who will make it into the legislature or the cabinet, nor is the dichotomy between a presidential or parliamentary system.


1997 ◽  
Vol 1 (1) ◽  
pp. 71-80 ◽  
Author(s):  
P. S. P. Cowpertwait ◽  
P. E. O'Connell

Abstract. A single-site Neyman-Scott Poisson cluster model of rainfall, with convective and stratiform cells, is fitted to data for 112 sites scattered throughout the UK using harmonic variables to account for seasonality. The model is regionalised by regressing the estimates of the harmonic variables on site dependent variables (e.g. altitude) to enable rainfall to be simulated at any ungauged site in the UK. An assessment of the residual errors indicates that the regression models can be used with reasonable confidence for urban sites. Furthermore, the regional variations of the model parameter estimates are found to be in agreement with meteorological knowledge and observation. Simulated I h extreme rainfalls are found to compare favourably with observed historical values, although some lack-of-fit is evident for higher aggregation levels.


2011 ◽  
Vol 400 (3-4) ◽  
pp. 341-352 ◽  
Author(s):  
Jesús Abaurrea ◽  
Jesús Asín ◽  
Ana C. Cebrián ◽  
Miguel A. García-Vera

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