In this paper, we introduce and study a generalized class of vector implicit quasi complementarity problem and the corresponding vector implicit quasi variational inequality problem. By using Fan-KKM theorem, we derive existence of solutions of generalized vector implicit quasi variational inequalities without any monotonicity assumption and establish the equivalence between those problems in B...

This paper considers generalized method of moments (GMM) and sequential GMM (SGMM) estimation dynamic short panel data models. The efficient motivated from the quasi maximum likelihood (QML) can avoid use many instrument variables (IV) for estimation. It be asymptotically as estimators (MLE) when disturbances are normal, more than QML not normal. SGMM, which also incorporates IVs, generalizes m...

In this paper, we consider more general forms of generalized vector quasi-equilibrium problems for multivalued maps which include many known vector quasi-equilibrium problems and generalized vector quasi-variational inequality problems as special cases. We establish some existence results for solutions of these problems under pseudomonotonicity and u-hemicontinuity/ -hemicontinuity assumptions.

We study the problem of statistical inference of continuous-time diffusion processes, and develop methods for modeling threshold diffusion processes in particular. We derive the limiting properties of the quasi-likelihood estimator. We also propose a quasi-likelihood ratio test statistic for testing threshold diffusion process against linear alternative. We begin in Chapter 1 with an introducti...

We develop a class of Minimum Distance Estimators for semi-strong Nonlinear ARMAX-Nonlinear GARCH processes. The estimators are asymptotically normal for possibly very heavy-tailed data due to underlying shocks and/or model parameter values. In particular we only impose trivial moment conditions on the GARCH errors, covering non-stationary GARCH. The MDE class is couched within a Method of Mome...

The object of the present paper is to study quasi-conformally flat generalized Sasakian-space-forms. Also we study quasi-conformally semisymmetric generalized Sasakian-space-forms. As a consequence of the results, we obtain some important corollaries.

In this paper, the authors prove some existence results of solutions for a new class of generalized bi-quasi-variational inequalities (GBQVI) for quasi-pseudo-monotone type I operators in non-compact settings in locally convex Hausdorff topological vector spaces. In obtaining these results on GBQVI for quasi-pseudo-monotone type I operators in non-compact settings, we shall use the concept of e...

We compare the asymptotic local power of upper-tail unit root tests against an explosive alternative based on ordinary least squares (OLS) and quasi-di erenced (QD) demeaning/detrending. We nd that under an asymptotically negligible initialization, the QD-based tests are near asymptotically e cient and generally o er superior power to OLS-based approaches; however, the power gains are much more...

The local stability of a quasi-linear age-size structured population model studied in Tchuenche (2007) is analysed. If a certain threshold parameter known as the basic reproductive rate is less than unity, then the trivial steady state is locally asymptotically stable. Also, it is shown that if the only real root of the equation R(m′) = 1 is negative, then, the non trivial steady state is local...