We consider the problem of model selection in vector autoregressive model with Normal innovation. Tests such as Vuong's and Cox's tests are provided for order and model selection, i.e. for selecting the order and a suitable subset of regressors, in vector autoregressive model. We propose a test as a modified log-likelihood ratio test for selecting subsets of regressors. The Europe oil prices, ...

Three new species of Sesioctonus (Braconidae: Agathidinae) are described and illustrated, i.e., Sesioctonus huggerti, Sesioctonus wayquecha, and Sesioctonus bina. Two new Peruvian species records for Sesioctonus are reported: Sesioctonus longinoi and Sesioctonus diazi. A revised key to all known species of Sesioctonus is presented.

This paper presents results concerning the performance of both single equation and system panel cointegration tests and estimators. The study considers the tests developed in Pedroni (1999, 2004), Westerlund (2005), Larsson, Lyhagen, and Löthgren (2001) and Breitung (2005); and the estimators developed in Phillips and Moon (1999), Pedroni (2000), Kao and Chiang (2000), Mark and Sul (2003), Pedr...

Christoffersen, Jacobs, and Ornthanalai (2012) (CJO) propose an interesting and useful class of generalized autoregressive conditional heteroskedasticity (GARCH)-like models with dynamic jump intensity, and find evidence that the models not only fit returns data better than some commonly used benchmarks but also provide substantial improvements in option pricing performance. While such models p...

Acknowledgements I thank my supervisor, Associate Professor Alfred Hanssen, for being everything that one can expect from a supervisor, and a little more. I thank him for sharing of his enthusiasm and energy as well as his knowledge, and for motivating me at the times when I needed it the most. I thank Ph.D. student Arnt-Børre Salberg, who has been working on the same project as me, for the tim...

BACKGROUND The infection rate of syphilis in China has increased dramatically in recent decades, becoming a serious public health concern. Early prediction of syphilis is therefore of great importance for heath planning and management. METHODS In this paper, we analyzed surveillance time series data for primary, secondary, tertiary, congenital and latent syphilis in mainland China from 2005 t...

This paper examines the key macroeconomic factors of non-performing loans (NPLs) in banking sector Bosnia and Herzegovina. The research is conducted on quarterly time series data within period from 2005 to 2019. autoregressive distributed lag (ARDL) approach used model long-run short-run relationship between series. results show that increase real GDP associated with decrease NPLs, while rising...

Information security is a very important component in the context of an organization’s dependence on ICT. The operational environment where these technologies are operating is a very complex one. Offering a good level of protection by information security process needs a well defined managerial framework. This paper discusses the reasons why having a well defined managerial security framework i...