We make use in this article of a testing procedure suggested by Robinson (1994) for testing deterministic seasonality versus seasonal fractional integration. A new test statistic is developed to simultaneously test both, the order of integration of the seasonal component and the need of seasonal dummy variables. Finite-sample critical values of the tests are computed and, an empirical applicati...

This paper attempts to study the consistency of several basic gametheoretic axioms. We focus on two of these: _q_qmmon_.knowledge (CK) and common sense (CS). Common knowledge assumes that the game itself and all other game-theoretic axioms imposed on the model are common knowledge~ Common sense assumes that when a player has a strictly dominant strategy, he/she will play it. We use the followin...

in a structural time series regression model, binary variables have been used to quantify qualitative or categorical quantitative events such as politic and economic structural breaks, regions, age groups and etc. the use of the binary dummy variables is not reasonable because the effect of an event decreases (increases) gradually over time not at once. the simple and basic idea in this paper i...

Appendix S1: Procedure for masking environmental variables. For the masked geographically structured approach, we took background environmental data only from the areas of the bins used in model calibration (Anderson & Raza, 2010). To do so, we ‘masked’ out the area corresponding to the bin being withheld for evaluation by using a dummy variable. The dummy variable had a value of zero in the re...

In a structural time series regression model, binary variables have been used to quantify qualitative or categorical quantitative events such as politic and economic structural breaks, regions, age groups and etc. The use of the binary dummy variables is not reasonable because the effect of an event decreases (increases) gradually over time not at once. The simple and basic idea in this paper i...

In this paper we consider estimation and unit root testing in AR(1) models with infinite variance innovations. Specifically, we study the asymptotic properties of estimators obtained by dummying out ”large” innovations, i.e. exceeding a given threshold. These estimators reflect the common practice of dealing with large residuals by including impulse dummies in the estimated regression. Iterativ...

This paper shows a new axiomatization of the Shapley value by using two axioms. First axiom is Dummy Player Property and second axiom is Strong Addition Invariance. Strong Addition Invariance states that the payoff vector of a game does not change even if we add some specific games to the game. By slightly changing the definition of Strong Addition Invariance, we can also axiomatize the weighte...

Sprawl is faulted for contributing to excessive commuting and transportation costs, raising the cost of providing infrastructure and other public services (Carruthers, 2002). With the advent of the environmental movement in the 1960s, concern for the impact urban growth was having on the environment caused a surge of growth management legislation that eventually led to several states implementi...