A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectral density estimator and the spectral density ...

Instrumental variable tests for serial correlation can be carried out by adding lagged residuals from initial estimation to the regressors of the model under scrutiny, and then checking their joint ...

While judging their sensory environments, decision-makers seem to use the uncertainty about their choices to guide adjustments of their subsequent behaviour. One possible source of these behavioural ...