This paper develops an asymptotic theory for nonlinear cointegrating power function regression. The framework extends earlier work on the deterministic trend case and allows both endogeneity heteroskedasticity, which makes models inferential methods relevant to many empirical economic financial applications, including predictive A new test linear cointegration against departures is developed ba...

The influence of NaNO2, HNO3 and H2SO4 on the structure and morphology of gamma-alumina was investigated by XRD, BET, SEM and FT-IR spectroscopy. Selected amounts of NaNO2, HNO3 and H2SO4 were added to a solution of aluminum isopropoxide (as a precursor for the boehmite synthesis). The boehmite samples were calcined at 350 and 600 ℃ to form the semi-crystalline high surface area gamma-Al2O3. Th...

This paper analyses the relationship between ageing and personal retirement savings plan participation in the Portuguese population, taking into account heterogeneity and endogeneity in preferences. A mixed logit model is used to analyse the determinants of retirement saving behaviour, allowing for heterogeneity and endogeneity in the responses. We find considerable heterogeneity among individu...