We first construct a new generalized Hausman test for detecting the structural change in a multiplicative form of covariance matrix time series model. This generalized Hausman test is asymptotically ...

This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...

Suropriya Saha and Ramin Golestanian from the department of Living Matter Physics at MPI-DS have now extended the model of non-reciprocal interactions. They investigated what would happen to the ...