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Semiparametric modelling of the cross-section of expected returns in the German stock market
Stehle, Richard; Bunke, Olaf; Sommerfeld, Volker - 1997
According to the Sharpe-Lintner capital asset pricing model, expected rates of return on individual stocks differ only because of their different levels of non-diversifiable risk (beta). However, Fama/French (1992) show that the two variables size and book-to-market ratio capture the...
Persistent link: https://www.econbiz.de/10009661022
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate … regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …
Persistent link: https://www.econbiz.de/10009627286
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Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf; Lütkepohl, Helmut - 2000
Alternative modeling strategies for specifying subset VAR models are considered. It is shown that under certain conditions a testing procedure based on t-ratios is equivalent to sequentially eliminating lags that lead to the largest improvement in a prespecified model selection criterion. A...
Persistent link: https://www.econbiz.de/10009583885
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Test No. 111: Hydrolysis as a Function of pH
2004
This Test Guideline describes a laboratory test method to assess abiotic hydrolytic transformations of chemicals in aquatic systems at pH values normally found in the environment (pH 4 – 9). This Guideline is designed as a tiered approach; each tier is triggered by the results of the previous...
Persistent link: https://www.econbiz.de/10012441941
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Test No. 315: Bioaccumulation in Sediment-dwelling Benthic Oligochaetes
2008
This Test Guideline describes a method to assess bioaccumulation of sediment-associated chemicals in endobenthic oligochaetes worms. It applies to stable, neutral organic chemicals having log Kow values between 3.0 and 6.0, superlipophilic substances that show a log Kow of more than 6.0, or...
Persistent link: https://www.econbiz.de/10012442038
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Test No. 417: Toxicokinetics
2010
studies performed with the substance (normally the rat, a minimum of 4 animals of one sex for each dose). Initial estimation …
Persistent link: https://www.econbiz.de/10012442261
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Test No. 101: UV-VIS Absorption Spectra
1981
This Test Guideline describes the determining of the ultraviolet-visible (UV-VIS) absorption spectrum of a chemical compound to have some indication of the wavelengths at which the compounds may be susceptible to photochemical degradation. Degradation will depend upon the total energy absorbed...
Persistent link: https://www.econbiz.de/10012443900
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Test No. 424: Neurotoxicity Study in Rodents
1997
This Test Guideline has been designed to obtain the information necessary to confirm or to further characterise the potential neurotoxicity of chemicals in adult animals. This Test Guideline is designed for use with the rat. It specifically addresses the daily oral administration, by gavage, (in...
Persistent link: https://www.econbiz.de/10012444558
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Test No. 207: Earthworm, Acute Toxicity Tests
1984
This Test Guideline includes two methods: a paper contact toxicity test and an artificial soil test. The recommended specie is Eisenia foetida (Michaelsen). The initial screening test (filter paper contact test) involves exposing earthworms to test substances on moist filter paper in order to...
Persistent link: https://www.econbiz.de/10012445618
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Test No. 239: Water-Sediment Myriophyllum Spicatum Toxicity Test
2014
This Test Guideline is designed to assess the toxicity of chemicals on the growth of the rooted aquatic plants (Myriophyllum spicatum) growing in water-sediment system. Shoot apices of healthy and non-flowering plant are potted in standardised, artificial sediment supplemented with additional...
Persistent link: https://www.econbiz.de/10012448789