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Ng and Perron (2001) designed a unit root test, which incorporates the properties of DF-GLS and Phillips Perron test. Ng and Perron claim that the test performs exceptionally well especially in the presence of a negative moving average. However, the performance of the test depends heavily on the...
Persistent link: https://www.econbiz.de/10012610957
In this article, maximum deviations of sample autocovariances and autocorrelations from their theoretical counterparts over an increasing set of lags are considered. The asymptotic distribution of such statistics for physically dependent stationary time series, which is of Gumbel type, only...
Persistent link: https://www.econbiz.de/10014485860
mobile data traffic. Future demand for more capacity can be met by allocation of more bandwidth and new spectrum bands to … mobile communication. But spectrum is a scarce resource and allocation of new licensed bands will only partly satisfy the … growing demand. Another possibility is secondary use of spectrum bands which primarily have been allocated for other services …
Persistent link: https://www.econbiz.de/10010307290
transition was based on a centralised model designed to release a major portion of the spectrum, whereas the Spanish model is … Spanish authorities regarding the increase in spectrum demand will make the digital transition in Spain far more expensive … release of a large amount of spectrum, in Spain, the impact of European harmonisation on national DTT planning will inevitably …
Persistent link: https://www.econbiz.de/10010307300
and radio spectrum. The objective of this paper is to highlight the need to consider a multitude of scenarios for the … enabled by improved spectral efficiency, adding more spectrum bands, aggregation of frequency bands and offloading to local … assuming deployment in regions in the world where both the availability of spectrum as well as the penetration of fixed phones …
Persistent link: https://www.econbiz.de/10010307314
There have been substantial technical and policy discussions about the spectrum needs of 5G and the necessity of … expanding access to the higher frequency spectrum, including in the millimeter wave bands from 30 to 300 GHz. The focus, however … markets continue to grow, demand may arise for spectrum in still higher frequency bands above 90GHz, including in the sub …
Persistent link: https://www.econbiz.de/10012113531
Existence of a cointegration relationship between two time series in the time domain imposes restrictions on the series zero‐frequency behaviour in terms of their squared coherence, phase and gain, in the frequency domain. I derive these restrictions by studying cross‐spectral properties of...
Persistent link: https://www.econbiz.de/10012140590
This article studies inventories and monetary policy by estimating VAR models. The complex roots detected in our estimation generate cycles of around 55 to 70 months, which are quite close to actual business cycle lengths. This implies that production and inventories follow damped oscillations...
Persistent link: https://www.econbiz.de/10010277802
While the international radio regulations (RR) do not prevent opportunistic access, the application of these regulations largely does not encourage such a concept. This is due to the existence of different elements of restriction within these regulations including the absence of a quantified...
Persistent link: https://www.econbiz.de/10011732773
Representation of continuous-time ARMA, CARMA, models is reviewed. Computational aspects of simulating and calculating the likelihood-function of CARMA are summarized. Some numerical properties are illustrated by simulations. Some real data applications are shown.
Persistent link: https://www.econbiz.de/10010290990