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Long memory via networking
Schennach, Susanne M. - 2018
Many time-series exhibit "long memory": Their autocorrelation function decays slowly with lag. This behavior has traditionally been modeled via unit roots or fractional Brownian motion and explained via aggregation of heterogenous processes, nonlinearity, learning dynamics, regime switching or...
Persistent link: https://www.econbiz.de/10011941514
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Biochar application in the mercury ions adsorption from aqueous solutions
Gąsior, Daria; Tic, Wilhelm Jan - In: Economic and Environmental Studies (E&ES) 16 (2016) 4, pp. 803-818
approach for providing pure water. The adsorption of mercury ions onto pyrolyzed chicken manure, sewage sludge and rye straw … was studied and compared with the adsorption of mercury ions onto commercial activated carbons of various origins and … grain size. The impact of pH, biochar adsorbents amount and phase contact time on the adsorption efficiency were …
Persistent link: https://www.econbiz.de/10011849463
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Evaluating ion exchange for nitrogen recovery from source-separated urine in Nairobi, Kenya
Tarpeh, William A.; Wald, Ileana; Omollo, Michael Otieno; … - In: Development Engineering 3 (2018), pp. 188-195
discharge of the treated urine. Performance, as measured by adsorption density (4.02-4.21 mmol N/g resin) and regeneration … efficiency (>90%) of the adsorbent, was consistent over ten adsorption-regeneration cycles and with columns ten times larger than …
Persistent link: https://www.econbiz.de/10012623038
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Dynamic model and control system of carbon dioxide capture process in fluidized bed using computational fluid dynamics
In: Energy Reports 6 (2020) 2, pp. 52-59
dioxide capture adsorption in a fluidized bed reactor was developed based on experimental data using commercial CFD program …
Persistent link: https://www.econbiz.de/10012652219
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A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications
Fischer, Christoph; Porath, Daniel - 2006
Panel unit root tests of real exchange rates - as opposed to univariate tests - usually reject non-stationarity. These tests, however, could be biased if the real exchange rate contained MA roots. Indeed, two independent arguments claim that the real exchange rate, being a sum of a stationary...
Persistent link: https://www.econbiz.de/10010295811
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A note on the coefficient of determination in regression models with infinite-variance variables
Loretan, Michael Stanislaus; Kurz-Kim, Jeong-Ryeol - 2007
Since Mandelbrot's seminal work (1963), alpha-stable distributions with infinite variance have been regarded as a more realistic distributional assumption than the normal distribution for some economic variables, especially financial data. After providing a brief survey of theoretical results on...
Persistent link: https://www.econbiz.de/10010295847
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Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations
Barnhill, Theodore M.; Souto, Marcos Rietti - 2008
In this study we develop and demonstrate a powerful and flexible forward-looking portfolio simulation methodology for assessing the correlated impacts of market risk, and private sector, sovereign and inter-bank default risk on both individual banks (i.e. 28 of the largest Brazilian banks) and...
Persistent link: https://www.econbiz.de/10010295950
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A comparative study of monotone nonparametric kernel estimates
Pilz, Kay F.; Dette, Holger - 2004
In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958). The second method has recently been proposed by...
Persistent link: https://www.econbiz.de/10010296624
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Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications
Doherr, Thorsten; Czarnitzki, Dirk - 2002
This paper discusses a tool for optimization of econometric models based on genetic algorithms. First, we briefly describe the concept of this optimization technique. Then, we explain the design of a specifically developed algorithm and apply it to a difficult econometric problem, the...
Persistent link: https://www.econbiz.de/10010297960
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Simulated Classical Tests in the Multiperiod Multinomial Probit Model
Ziegler, Andreas - 2002
This paper compares different versions of the simulated counterparts of the Wald test, the score test, and the likelihood ratio test in the multiperiod multinomial probit model. Monte Carlo experiments show that the simple form of the simulated likelihood ratio test delivers the most favorable...
Persistent link: https://www.econbiz.de/10010298084