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The usual t test, the t test based on heteroskedasticity and autocorrelation consistent (HAC) covariance matrix estimators, and the heteroskedasticity and autocorrelation robust (HAR) test are three statistics that are widely used in applied econometric work. The use of these significance tests...
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Large sample properties are studied for a first-order autoregression (AR(1)) with a root greater than unity. It is shown that, contrary to the AR coefficient, the least-squares (LS) estimator of the intercept and its t-statistic are asymptotically normal without requiring the Gaussian error...
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This paper develops a double asymptotic limit theory for the persistent parameter (k) in explosive continuous time models driven by Lévy processes with a large number of time span (N) and a small number of sampling interval (h). The simultaneous double asymptotic theory is derived using a...
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This paper develops a double asymptotic limit theory for the persistent parameter () in an explosive continuous time model with a large number of time span (N) and a small number of sampling interval (h). The limit theory allows for the joint limits where N ! 1 and h ! 0 simultaneously, the...
Persistent link: https://www.econbiz.de/10010617830
Government is the primary financer of conservation services, but conservation financing in government is rarely studied. This study makes two contributions to understanding conservation financing in government. First, it develops a framework to classify and analyse conservation funding. Applying...
Persistent link: https://www.econbiz.de/10010761313
In this paper, a class of non-autonomous reaction-diffusion neural networks with time-varying delays is investigated. By establishing a new differential inequality and employing the properties of spectral radius of nonnegative matrix and diffusion operator, the global attracting and positive...
Persistent link: https://www.econbiz.de/10010870252
In this paper, we study the impulsive stochastic Cohen–Grossberg neural networks with mixed delays. By establishing an L-operator differential inequality with mixed delays and using the properties of M-cone and stochastic analysis technique, we obtain some sufficient conditions ensuring the...
Persistent link: https://www.econbiz.de/10010870383