搜索结果: 1-7 共查到“知识库 经济学 Root”相关记录7条 . 查询时间(0.061 秒)
Root's Barrier: Construction, Optimality and Applications to Variance Options
Construction Optimality Applications Variance Options Pricing of Securities
2011/7/25
Abstract: Recent work of Dupire (2005) and Carr & Lee (2010) has highlighted the importance of understanding the Skorokhod embedding originally proposed by Root (1969) for the model-independent hedgin...
The Discontinuous Trend Unit Root Test with a Break Interval
unit-root test discontinuous-trend break-interval
2009/5/7
Dickey and Fuller proposed tests for the unit root hypotheses in a uni-variate time series. Perron (1989) extended the t-ratio type unit-root tests so that they allow for a break in the deterministic...
Improving Cotton Returns Using Nematicides in Northwestern Florida Fields Infested with Root-Knot Nematode
Improving Cotton Returns Nematicides Northwestern Florida Fields Root-Knot Nematode
2008/12/15
The root-knot nematode (Meloidogyne incognita) is a serious pest of cotton (Gossypium hirsutum L.), occurring in 61% of all of Florida’s cotton fields. It can be managed by crop rotation, the use of n...
Is the Real Exchange Rate Stationary? The Application of Similar Tests for a Unit Root in the Univariate and Panel Cases
Nonstationarity panel data PPP real exchange rate stationarity
2010/9/7
In this article we show that mean-adjusting panel and univariate time series unit root tests yield similar size when there is no drift. The conclusion of the empirics for Purchasing Power Parity is th...
主讲人
Chor-yiu Sin
Xiamen University
题目
Capturing cross-sectional correlation with time series: with an application to unit root test
时间
2007年5月9日（星期三）下午14:00-----15:30
地点
北京大学中国经济研究中心万众楼大教室
工作语言
英文
联系电...
The Discontinuous Trend Unit Root Test with a Break Interval
unit-root test discontinuous-trend break-interval
2010/12/7
Dickey and Fuller proposed tests for the unit root hypotheses in a uni-variate time series. Perron (1989) extended the t-ratio type unit-root tests so that they allow for a break in the deterministic ...
THE CONVERGENCE OF MULTIVARIATE ‘UNIT ROOT’ DISTRIBUTIONS TO THEIR ASYMPTOTIC LIMITS The Case of Money-Income Causality
MULTIVARIATE UNIT ROOT DISTRIBUTIONS THEIR ASYMPTOTIC LIMITS Money-Income Causality
2014/3/18
We examine the quality of recently developed asymptotic approximations to the sampling distributions of various statistics in levels regressions when the regressors have unit ro...