JER, 第 2-3 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 1997 |
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第 1 到 3 筆結果,共 31 筆
第 243 頁
... outliers . Hence , Tsay recommends re - estimating the time - series model with the new se- ries from which the effects of the identified candidate outliers and their dynamics have been eliminated . This results in new estimates of ( L ) ...
... outliers . Hence , Tsay recommends re - estimating the time - series model with the new se- ries from which the effects of the identified candidate outliers and their dynamics have been eliminated . This results in new estimates of ( L ) ...
第 257 頁
... Outliers predict changes in economic activity . The p - levels are nearly all less than 0.10 . If we select the lags on the outliers as the values of K which minimize the Akaike Information Cri- terion for each equation , the p - values ...
... Outliers predict changes in economic activity . The p - levels are nearly all less than 0.10 . If we select the lags on the outliers as the values of K which minimize the Akaike Information Cri- terion for each equation , the p - values ...
第 259 頁
... outlier variables to lose significance . However , for the K that yield minimum Akaike Information Criterion values , the outliers retain their significance except for the Innovative Outlier in the output growth equation . Table 2 ...
... outlier variables to lose significance . However , for the K that yield minimum Akaike Information Criterion values , the outliers retain their significance except for the Innovative Outlier in the output growth equation . Table 2 ...
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adjustment costs aggregate Asian assumed b₁ banks blue crab budget constraint capital coefficient cointegration consumption convex crisis customer market denotes dynamic elasticity equation estimated exchange rate exogenous expenditure tax F-Statistics factor price Figure foreign exchange market growth Hanyang University health-related investment HKAB Hong Kong Hong Kong dollar implies incentives increase individual Industrial Policy Industry Promotion Law inflation interest rate intrinsic bubbles IPI transition Journal of Economic labor marginal cost maximize mentor mentor/protege relationship menu cost migration mold industry monetary base money demand money supply natural production function optimal tax outliers output paper Pareto-improving transition partners period price adjustment price level production function proteges quadratic quit threat regression response returns to scale sector shocks significant SME policy SN(t Statistics Table tax rates tax steady tax system theorem tion utility function variable velocity welfare y₁ YDEV zero