JER, 第 6 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 1999 |
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第 1 到 3 筆結果,共 19 筆
第 14 頁
... estimated via the Kalman filter , it is possible to obtain estimates of the unobserved components . For details , see Harvey ( 1989 ) and Koop- man et al . ( 1995 ) . 6 Empirical Results Table 1 reports the estimation results related 14 ...
... estimated via the Kalman filter , it is possible to obtain estimates of the unobserved components . For details , see Harvey ( 1989 ) and Koop- man et al . ( 1995 ) . 6 Empirical Results Table 1 reports the estimation results related 14 ...
第 15 頁
... estimated AR coefficients yield characteristic roots fairly close to the unit circle for all time series ... estimates of the hyperparam- eters are not reported . In the absence of statistical tests for the signifi- cance of these ...
... estimated AR coefficients yield characteristic roots fairly close to the unit circle for all time series ... estimates of the hyperparam- eters are not reported . In the absence of statistical tests for the signifi- cance of these ...
第 135 頁
... estimates of the models to test parameter restrictions . If the underlying data series has outliers , then the F - test is not robust . To overcome this problem , the parameters are estimated by minimising the loss function ...
... estimates of the models to test parameter restrictions . If the underlying data series has outliers , then the F - test is not robust . To overcome this problem , the parameters are estimated by minimising the loss function ...
內容
Shahidur Rahman Sandly Sian Li Ngiang Serina | 29 |
A Difficult Tradeoff | 45 |
Manwoo Lee and Sangwhan Lho Optimal Linear Income | 59 |
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abnormal returns absolute risk aversion agents assets assume assurance problem bias-correction bootstrap bt+1 bt+2 CALIFORN capital controls changes companies competition consumers consumption decrease denoted devaluation domestic Doosan dynamic eco-friendly product eco-label Economic Research effect efficiency wage employees environmental accidents Equation estimated expected inflation financial performance firms forward rate process framework Hanyang University increase indirect forecasting indirect method individual inflation rate International Korea Korea University labor participation rate land price legislated minimum wage LG Chemical martingale process measure modified golden rule Network nexus of contracts nominal interest rate number of paddocks optimal tax optimal tax rate p-value paper PEMP percent period prediction intervals PROA PROA and PROE Pt+1 rangeland real exchange rate relationship retrenchment risk aversion SAN DIEGO short duration grazing solution speculative bubble spot rate St+1 steady structure of interest term structure test statistic unemployment rate UNIVER unskilled workers