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第 1 到 3 筆結果，共 11 筆
第 182 頁
... evaluation in order to choose between LSTAR and ESTAR . Table 5 . Tests
between LSTAR and ESTAR Model Selection for the Log Price - Dividend Ratio
Teräsvirta Escribano - Jordá St H03 H02 Hoi Hol НОЕ Standard tests Yt - 1 0 . 93
0 .
... evaluation in order to choose between LSTAR and ESTAR . Table 5 . Tests
between LSTAR and ESTAR Model Selection for the Log Price - Dividend Ratio
Teräsvirta Escribano - Jordá St H03 H02 Hoi Hol НОЕ Standard tests Yt - 1 0 . 93
0 .
第 184 頁
19 AIC - 3 . 20 - 3 . 14 BIC - 3 . 06 HQ NOTE : Results are reported for the period
of 1872 to 2001 . The residual standard deviation ( RSD ) of the LSTAR model
presented in Table 7 is about 11 % smaller than that of the fitted linear model ...
19 AIC - 3 . 20 - 3 . 14 BIC - 3 . 06 HQ NOTE : Results are reported for the period
of 1872 to 2001 . The residual standard deviation ( RSD ) of the LSTAR model
presented in Table 7 is about 11 % smaller than that of the fitted linear model ...
第 185 頁
Transition Function from the LSTAR Model 1 . 0 O O O O O 000 0 . 8 0 . 6 Value of
Function 0 . 4 000 00 00 0 0000 cm 0 . 2 om oooo cooool 2 . 5 4 . 0 4 . 5 3 . 0 3 . 5
Log Price - Dividend Ratio Note : Each dot on the curve marks the value of the ...
Transition Function from the LSTAR Model 1 . 0 O O O O O 000 0 . 8 0 . 6 Value of
Function 0 . 4 000 00 00 0 0000 cm 0 . 2 om oooo cooool 2 . 5 4 . 0 4 . 5 3 . 0 3 . 5
Log Price - Dividend Ratio Note : Each dot on the curve marks the value of the ...
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內容
Christopher S Decker Mark E Wohar Environmental | 18 |
WonCheol Yun Predictability of WTI Futures Prices | 49 |
Geun Mee Ahn Trade Openness Real Exchange Rates | 73 |
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常見字詞
accident additional analysis approximation asset assumed assumption banks capital changes coefficient condition consider consistent consumption correlation cost currency currency composition debt dependent derivatives distribution Economic effect empirical environmental accidents equation equity errors estimates exchange rate expected firm's forecasting foreign function future given hedge higher home firm home government incentive increase industry initial interest rate swaps International investment Journal land learning linear lobbying activity LSTAR marginal mean measures Note optimal output parameters period portfolio positive predictability probability of default problem production profits ratio reduce regime regression relative reported representative respectively response risk sample second period selected shock shows significant specification spillover stage standard deviation statistic stock prices stock returns strategic subsidy substitute suggest swap Table takes term theory tion Trade transition University utility variable
書目資訊
| 書名 | JER, 第 11 卷 |
| 著作人 | Hanyang Taehakkyo. Kyŏngje Yŏnʼguso, Hanyang Taehakkyo. College of Business and Economics, Asia Pacific Economic Association |
| 出版者 | Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
| 來源： | 加州大學 |
| 已數位化 | 2008年7月16日 |
| 匯出書目資料 | BiBTeX EndNote RefMan |