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第 1 到 3 筆結果，共 29 筆
第 175 頁
46 ] for the model with AR ( 4 ) in each regime . The estimate ĉ = 3 . 26 means
that the TAR model splits the regression function into two regimes , depending on
whether the log price - dividend ratio has been rising above that level . Figure 1 ...
46 ] for the model with AR ( 4 ) in each regime . The estimate ĉ = 3 . 26 means
that the TAR model splits the regression function into two regimes , depending on
whether the log price - dividend ratio has been rising above that level . Figure 1 ...
第 177 頁
Note : This table reports the SETAR model estimates when the log of real
pricedividend ratio follows AR ( 4 ) process in each regime . While the process is
covariance stationary in regime 1 , the series is nonstationary in regime 2 .
Note : This table reports the SETAR model estimates when the log of real
pricedividend ratio follows AR ( 4 ) process in each regime . While the process is
covariance stationary in regime 1 , the series is nonstationary in regime 2 .
第 189 頁
0 , the log real price - dividend ratio is in the regime as represented in the upper
panel . When the log real price - dividend ratio is in this regime , it can be shown
that the AR ( 5 ) process is stationary and ergodic , because the roots of the ...
0 , the log real price - dividend ratio is in the regime as represented in the upper
panel . When the log real price - dividend ratio is in this regime , it can be shown
that the AR ( 5 ) process is stationary and ergodic , because the roots of the ...
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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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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 |