JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 31 筆
第 145 頁
... parameters In Yq = 0.005 ( 44.17 ) , P = 0.94 ( 26.93 ) , σ = 0.023 with D.W = 2.07 , where the numbers in parentheses are t - statistics . Using the parameters of the shock process , two point states and one- step transition ...
... parameters In Yq = 0.005 ( 44.17 ) , P = 0.94 ( 26.93 ) , σ = 0.023 with D.W = 2.07 , where the numbers in parentheses are t - statistics . Using the parameters of the shock process , two point states and one- step transition ...
第 185 頁
... Parameters in the LSTAR Model The estimation of the parameters in the STAR model ( 5 ) can be done by applying the nonlinear least squares ( NLS ) , i.e. , the parameters 0 = ( P1 , P2 , Y , c ) ' can be estimated as Ө T - 0 = min QT ...
... Parameters in the LSTAR Model The estimation of the parameters in the STAR model ( 5 ) can be done by applying the nonlinear least squares ( NLS ) , i.e. , the parameters 0 = ( P1 , P2 , Y , c ) ' can be estimated as Ө T - 0 = min QT ...
第 216 頁
... parameter estimates in Table 2 and assuming Xt 0. As expected , both log - normal and logit - normal distributions are slightly skewed . ' Input parameters and computed JDP were Var ( DF ) = 7.1131e - 05 , PD = 0.03387 , and JDP ...
... parameter estimates in Table 2 and assuming Xt 0. As expected , both log - normal and logit - normal distributions are slightly skewed . ' Input parameters and computed JDP were Var ( DF ) = 7.1131e - 05 , PD = 0.03387 , and JDP ...
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analysis asset risks assume assumption capacity utilization capital stock cash flows cointegrated correlation cost currency composition currency hedge debt debt-asset ratio depreciation derivatives econometric effect EIA experts empirical environmental accidents equation equilibrium expected exponential utility firm's foreign financial assets foreign firm futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response incentive increase industry interest rate swaps investment Korea Kt+1 lagged learning-by-doing linear lobbying activity LSTAR model marginal measures non-users null hypothesis optimal subsidy output shock parameters period-1 portfolio precommit predictability price-dividend ratio probability of default production profits prospect theory Real Business Cycle regime regression relative Response of STOCK risk aversion risk exposures risk management second period significant spillover spot price standard deviation statistic stock prices stock returns strategic swap users Table Teräsvirta tion trade transition function utility function volatility