JER, 第 8 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2003 |
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第 1 到 3 筆結果,共 18 筆
第 29 頁
... change - points , we therefore need an estimation method only for the beta change - points whether or not the error variance and alpha change , that is , uncondi- tionally on the change of the error variance and alpha . In this section ...
... change - points , we therefore need an estimation method only for the beta change - points whether or not the error variance and alpha change , that is , uncondi- tionally on the change of the error variance and alpha . In this section ...
第 30 頁
... change - points . The sequential change - point detection procedure begins with a test of the stationarity of the beta applied to an initial sample by considering the following null hypothesis Ho : 8 = B2 -B1 = 0 where B1 and B2 are ...
... change - points . The sequential change - point detection procedure begins with a test of the stationarity of the beta applied to an initial sample by considering the following null hypothesis Ho : 8 = B2 -B1 = 0 where B1 and B2 are ...
第 34 頁
... change - points might be detected if T were allowed to be too small . Moreover , the estimates of the market model using too small a sample might be unreliable.9 The CRSP NYSE / AMEX equally - weighted market returns are used for ...
... change - points might be detected if T were allowed to be too small . Moreover , the estimates of the market model using too small a sample might be unreliable.9 The CRSP NYSE / AMEX equally - weighted market returns are used for ...
內容
Dongcheol Kim Detecting Structural Shifts of | 21 |
22 | 39 |
Koji Okuguchi Ferenc Szidarovszky Oligopoly with | 51 |
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