• No results found

Spurious regression under broken trend stationarity

N/A
N/A
Protected

Academic year: 2020

Share "Spurious regression under broken trend stationarity"

Copied!
20
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Figure 1: Graphs of t-statistics based on Theorem 1 and simulated data. Left panel:λy= 0.55, λx= 0.45; middle: λy= 0.75, λx= 0.25; right: λy= 0.95, λx= 0.05; allpanels: βy= βx= 0.2, γy= γx= 0.02.
Figure 2: Graphs of t-statistics based on Theorem 2 and simulated data. Left panel:λy= 0.55, λx= 0.45; middle: λy= 0.75, λx= 0.25; right: λy= 0.95, λx= 0.05; allpanels: βy= βx= 0.2, γy= γx= 0.02.
Table 1. t-statistics computed from: part d) of Theorem 2, and simulated data. Samevalue of parameters as in experiments for Figure 2.

References

Related documents

Dôsledkom atypického vývinu mozgových hemisfér pod vplyvom testosterónu by mohol byť rozvoj tých oblastí ľavej hemisféry, ktoré majú na starosti analytické a

The Grand Jurors of the State of New Jersey, for the County of Hunterdon, upon their oaths present that Branden Bradley, on or about August 6, 2013, in the Township of Kingwood,

 Front and back duplicates of each and every check, cashier’s check, draft, wire transfer, electronic funds transfer, ACH transfer, and/or any/all debit items of any description.

• Avoiding situations or activities, or using safety behaviours to cope with them, may reduce the anxiety you feel in the short term, but in the long term can keep your health

Written by Mrs Martha Jane (“Jeanie”) Loftie (1838–1914), the wife of the Reverend William Loftie, The Dining Room (1878) was the fifth book published in the “Art at Home”

letters concerning broadcasts, also scripts (including scripts by George Evans - pseudonym for W. Fuller as bookseller).. Fuller on personal and family affairs,

Cinamon includes 40 illustrations of Morris' book designs, along with a headpiece he did for the magazine Black and White, another headpiece for book called A History of the

Through purposeful play and plenty of contact with adults we will help them develop their language, grow in confidence and begin to establish positive attitudes and good habits