Lagrange Multiplier
The Impact of Structural Break(s) on the Validity of Purchasing Power Parity in Turkey: Evidence from Zivot-Andrews and Lagrange Multiplier Unit Root Tests
... Following this development, many authors, including Zivot and Andrews (1992) and Perron (1997) proposed determining the break point ‘endogenously’ from the data. In addition to ADF and DF-GLS test, two unit root tests ...
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A distributed Lagrange multiplier based fictitious domain method for Maxwell's equations
... An outline of the paper is as follows. In Section 2 we present a distributed Lagrange multiplier formulation for the problem (1.4). In Section 3 we present wellposedness results for our fictitious domain ...
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A semi smoothing augmented Lagrange multiplier algorithm for low rank Toeplitz matrix completion
... tion operator which acquires only the entries indexed by Ω ⊂ {1, 2, . . . , m} × {1, 2, . . . , n}. In the current MC problems, the matrix M is of special structure in general. Therefore, much attention has been paid to ...
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Precise finite sample quantiles of the Jarque Bera adjusted Lagrange multiplier test
... This Letter tabulates precise p-values for the Jarque-Bera finite sample normality test. In addition to the original version of the Lagrange Multiplier test we have also computed finite sample p-values for ...
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MODELLING OF PHASE CHANGE WITH NON-CONSTANT DENSITY USING XFEM AND A LAGRANGE MULTIPLIER
... A two phase model for two-dimensional solidification problems with variable densities was developed by coupling the Stefan problem with the Stokes problem and applying a mass conserving velocity condition on the phase ...
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On solving ordinary differential equations of the first order by updating the Lagrange multiplier in variational iteration method
... In this paper, we have proposed a new iterative method for finding the solution of ordinary differential equations of the first order. In this method we have extended the idea of variational iteration method by changing ...
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Numerical Experiments with the Lagrange Multiplier and Conjugate Gradient Methods (ILMCGM)
... of Lagrange multipliers (named after Joseph Louis Lagrange) provides a strategy for finding the maximum/minimum of a function subject to ...The Lagrange multiplier method was basically ...
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A XFEM Lagrange Multiplier Technique for Stefan Problems
... the Lagrange multiplier field, no matter the in- terface velocity ...element Lagrange field leads to a slightly less precise solution than the penalization tech- nique when the gradient based ...
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A Node Localization Algorithm Based on Multi-Granularity Regional Division and the Lagrange Multiplier Method in Wireless Sensor Networks
... and Lagrange multiplier method are used to calculate the final ...a Lagrange equation containing the constraint condition to calculate the first ...
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LaGrange multiplier approach with optimized finite difference stencils for pricing American options under stochastic volatility
... a Lagrange multiplier approach to approximate the solutions of ...the Lagrange multiplier approach it is possible to guarantee that the prices satisfy the early exercise constraint while the ...
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Capital productivity in industrialized economies: evidence from error correction model and Lagrange Multiplier tests
... Table 5 also shows that both labour productivity and capital intensity were both growing at a diminishing rate: labour productivity was slowing down in all economies, and capital intensi[r] ...
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Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
... Φιρστ, περηαπσ τηε mοστ νατυραλ ωαψ ιν ωηιχη το mιmιχ τηε τρυε δατα προχεσσ υνδερ τηε νυλλ ηψ− ποτηεσισ ισ το υσε τηε ΟΛΣ εστιmατορσ ⊥ ανδ ⊥ φροm 1 φορ • ανδ • , ρεσπεχτιϖελψ, ωιτη τηε β[r] ...
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Nonparametric pseudo Lagrange multiplier stationarity testing
... ii The limiting null distribution of the suitably rescaled test is standard, unlike those of most unit root and stationarity tests, whose distributions are nonstandard as well as modelde[r] ...
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A note on spherical maxima sharing the same Lagrange multiplier
... This is an Open Access article distributed under the terms of the Creative Commons Attribu- tion License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, dis[r] ...
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Joint Azimuth and Elevation Angle Estimation Using Matrix Completion Method
... where Ω is the set of indices of functional sensors, and D represents the data received from the array. The most famous algorithm to solve this problem is the singular value thresholding (SVT) method [17]. In this paper, ...
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Estimating structural VARMA models with uncorrelated but non independent error terms
... The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are de- rived under the assumption that the errors are uncorrelated but not nec- essarily ...
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Estimating the Heterogeneity Effects in a Panel Data Regression Model
... [BP80] Lagrange Multiplier (LM) test for no random individual effects, by allowing for adaptive heteroscedasticity of unknown form on the remainder error ...
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A new approach to multi-phase field for the solidification of alloys
... The essence of the new formulation is to alter the projection matrix, P, in such a way as to eliminate the defects we have highlighted with the Lagrange multiplier approach. To this end we propose a set of ...
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A new approach to multi-phase formulation for the solidification of alloys
... the Lagrange multiplier ...the Lagrange multiplier formulation with a modified potential (NW/FP) to eliminate spurious phases, but even in this case there is significant difference in growth ...
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Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
... undertaken at the beginning of the empirical analysis. To this end, we extend Lagrange multiplier (L M) and, for comparison, Wald (W) tests to the context of semiparametric bivariate probit models. L M is ...
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