07350015%2E2012%2E669667
Teks penuh
Gambar
Garis besar
Dokumen terkait
The article proposes a novel principal volatil- ity component (PVC) technique based on a generalized kurto- sis matrix in a time series context. The proposed test statistics allow
In this article, we proposed a PT estimator of integrated volatility in the simultaneous presence of microstructure noise and jumps. The method is based on two steps, namely, the
Table 1 reports the null rejection probabilities for various two- sided 5% tests. It is clear that the tests based on the near-unity fixed-smoothing approximation are in general
In the simulations, we consider globally invalid covariates and find that our average estimators perform reasonably well and sometimes even outperform the estimator based on
This article therefore studies the asymptotic behavior of panel unit root tests based on the Cauchy estimator in panels with unconditionally heteroscedastic innovations as
Translation techniques based on cultural adjustments are used in the process of translating English texts on National Geographic shows. The translation techniques
Under random distribution for all groups ENS will be smaller than area population size and estimates of index bias based on overall area population size will be too low.. This can cause
Table 1:Relative bias of estimates and associated standard errors of fixed effects and variance parameters obtained by five random effects estimation procedures, based on analysis of
