Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2009%2E0003
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One can see that the alternative procedure detects the same types of predictability as our procedure in the Ukrainian, Polish, and Estonian stock markets, in four out of five cases
are roughly in line with single regressor results; that is, random censoring to the median coincides with relatively little bias, as expected, and random censoring to zero has
Local identification of the parameters of the model ( 4 )–( 6 ) requires that the objective function have a unique extremum in correspondence with the true parameter vector; that
While we realize that it would be difficult to get an explicit formula for the concentration parameter in the more complicated cases that are studied in Section 5 of the article,
We conclude that the bias-adjusted mean is better than the other methods that can be used when estimation of the full covariance matrix of the forecast errors is not feasible
Given the NLSY sample, I showed that under the maintained joint MTR–MTS assumption and no assump- tions on the distribution of missing treatments, using drugs dur- ing work hours
The comparison with the hedonic price index shows that the two indices are very comparable, but also shows that the qual- ity adjusted price index is more sensitive to changes
While some papers contain theoretical results related to the fact that the variance and autocorrelations have similar properties under structural change and long memory, most of
