標(biāo)題: Titlebook: Co-trending: A Statistical System Analysis of Economic Trends; Michio Hatanaka,Hiroshi Yamada Book 2003 Springer-Verlag Tokyo 2003 Co-brea [打印本頁(yè)] 作者: ABS 時(shí)間: 2025-3-21 16:35
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作者: Congruous 時(shí)間: 2025-3-22 00:16
Nizam U. Ahmed,Richard M. Trethowanng in Hendry and Mizon (1998) and Clements and Hendry (1999). Section 2.5 will briefly survey the history of the direct modelling and the indirect modelling in the time series analyses. We had long seen the indirect modelling only, but Schmidt and Phillips (1992) have advocated the direct modelling.作者: 熱情的我 時(shí)間: 2025-3-22 01:53 作者: Asymptomatic 時(shí)間: 2025-3-22 06:02
Book 2003lly when economic growth is of concern. The number of relationships, i.e., the co-trending rank, plays an important role in evaluating the veracity of propositions, particularly relating to the Japanese economic growth in view of the structural changes involved within it. This book demonstrates how 作者: stress-test 時(shí)間: 2025-3-22 11:05 作者: onlooker 時(shí)間: 2025-3-22 14:38
https://doi.org/10.1007/978-3-030-47166-8he literature on the relations among trends will be reviewed. We have explored a number of different approaches before settling on the one in this book, and they are discussed briefly in Section 1.3. The mathematical notations are assembled in Section 1.4.作者: onlooker 時(shí)間: 2025-3-22 20:00
Technology Policy: Options and Priorities,nts with . = 1, ..., ., with . + 1, ..., . ≡ ., and with . + 1, ..., . each reveal asymptotically distinctive features. Thus . = 1, ..., . has been divided in three groups, Group . that consists of . = 1,..., ., Group 2 that consists of . + 1, ..., . + . ., and Group 1 that consists of .+1,...,..作者: 細(xì)胞膜 時(shí)間: 2025-3-22 22:24
Introduction,he literature on the relations among trends will be reviewed. We have explored a number of different approaches before settling on the one in this book, and they are discussed briefly in Section 1.3. The mathematical notations are assembled in Section 1.4.作者: 擁護(hù)者 時(shí)間: 2025-3-23 04:31 作者: evaculate 時(shí)間: 2025-3-23 09:05
https://doi.org/10.1007/978-3-030-30963-33, and 3.4 are derived from Assumption 2.2 and Definition 2.2. Definition 2.2 specifies the conditions to be met by the elementary trend functions, and it will be considered as a part of Assumption 2.2. Thus our basic assumptions in the parametric approach are Assumptions 2.2 and 3.1.作者: MERIT 時(shí)間: 2025-3-23 11:39
Principal Components,3, and 3.4 are derived from Assumption 2.2 and Definition 2.2. Definition 2.2 specifies the conditions to be met by the elementary trend functions, and it will be considered as a part of Assumption 2.2. Thus our basic assumptions in the parametric approach are Assumptions 2.2 and 3.1.作者: 歡樂中國(guó) 時(shí)間: 2025-3-23 14:11
Michio Hatanaka,Hiroshi YamadaA research monograph on the time series econometric methods that are applied to macro-economic studies.It builds upon the results on cointegrated VAR by Professors Granger and Johansen, but turns its 作者: predict 時(shí)間: 2025-3-23 20:13
http://image.papertrans.cn/c/image/228623.jpg作者: MIRTH 時(shí)間: 2025-3-24 01:59
Science Policy Options and Priorities,The following two major points, (a) and (b), have emerged in the previous chapter.作者: Enthralling 時(shí)間: 2025-3-24 04:44
Trend Tests,The following two major points, (a) and (b), have emerged in the previous chapter.作者: 都相信我的話 時(shí)間: 2025-3-24 06:57
https://doi.org/10.1007/978-3-030-47166-8The rest of this section consists of an expository explanation of co-trending and presentation of highlights of the authors’ results. In Section 1.2 the literature on the relations among trends will be reviewed. We have explored a number of different approaches before settling on the one in this boo作者: Irremediable 時(shí)間: 2025-3-24 13:18
Nizam U. Ahmed,Richard M. TrethowanDirect modelling is divided into the parametric approach and the non-parametric approach. The parametric approach is based on a list of parametrically specified functions of time, which will be called trend functions, while the non-parametric approach does not use such functions. We begin with the n作者: fastness 時(shí)間: 2025-3-24 16:01
Science Parks and Place-based Innovation,(i) the eigenvalue itself, (ii) the eigenvector associated with it, and (iii) the principal component associated with it form one set of statistics. Altogether . sets of statistics are available, and they are ordered in descending order in terms of the eigenvalues. In Section 3.1 below, the relation作者: synovitis 時(shí)間: 2025-3-24 22:16
https://doi.org/10.1007/978-3-030-30963-3proach using Assumption 2.2 with some elementary trend functions. The purpose is to make the DGP of principal components sufficiently specific so that statistical tests can be applied to the principal components. Propositions 3.1 through 3.3 of the previous chapter have been derived from Assumptions作者: 無(wú)能力 時(shí)間: 2025-3-25 01:06 作者: enchant 時(shí)間: 2025-3-25 04:15
Technology Policy: Options and Priorities,ta covariance matrix. . is also associated with the principal component that corresponds to the .-th eigenvalue. Given ., and ., the principal components with . = 1, ..., ., with . + 1, ..., . ≡ ., and with . + 1, ..., . each reveal asymptotically distinctive features. Thus . = 1, ..., . has been di作者: 刺激 時(shí)間: 2025-3-25 09:51
David C. Mowery,W. Edward Steinmuellermacroeco-nomic studies involving about 100 to 200 quarterly observations. The present chapter presents our simulation studies for the case where . = 2, . = 2, . = 100 or 200, and . = [. (.)] with . = 0.5. Section 8.1 will describe seven DGPs that incorporate a variety of structures of deterministic 作者: Statins 時(shí)間: 2025-3-25 12:02 作者: 易怒 時(shí)間: 2025-3-25 16:29
978-4-431-65914-3Springer-Verlag Tokyo 2003作者: Cirrhosis 時(shí)間: 2025-3-25 23:31
Introduction,The rest of this section consists of an expository explanation of co-trending and presentation of highlights of the authors’ results. In Section 1.2 the literature on the relations among trends will be reviewed. We have explored a number of different approaches before settling on the one in this boo作者: ESPY 時(shí)間: 2025-3-26 01:30
Co-trending,Direct modelling is divided into the parametric approach and the non-parametric approach. The parametric approach is based on a list of parametrically specified functions of time, which will be called trend functions, while the non-parametric approach does not use such functions. We begin with the n作者: 疼死我了 時(shí)間: 2025-3-26 04:58
Statistics from the Data Covariance Matrix,(i) the eigenvalue itself, (ii) the eigenvector associated with it, and (iii) the principal component associated with it form one set of statistics. Altogether . sets of statistics are available, and they are ordered in descending order in terms of the eigenvalues. In Section 3.1 below, the relation作者: 增長(zhǎng) 時(shí)間: 2025-3-26 12:08 作者: CALL 時(shí)間: 2025-3-26 13:01
Unit Root Tests,nd the multivariate unit root tests are considered. The univariate unit root test, which is the well known method in Perron (1989), is expected to be applied to each individual principal component in Group ⊥, one principal component in Group 2 when . = 1, and each individual component in Group 1. Th作者: nitroglycerin 時(shí)間: 2025-3-26 17:25 作者: conservative 時(shí)間: 2025-3-27 00:57 作者: 爭(zhēng)吵加 時(shí)間: 2025-3-27 02:00
Statistics from the Data Covariance Matrix,atistics represent the relations that hold among the deterministic trends but do not hold among the stochastic trends. Section 3.4 will show that the last . sets of statistics are related to the relations that hold among both the deterministic trends and the stochastic trends. Sections 3.5 and 3.6 w作者: 凹槽 時(shí)間: 2025-3-27 08:34
Unit Root Tests,tion 5.5, and our proof of its applicability to Group 2 will be given in Section 5.6. So far we have assumed that the correct division among Groups ⊥, 2, and 1 is known, and that the division is used to assign the correct unit root tests to the principal components. In Section 5.7, we shall analyse 作者: 脫毛 時(shí)間: 2025-3-27 10:22
Simulation Studies, table is arranged so that it can be easily compared with the tables of probabilities produced by simulations on finite sample sizes. In Section 8.3 we shall also give instruction on the last grouping method, which was left unclear in Chapter 7. Section 8.4 will present our simulations studies. The 作者: Immortal 時(shí)間: 2025-3-27 17:36
Co-trending: A Statistical System Analysis of Economic Trends作者: PHONE 時(shí)間: 2025-3-27 21:39 作者: 特征 時(shí)間: 2025-3-27 23:23 作者: obeisance 時(shí)間: 2025-3-28 03:46 作者: orthodox 時(shí)間: 2025-3-28 06:50 作者: 開玩笑 時(shí)間: 2025-3-28 12:31
cal inference on the parameters of relations among the deterministic trends. Co-trending is an important contribution to the fields of econometric methods, macroeconomics, and time series analyses..978-4-431-65914-3978-4-431-65912-9作者: encomiast 時(shí)間: 2025-3-28 17:32
10樓作者: CLAY 時(shí)間: 2025-3-28 22:47
10樓
