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111.
E. Reschenhofer 《Statistical Papers》1994,35(1):309-322
The suitability of autoregressive fractionally integrated moving average (ARFIMA) processes for the modeling of US aggregate output is examined. We consider the two most widely used methods for the estimation of the fractionally differencing parameter and discuss the empirical results obtained by applying these methods to the quarterly post-war real GNP as well as to the quarterly post-war real GNP per capita. Contrary to previous findings, we conclude that evidence for a fractional degree of integration is poor. 相似文献
112.
113.
114.
Russia’s role in ‘animation’ of the Kyoto Protocol was crucial. Its initial vacillation on ratification was predominantly
due to political bargaining with the EU. Domestic economic rationales [i.e. impacts of emission trading and Joint Implementation
(JI) projects] were important to a much lesser extent and environmental motives did not seem to play any role in the decision.
Since the Protocol entered into force, there have been significant delays in complete establishment of policy implementation
frameworks, which are necessary for Russia to start benefiting from JI and emission trading. Only recently, in 2007, have
GHG inventories and a national registry been established and the responsibilities for implementation of the Protocol and JI
among the government departments have been distributed only to a certain extent. Some constraints hindering JI projects, such
as vague legislation, an unfavourable economic climate, lack of commitment to JI projects, corruption, xenophobia, state and
agency ‘capture’ still remain.
相似文献
115.
This article introduces a new model for transaction prices in the presence of market microstructure noise in order to study the properties of the price process on two different time scales, namely, transaction time where prices are sampled with every transaction and tick time where prices are sampled with every price change. Both sampling schemes have been used in the literature on realized variance, but a formal investigation into their properties has been lacking. Our empirical and theoretical results indicate that the return dynamics in transaction time are very different from those in tick time and the choice of sampling scheme can therefore have an important impact on the properties of realized variance. For RV we find that tick time sampling is superior to transaction time sampling in terms of mean-squared-error, especially when the level of noise, number of ticks, or the arrival frequency of efficient price moves is low. Importantly, we show that while the microstructure noise may appear close to IID in transaction time, in tick time it is highly dependent. As a result, bias correction procedures that rely on the noise being independent, can fail in tick time and are better implemented in transaction time. 相似文献
116.
Laura Bernardi Andreas Klärner Holger von der Lippe 《Revue europeenne de demographie》2008,24(3):287-313
This article contributes to the ongoing debate on the economic determinants of fertility behavior by addressing the role of
job insecurity in couples’ intentions concerning parenthood and its timing. It starts from the hypothesis that cultural values
moderate individuals’ reactions to job insecurity and the way it is related to family formation. With a systematic thematic
content analysis of a set of semi-structured interviews with childless men and women around the age of 30 in eastern and western
Germany, we are able to show that there are substantial differences in the consequences of job insecurity on intentions to
have a first child. In western Germany, a relatively secure job career is expected to precede family formation, and this sequence
of transitions is rather rigid, whereas in eastern Germany job security and family formation are thought of and practiced
as parallel investments. We suggest that the lack of convergence in family formation patterns between eastern and western
Germany after the unification of the country in 1990 is partially related to different attitudes toward job insecurity in
the two contexts. 相似文献
117.
118.
Michael Kohler 《AStA Advances in Statistical Analysis》2008,92(2):153-178
American options in discrete time can be priced by solving optimal stopping problems. This can be done by computing so-called
continuation values, which we represent as regression functions defined recursively by using the continuation values of the
next time step. We use Monte Carlo to generate data, and then we apply smoothing spline regression estimates to estimate the
continuation values from these data. All parameters of the estimate are chosen data dependent. We present results concerning
consistency and the estimates’ rate of convergence. 相似文献
119.
V. Scott H. Solberg Aaron H. Carlstrom Kimberly A. S. Howard Janice E. Jones 《The Career development quarterly》2007,55(4):313-327
Using cluster analysis, 789 predominately Latino and African American high school youth were classified into varying academic at‐risk profiles using self‐reported levels of academic confidence, motivation to attend school, perceived family support, connections with teachers and peers, and exposure to violence. Six clusters emerged, 5 of which were identified as “at‐risk.” The clusters were examined in relation to academic stress, health status, grades, and school retention. Exposure to violence was one distinguishing feature of youth identified as most vulnerable, vulnerable, and resilient; however, youth identified as resilient recorded better academic outcomes. 相似文献
120.
This paper proposes an experimental test to evaluate the performance of the serial cost sharing rule, originally proposed
by Shenker [Sigmetrics, 241–242 (1990)] and then analyzed by Moulin and Shenker [Econometrica 60, 1009–1037 (1992)]. We report
measures of the performance and efficiency of the serial mechanism by comparing the choices and payoffs attained by the subjects
to the expected equilibrium allocations. Experimental evidence shows that learning is needed for the subjects to converge
to the equilibrium strategy. However, in terms of efficiency, the serial mechanism leads to almost efficient allocations. 相似文献