On first and second order stationarity of random coefficient models

On First and Second Order Stationarity of Random Coefficient Models

We give conditions for first and second order stationarity of mixture autoregressive processes and discuss related, sometimes confusing, results for such models. We obtain a simple condition for positive definiteness of the solution of a generalisation of the Stein’s equation with semidefinite right-hand side and apply it to second order stationarity. The said condition may be of independent in...

Dynamic Random Coefficient Models A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models

In this note we look at sufficient conditions for stationarity of a simple random coefficient model and find that this model is guaranteed to be stationary under strict conditions. JEL codes: C22

effects of first language on second language writing-a preliminary contrastive rhetoric study of farsi and english

to explore the idea the investingation proposed, aimed at finding whether the performances of the population of iranians students studying english in an efl context are consistent in l1 and l2 writing taks and whether there is a cross-linguistic transfer in this respect. in this regard the subjects were instructed to write four compositions-two in english and two in farsi-which consisted of an ...

On the second order first zagreb index

Inspired by the chemical applications of higher-order connectivity index (or Randic index), we consider here the higher-order first Zagreb index of a molecular graph. In this paper, we study the linear regression analysis of the second order first Zagreb index with the entropy and acentric factor of an octane isomers. The linear model, based on the second order first Zag...

Autoregressive Gaussian Random Vectors of First Order