Roots and models
نویسندگان
چکیده
منابع مشابه
Explosive Roots in Level Vector Autoregressive Models ∗
Level vector autoregressive (VAR) models are used extensively in empirical macroeconomic research. However, estimated level VAR models may contain explosive roots, which is at odds with the widespread consensus among macroeconomists that roots are at most unity. This paper investigates the frequency of explosive roots in estimated level VAR models in the presence of stationary and nonstationary...
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This chapter investigates the robustness of impulse response estimators to near unit roots and near cointegration in VAR models. We compare estimators based on VAR specifications determined by pre-tests for unit roots and cointegration as well as unrestricted VAR specifications in levels. Our main finding is that the impulse response estimators obtained from the levels specification tend to be ...
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Over an algebraic field K with discrete valuation, we study the line bundles on a smooth curve CK whose rth power is isomorphic to a given line bundle FK . For FK = O, these objects form a finite group K-scheme O/r; furthermore, as soon as the degree of FK is a multiple of r, we get a finite K-torsor FK/r under the group scheme O/r. On the discrete valuation ring R ⊂ K, there exist Néron models...
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It has been recently discovered in the context of the six vertex or XXZ model in the fundamental representation that new symmetries arise when the anisotropy parameter (q + q−1)/2 is evaluated at roots of unity qN = 1. These new symmetries have been linked to an U(A (1) 1 ) invariance of the transfer matrix and the corresponding spin-chain Hamiltonian. In this paper these results are generalize...
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ژورنال
عنوان ژورنال: AI & society
سال: 2023
ISSN: ['0951-5666', '1435-5655']
DOI: https://doi.org/10.1007/s00146-023-01701-5