We propose and derive the asymptotic distribution of a tapered narrow-band least squares estimator (NBLSE) of the cointegration parameter in the framework of fractional cointegration. This tapered estimator is invariant to deterministic polynomial trends. In particular, we allow for arbitrary linear time trends that often occur in practice. Our simulations show that, in the case of no determini...

BACKGROUND Transformation of the dependent cost variable is often used to solve the problems of heteroscedasticity and skewness in linear ordinary least square regression of health service cost data. However, transformation may cause difficulties in the interpretation of regression coefficients and the retransformation of predicted values. AIMS OF THE STUDY The study compares the advantages a...

A practical synthesis of polyhydroxy- and regiospecifically methylated flavone-3-ols which are components of commercial 'seabuckthorn flavone' has been achieved by modified Algar-Flynn-Oyamada method. Antioxidant activities of seabuckthorn extracts, isolated products and a number of flavone-3-ols have been determined. Structure-activity relationships have been discussed. Amongst the compounds t...

Ridge regression is often the method of choice in ill–conditioned systems. A canonical form identifies regions in the parameter space where Ordinary Least Squares (OLS) is problematic. A curious but unrecognized property of ridge solutions emerges: Under spherical errors with or without moments, the relative concentrations of the canonical estimators reverse as the ridge scalar evolves, the est...

A simple and efficient FeCl(3)-promoted cyclization/chlorination of cyclic tosylamine-tethered 8-aryl-2-en-7-yn-1-ols was observed. The reaction proceeded instantaneously at 23 °C in air to afford (Z)-4-(arylchloromethylene)-substituted azaspirocycles in good to excellent yields. This transformation can also be applied to the synthesis of spirocarbocyclic analogues from cyclic 8-aryl-2-en-7-yn-...

Cross sectional estimation of convergence regressions is known to be hazardous if there is convergence towards heterogeneous steady state values. In this paper, Monte Carlo methods are used to investigate the implications of this parameter heterogeneity problem. The cross sectional and pooled OLS estimators are compared with a panel estimator which is unaffected by heterogeneity. If there is he...

When independent variables have high linear correlation in a multiple linear regression model, we can have wrong analysis. It happens if we do the multiple linear regression analysis based on common Ordinary Least Squares (OLS) method. In this situation, we are suggested to use ridge regression estimator. We conduct some simulation study to compare the performance of ridge regression estimator ...

در این تحقیق به مقایسه تحلیلی و عددی آبشار جریان برگشتی مدل R با آبشارهای Q QI سیستم‌­های چندجزیی پایدار پرداخته می‌­شود. راستا برای اولین بار کدهای جهت طراحی منظور کد نرم‌افزار متلب نوشته شده‌­اند. نتایج نشان می‌­دهد که دو جزء 1k 2k از خوراک Nc جزء، تعداد معدودی قابل تعریف است همگی حالات خاصی می­‌باشد. هم‌­چنین یافته‌­ها مجموع مقدار برش جزیی همیشه برابر یک است. طریق داده می‌­شود صورتی میانگین ...