نتایج جستجو برای: lag 1 serial correlation
تعداد نتایج: 3105351 فیلتر نتایج به سال:
We address the complex relationship between the stability, variability, and adaptability of psychological systems by decomposing the global variance of serial performance into two independent parts: the local variance (LV) and the serial correlation structure. For two time series with equal LV, the presence of persistent long-range correlations (or 1/ƒ β noise) increases the global variance. We...
Specification of a model is one of the most fundamental problems in econometrics. In most cases, specification tests are carried out in a piecemeal fashion, for example, testing the presence of one-effect at a time ignoring the potential presence of other forms of misspecification. It is also much to expect from a practioners to estimate a complex general model and then to carry out specificati...
We suggest a connection between the pulse paradigm at gamma-ray energies and the recently demonstrated luminosity distribution in gamma-ray bursts: The spectral evolution timescale of pulse structures is anticorrelated with peak luminosity, and with quantities which might be expected to reflect the bulk relativistic Lorentz factor, such as spectral hardness ratio. We establish this relationship...
We present a new stabilization approach for nonlinear plants with a long input delay. The stabilization problem is complicated by the influence of an uncertain biased sinusoidal disturbance. The problem of control design is solved with using measurable state variables. The adaptive scheme allows to identify the frequency and other parameters of the external disturbance that are used in a reject...
Because serial correlation in linear panel-data models biases the standard errors and causes the results to be less efficient, researchers need to identify serial correlation in the idiosyncratic error term in a panel-data model. A new test for serial correlation in randomor fixed-effects one-way models derived by Wooldridge (2002) is attractive because it can be applied under general condition...
Rating agencies state that they take a rating action only when it is unlikely to be reversed shortly afterwards. Based on a formal representation of the rating process, I show that such a policy provides a good explanation for the empirical evidence: Rating changes occur relatively seldom, exhibit serial dependence, and lag changes in the issuers’ default risk. In terms of informational losses,...
We propose serial correlation robust asymptotic confidence bands for the receiver operating characteristic (ROC) curves estimated by quasi-maximum likelihood in the binormal model. Our simulation experiments confirm that this new method performs fairly well in finite samples. The conventional procedure is found to be markedly undersized in terms of yielding empirical coverage probabilities lowe...
1. Recent theoretical studies on population synchrony have focused on the role of dispersal, environmental correlation and density dependence in single species. Trophic interactions have received less attention. We explored how trophic interactions affect spatial synchrony. 2. We considered a host–parasitoid coupled map lattice to understand how the selforganizing spatial patterns generated by ...
Purpose: To determine the relationship between the high-frequency component of accommodative microfluctuation (HFC) and accommodative lag in presbyopic eyes and how they affect the subjective accommodation power with other ophthalmic factors, such as pupil diameter and corneal multifocality. Methods: Forty subjects (80 eyes) were included in this study, and the non-corrected distance and near v...
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