Results 1 - 10 of 10,978

Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests, With an Application to the PPP Hypothesis; New Results. Working paper

by Peter Pedroni , 1997
"... We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed ..."
Abstract - Cited by 529 (13 self) - Add to MetaCart
fixed effects and trend terms, and we consider both pooled within dimension tests and group mean between dimension tests+ We derive limiting distributions for these and show that they are normal and free of nuisance parameters+ We also provide Monte Carlo evidence to demonstrate their small sample size

Determining Lyapunov Exponents from a Time Series

by Alan Wolf, Jack B. Swift, Harry L. Swinney, John A. Vastano - Physica , 1985
"... We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to the exponentially fast divergence or convergence of n ..."
Abstract - Cited by 495 (1 self) - Add to MetaCart
We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to the exponentially fast divergence or convergence

Time series tests of endogenous growth models

by Charles I. Jones - Quarterly Journal of Economics , 1995
"... According to endogenous growth theory, permanent changes in certain policy variables have permanent effects on the rate of economic growth. Empirically, however, U. S. growth rates exhibit no large persistent changes. Therefore, the determinants of long-run growth highlighted by a specific growth mo ..."
Abstract - Cited by 440 (0 self) - Add to MetaCart
model must similarly exhibit no large persistent changes, or the persistent movement in these variables must be offsetting. Otherwise, the growth model is inconsistent with time series evidence. This paper argues that many AK-style models and R&D-based models of endogenous growth are rejected

Space/Time Trade-offs in Hash Coding with Allowable Errors

by Burton H. Bloom - Communications of the ACM , 1970
"... this paper trade-offs among certain computational factors in hash coding are analyzed. The paradigm problem considered is that of testing a series of messages one-by-one for membership in a given set of messages. Two new hash- coding methods are examined and compared with a particular conventional h ..."
Abstract - Cited by 2097 (0 self) - Add to MetaCart
this paper trade-offs among certain computational factors in hash coding are analyzed. The paradigm problem considered is that of testing a series of messages one-by-one for membership in a given set of messages. Two new hash- coding methods are examined and compared with a particular conventional

Testing for Common Trends

by James H. Stock, Mark W. Watson - Journal of the American Statistical Association , 1988
"... Cointegrated multiple time series share at least one common trend. Two tests are developed for the number of common stochastic trends (i.e., for the order of cointegration) in a multiple time series with and without drift. Both tests involve the roots of the ordinary least squares coefficient matrix ..."
Abstract - Cited by 464 (7 self) - Add to MetaCart
Cointegrated multiple time series share at least one common trend. Two tests are developed for the number of common stochastic trends (i.e., for the order of cointegration) in a multiple time series with and without drift. Both tests involve the roots of the ordinary least squares coefficient

A Practical Guide to Wavelet Analysis

by Christopher Torrence, Gilbert P. Compo , 1998
"... A practical step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Nio-- Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choice of an appropriate wavelet basis function, edge effects due to finite-length t ..."
Abstract - Cited by 869 (3 self) - Add to MetaCart
-length time series, and the relationship between wavelet scale and Fourier frequency. New statistical significance tests for wavelet power spectra are developed by deriving theoretical wavelet spectra for white and red noise processes and using these to establish significance levels and confidence

An inventory for measuring clinical anxiety: Psychometric properties

by Aaron T. Beck, Norman Epstein, Gary Brown, Robert A. Steer - JOURNAL OF CONSULTING AND CLINICAL PSYCHOLOGY , 1988
"... The development of a 2 l-item self-report inventory for measuring the severity of anxiety in psychia-ric populations i described. The initial item pool f86 items was drawn from three preexisting scales: the Anxiety Checklist, the Physician's Desk Reference Checklist, and the Situational Anxiety ..."
Abstract - Cited by 778 (1 self) - Add to MetaCart
Anxiety Checklist. A series of analyses was used to reduce the item pool. The resulting Beck Anxiety Inventory (BAI) is a 21-item scale that showed high internal consistency (a =.92) and test-retest reliability over 1 week, r(81) =.75. The BAI discriminated anxious diagnostic groups (panic disorder

Mining Frequent Patterns without Candidate Generation: A Frequent-Pattern Tree Approach

by Jiawei Han, Jian Pei, Yiwen Yin, Runying Mao - DATA MINING AND KNOWLEDGE DISCOVERY , 2004
"... Mining frequent patterns in transaction databases, time-series databases, and many other kinds of databases has been studied popularly in data mining research. Most of the previous studies adopt an Apriori-like candidate set generation-and-test approach. However, candidate set generation is still co ..."
Abstract - Cited by 1752 (64 self) - Add to MetaCart
Mining frequent patterns in transaction databases, time-series databases, and many other kinds of databases has been studied popularly in data mining research. Most of the previous studies adopt an Apriori-like candidate set generation-and-test approach. However, candidate set generation is still

Sequential minimal optimization: A fast algorithm for training support vector machines

by John C. Platt - Advances in Kernel Methods-Support Vector Learning , 1999
"... This paper proposes a new algorithm for training support vector machines: Sequential Minimal Optimization, or SMO. Training a support vector machine requires the solution of a very large quadratic programming (QP) optimization problem. SMO breaks this large QP problem into a series of smallest possi ..."
Abstract - Cited by 461 (3 self) - Add to MetaCart
is avoided, SMO scales somewhere between linear and quadratic in the training set size for various test problems, while the standard chunking SVM algorithm scales somewhere between linear and cubic in the training set size. SMO’s computation time is dominated by SVM evaluation, hence SMO is fastest

Inference in Linear Time Series Models with Some Unit Roots,”

by Christopher A Sims , AND Jamws H Stock , Mark W Watson1 - Econometrica , 1990
"... This paper considers estimation and hypothesis testing in linear time series models when some or all of the variables have unit roots. Our motivating example is a vector autoregression with some unit roots in the companion matrix, which might include polynomials in time as regressors. In the genera ..."
Abstract - Cited by 390 (14 self) - Add to MetaCart
This paper considers estimation and hypothesis testing in linear time series models when some or all of the variables have unit roots. Our motivating example is a vector autoregression with some unit roots in the companion matrix, which might include polynomials in time as regressors
Results 1 - 10 of 10,978