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Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests, With an Application to the PPP Hypothesis; New Results. Working paper
, 1997
"... We examine properties of residualbased tests for the null of no cointegration for dynamic panels in which both the shortrun dynamics and the longrun slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed ..."
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Cited by 529 (13 self)
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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
 Physica
, 1985
"... We present the first algorithms that allow the estimation of nonnegative 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 ..."
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Cited by 495 (1 self)
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We present the first algorithms that allow the estimation of nonnegative 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
 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 longrun growth highlighted by a specific growth mo ..."
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Cited by 440 (0 self)
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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 AKstyle models and R&Dbased models of endogenous growth are rejected
Space/Time Tradeoffs in Hash Coding with Allowable Errors
 Communications of the ACM
, 1970
"... this paper tradeoffs among certain computational factors in hash coding are analyzed. The paradigm problem considered is that of testing a series of messages onebyone for membership in a given set of messages. Two new hash coding methods are examined and compared with a particular conventional h ..."
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Cited by 2097 (0 self)
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this paper tradeoffs among certain computational factors in hash coding are analyzed. The paradigm problem considered is that of testing a series of messages onebyone 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
 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 ..."
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Cited by 464 (7 self)
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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
, 1998
"... A practical stepbystep 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 finitelength t ..."
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Cited by 869 (3 self)
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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
 JOURNAL OF CONSULTING AND CLINICAL PSYCHOLOGY
, 1988
"... The development of a 2 litem selfreport inventory for measuring the severity of anxiety in psychiaric 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 ..."
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Cited by 778 (1 self)
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Anxiety Checklist. A series of analyses was used to reduce the item pool. The resulting Beck Anxiety Inventory (BAI) is a 21item scale that showed high internal consistency (a =.92) and testretest reliability over 1 week, r(81) =.75. The BAI discriminated anxious diagnostic groups (panic disorder
Mining Frequent Patterns without Candidate Generation: A FrequentPattern Tree Approach
 DATA MINING AND KNOWLEDGE DISCOVERY
, 2004
"... Mining frequent patterns in transaction databases, timeseries databases, and many other kinds of databases has been studied popularly in data mining research. Most of the previous studies adopt an Apriorilike candidate set generationandtest approach. However, candidate set generation is still co ..."
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Cited by 1752 (64 self)
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Mining frequent patterns in transaction databases, timeseries databases, and many other kinds of databases has been studied popularly in data mining research. Most of the previous studies adopt an Apriorilike candidate set generationandtest approach. However, candidate set generation is still
Sequential minimal optimization: A fast algorithm for training support vector machines
 Advances in Kernel MethodsSupport 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 ..."
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Cited by 461 (3 self)
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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,”
 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 ..."
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Cited by 390 (14 self)
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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
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10,978