Ch.8 Nonspherical Disturbance This chapter will assume that the full ideal conditions hold except that the covari- ance matrix of the disturbance, i.e. E(EE)=02Q2, where Q is not the identity matrix. In particular, Q may be nondiagonal and / or have unequal diagonal ele- ments Two cases we shall consider in details are heteroscedasticity and auto-
Testing for a Fractional Unit Root in Time Series Regression Chingnun Lee, Tzu-Hsiang Liao2 and Fu-Shuen Shie Inst. of Economics, National Sun Yat-sen Univ Kaohsiung, Taiwan Dept. of Finance, National Central Univ, Chung-Li, Taiwan
Welcome to Introduction to Algorithms, Fall 2001 Handouts 1. Course Information 2. Calendar 3. Registration (MIT students only) 4. References 5. Objectives and Outcomes 6. Diagnostic Survey
The divide-and-conquer design paradigm 1. Divide the problem(instance) into subproblems 2. Conquer the subproblems by solving them recursively 3. Combine subproblem solutions
How fast can we sort? All the sorting algorithms we have seen so far are comparison sorts: only use comparisons to determine the relative order of elements E. g, insertion sort, merge sort, quicksort heapsort The best worst-case running time that weve seen for comparison sorting is O(nIgn) Is o(nlgn) the best we can do?