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Ch. 21 Univariate Unit Root process 1 Introduction Consider OLS estimation of a AR(1)process, Yt= pYt-1+ut where ut w ii d (0, 0), and Yo=0. The OLS estimator of p is given by and we also have

1、农田水分消耗的主要途径 A 植株蒸腾(transpirarion) B 棵间蒸发(evaporation) C深层渗漏

1 技术参数: 沟长、入沟流量 A 计划灌水定额＝t时间内入渗水量＋沟中蓄水量

Ch. 22 Unit root in Vector Time series 1 Multivariate Wiener Processes and multivari- ate FCLT Section 2.1 of Chapter 21 described univariate standard Brownian motion W(r) as a scalar continuous-time process(W: rE0, 1-R). The variable W(r) has a N(O, r)distribution across realization, and for any given realization, w(r) is continuous function of the date r with independent increments. If a set of k such independent processes, denoted

Ch. 3 Estimation 1 The Nature of statistical Inference It is argued that it is important to develop a mathematical model purporting to provide a generalized description of the data generating process. A prob bility model in the form of the parametric family of the density functions p=f(:0),0E e and its various ramifications formulated in last chapter

习题解答 1、试从图示各构件中A点处取出单元体,并表明单元体各面上的应力

Eco514 Game Theory Lecture 12: Repeated Games(1) Marciano Siniscalchi October 26, 1999 Introduction [By and large, I will follow OR, Chap. 8, so I will keep these notes to a minimum.] The theory of repeated games is double-edged sword. On one hand, it indicates how payoff profiles that are not consistent with Nash equilibrium in a simultaneous-move game might be achieved when the latter is played repeatedly, in a manner consistent with Nash or

Fixed -universe successor problem Goal: maintain a dynamic subset s of size n of the universe 0=10, 1,.,u-1 of size u subject to these operations INSERT(X∈U\\S): Add x to s DELETE(X E S): Remove x from S