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Chapter 11 Heteroskedasticity 11.1 White's test for heteroskedasticity For a model with het eroskedasticity
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CHAPTER 10 GENERALIZED LEAST SQUARES ESTIMATION Chapter 10 Generalized Least Squares Estimation 10.1 Model
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A recent study of controlled release of a model small-molecule drug from poly(lactide-co-glycolide) microspheres prepared by the single-emulsion method found that the diffusion constant of the drug through the polymer was best related to the polymers molecular weight according
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Brannon-Peppas theory of swelling in ionic hydrogels Original theory for elastic networks developed by Flory and Mehrer, refined for treatment of ionic hydrogels by Brannon-Peppas and Peppas Other theoretical treatments Derivation of ionic hydrogel swelling Model structure of the system
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The Two-Factor Hul-white Model (equation 24.1, page 571) dx=0(0)+u-ax dt +o,dz1 du= -but +o,dz, where=f(r and the correlation between dz, and dz, is p The short rate reverts to a level dependent on u, and u itself is mean reverting
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The Stock Price Assumption Consider a stock whose price is s In a short period of time of length 8t, the return on the stock is normally distributed
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A Simple Binomial model A stock price is currently $20 In three months it will be either $22 or
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Analyze/ General linear Model/ Univariate 4 Univariate
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Goal Develop the Solow Growth Model How much of the economy's output should be consumed today and how much should be saved for the future? Static analysis(Ch. 3)> Dynamic
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Solow growth model 1. Production function(total; per capita) 2. Savings investment schedule 3. Depreciation 4. Steady state 5. Golden rule 6. Path from one steady state to the Golden Rule steady state
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