Predictability in international asset returns : a re-examination [PDF]
, 1999 This paper argues that inferring long-horizon asset-return predictability from the properties of vector autoregressive (VAR) models on relatively short spans of data is potentially unreliable.
Neely, Christopher J., Weller, Paul A.
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Vibration of a Flexible Hanging Chain with a Mass on the End in a Nonstationary Regime of the Motion Mechanism in Hoisting Machines [PDF]
Journal of Applied and Computational MechanicsThe article is focused on the vibrations of a heavy chain with a mass on the end when the hoisting machines are in a nonstationary regime of motion, assuming that motor or brake torque is a linear function of the speed of the motion mechanism.
Vassil Zlatanov, Svetoslav Nikolov
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Unitary transformations depending on a small parameter [PDF]
, 2011 We formulate a unitary perturbation theory for quantum mechanics inspired by the LieDeprit formulation of canonical transformations. The original Hamiltonian is converted into a solvable one by a transformation obtained through a Magnus expansion. This
Oteo, J. A. +5 more
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Small Concentration Asymptotics and Instrumental Variables Inference [PDF]
Poskitt and Skeels (2005) provide a new approximation to the sampling distribution of the IV estimator in a simultaneous equations model, the approximation is appropriate when the concentration parameter associated with the reduced form model is small ...
C.L. Skeels, D.S. Poskitt
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Pseudodifferential operators with generalized symbols and regularity theory
Electronic Journal of Differential Equations, 2005 We study pseudodifferential operators with amplitudes $a_varepsilon (x,xi)$ depending on a singular parameter $varepsilon o 0$ with asymptotic properties measured by different scales.
Claudia Garetto +2 more
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Small-x evolution of jet quenching parameter
Physics Letters B, 2015 Concept of transverse deflection probability of a parton that travels through strongly interacting medium, recently introduced by D'Eramo, Liu and Rajagopal, have been used to derive high energy evolution equation for the jet quenching parameter in stochastic multiple scatterings regime. Jet quenching parameter, ${\hat q}(x)$, appears to evolve with $x$
openaire +4 more sources
Parameter misspecification and robust monetary policy rules [PDF]
In this paper, I evaluate the performance deterioration that occurs when the central bank employs an optimal targeting rule that is based on incorrect parameter values.
Walsh, Carl E.
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The topic-prominence parameter
, 2013 This article aims to recast the properties of topic-prominent languages and their differences from subject-prominent languages as documented in the functionalist literature into the framework of the Principle-and-Parameter approach.
Xu, Liejiong
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A small serving of mash: (Quantum) algorithms for SPDH-Sign with small parameters
Journal of Mathematical CryptologyAbstract We find an efficient method to solve the semidirect discrete logarithm problem (SDLP) over finite nonabelian groups of order p
Andrew Mendelsohn +2 more
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Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. [PDF]
This paper presents a new approximation to the exact sampling distribution of the instrumental variables estimator in simultaneous equations models. It differs from many of the approximations currently available, Edgeworth expansions for example, in that
C. L. Skeels, D. S. Poskitt
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