Estimation and Inference with Weak, Semi-Strong, and Strong Identification
نویسندگان
چکیده
منابع مشابه
To “ Estimation and Inference with Weak , Semi - Strong , and Strong Identification ”
7. Outline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 8. Supplemental Appendix A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 8.1. Description of Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 8.2. Assumption V1 for Vector β . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 ...
متن کاملStrong Topological Regularity and Weak Regularity of Banach Algebras
In this article we study two different generalizations of von Neumann regularity, namely strong topological regularity and weak regularity, in the Banach algebra context. We show that both are hereditary properties and under certain assumptions, weak regularity implies strong topological regularity. Then we consider strong topological regularity of certain concrete algebras. Moreover we obtain ...
متن کاملWEAK AND STRONG DUALITY THEOREMS FOR FUZZY CONIC OPTIMIZATION PROBLEMS
The objective of this paper is to deal with the fuzzy conic program- ming problems. The aim here is to derive weak and strong duality theorems for a general fuzzy conic programming. Toward this end, The convexity-like concept of fuzzy mappings is introduced and then a speci c ordering cone is established based on the parameterized representation of fuzzy numbers. Un- der this setting, duality t...
متن کاملWeak and Semi-strong Form Stock Return Predictability Revisited
__________________________________________________________________________________ This paper makes indirect inference about the time-variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances. The evidence reveals more predictability as more information is used, and no evidence that predictability has diminished in recent year...
متن کاملWeak-Form and Semi-Strong-Form Stock Return Predictability Revisited
T paper makes indirect inference about the time variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances. The evidence reveals more predictability as more information is used, and there is no evidence that predictability has diminished in recent years. Semi-strong-form evidence suggests that time variation in expected returns...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.1688963