analysis and results section
Báo cáo hóa học: " Binary De Bruijn sequences for DS-CDMA systems: analysis and results" pptx
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... RESEARCH Open Access
Binary De Bruijn sequences for DS-CDMA
systems: analysis and results
Susanna Spinsante
*
, Stefano Andrenacci and Ennio Gambi
Abstract
Code division multiple access (CDMA) using ... downlink or in the uplink sections. Similar
to the previous test, we compare De Bruijn sequences to
Gold codes in the uplink section, and to the OVSF
codes in the downlink section, and consider the case ... by
adopting OVSF sequences in the dowlink section, Gold
sequences in the uplink section, and to the ideal beha-
vior of the system (no interference). Some results are
also provided, related to the...
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Comprehensive Capital Analysis and Review 2012: Methodology and Results for Stress Scenario Projections pptx
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06/03/2014, 09:20
... securities, and trading, private equity, and derivatives exposures, both in
the aggregate and for individual BHCs. The final part of the section then reports projections of pre-
provision net revenue and ... activities; and other factors affecting losses, revenue,
and expenses. This section describes the input data provided by the BHCs and the approach the Federal
Reserve took in designing and implementing ... characteristics, business
activities, and current and historical performance of the BHCs. Together, the aggregate and BHC-specific
Comprehensive Capital Analysis and Review 2012
Table 2: Projected...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Overview pps
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06/07/2014, 08:20
... chapter
number followed by section number and, sometimes, subsection number. Therefore,
Section 6.3 refers to Section 3 in Chapter 6, and Section 13.8.3 refers to Subsection 3
of Section 8 in Chapter ... semiparametric and nonparametric methods. General surveys of semi-
parametric and nonparametric methods are available in Volume 4 of the Handbook
of Econometricssee Powell (1994) and Ha
ă
rdle and Linton ... bootstrap method of inference and
confidence interval construction can improve on asymptotic analysis. Volume 4 of
the Handbook of Econometrics and Volume 11 of the Handbook of Statistics contain
nice...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 1 pot
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... with
Eu
i
ịẳ0 and Varu
i
ịẳs
2
is vacuous in a random sampling context. Viewing the
x
i
as random draws along with y
i
forces us to think about the relationship between
the error and the explanatory ... the time series dimension and let the cross section dimension grow. The
research on asymptotic analysis with these kinds of panel data sets is still in its early
stages, and it requires special ... special limit theory. See, for example, Quah (1994), Pesaran
and Smith (1995), Kao (1999), and Phillips and Moon (1999).
1.2.2 Asymptotic Analysis
Throughout this book we focus on asymptotic properties,...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 2 pdf
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... on x
1
and x
2
, x
1
x
2
has zero mean and is
uncorrelated with x
1
and x
2
.)
d. Why is equation (2.47) generally more useful than equation (2.48)?
2.4. For random scalars u and v and a random ... Expectations
2.2.1 Definition and Examples
Let y be a random variable, which we refer to in this section as the explained variable,
and let x 1 x
1
; x
2
; ; x
K
ị be a 1 K random vector of explanatory ... jx; zị and Vary jxị are both constant, what can you say about
the relationship between Varu
1
ị and Varu
2
ị? (Hint: Use Property CV.4 in the
appendix.)
2.6. Let x be a 1 Â K random vector, and...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 3 ppt
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06/07/2014, 08:20
... Estimators and Test Statistics
In this section, we apply the previous concepts to sequences of estimators. Because
estimators depend on the random outcomes of data, they are properly viewed as
random ... (fx
N
g is big oh p one).
If c
N
is a nonrandom sequence, then c
N
ẳ O
p
1ị if and only if c
N
ẳ O1ị; c
N
ẳ o
p
1ị
if and only if c
N
ẳ o1ị. A simple, and very useful, fact is that if a sequence ... z
0
N
V
À1
z
N
@
a
w
2
K
).
lemma 3.7: Let fx
N
g and fz
N
g be sequences of K Â1 random vectors. If z
N
!
d
z
and x
N
À z
N
!
p
0, then x
N
!
d
z.
Lemma 3.7 is called the asymptotic equivalence lemma. In Section 3.5.1 we discuss
generally...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 4 ppt
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... jx
1
; x
2
ị, and let a
2
be the same for x
2
. Find a
1
and a
2
in terms
of the b
j
and m
j
.
b. Rewrite the regression function so that a
1
and a
2
appear directly. (Note that m
1
and m
2
will ... x
3
; ; x
K
are observable random scalars (that is, we can observe
them in a random sample of the population), u is the unobservable random distur-
bance or error, and b
0
; b
1
; b
2
; ; b
K
are ... White standard errors or Huber standard errors, or some hyphenated
combination of the names Eicker, Huber, and White. It is probably best to just call
them heteroskedasticity-robust standard errors,...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 5 doc
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... urban, and black. First use IQ
as q
1
and then KWW. Include in the z
h
the variables meduc, feduc, and sibs. Discuss
the results.
5.8. Consider a model with unobserved heterogeneity (q) and measurement ... several other controls. In the equation with experience and its
square, a black indicator, southern and urban indicators, and regional and urban
indicators for 1966, the instrumental variables ... large sample
size and zero correlation between the instruments and error, we should not use too
many overidentifying restrictions.
Staiger and Stock (1997) provide a theoretical analysis of the...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 6 ppt
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... educ and u
1
may be correlat ed. The
instruments for educ are parents’ education and husband’s education. So, we first
regress educ on 1, exper, exper
2
, motheduc, fatheduc, and huseduc and obtain ... cross section analysis can be applied to
pooled cross sections, including corrections for heteroskedasticity, specification test-
ing, instrumental variables, and so on. But in using pooled cross sections, ... Avarẵ
N
p
^
bb
OLS
bị, and C is the asymptotic covariance
between
N
p
^
bb
2SLS
bị and
N
p
^
bb
OLS
bị. You can stack the formulas for the
2SLS and OLS estimators and show that C ẳ s
2
ẵEx
0
x
ị
1
Ex
0
xịẵEx
0
xị
1
ẳ
s
2
ẵEx
0
xị
1
ẳ...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 7 pot
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... POLS.1 and POLS.3 both hold, and standard
OLS statistics can be used for inference.
The following example is similar in spirit to an analysis of Maloney and McCormick
(1993), who use a large random ... variables spring and frstsem from re-
gression (7.76), since these are identically unity and zero, respectively, in the spring
semester. We obtain
^
rr
1
ẳ :194 and t
^
rr
1
ẳ 3:18, and so the null ... Assumptions SOLS.1 and SOLS.2
and diagonality of W. Suppose that
^
WW is estimated in an unrestricted manner, so
that FGLS and OLS are not algebraically equivalent. Show that OLS and FGLS are
N
p
-asymptotically...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 8 pdf
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06/07/2014, 08:20
... change across
g, and s
gh
ẳ Covu
g
; u
h
ị can diÔer across g and h.
The system homoskedasticity as sumption (8.37) necessarily holds when the instru-
ments Z
i
are treated as nonrandom and Varu
i
ị ... on W)?
8.7. With definitions (8.14) and (8.15), show that system 2SLS and 3SLS are
numerically identical whenever
^
WW is a diagonal matrix.
8.8. Consider the standard panel data model introduced ... asymptotic standard errors of the optimal GMM estimator. This esti-
mator is called a minimum chi-square estimator, for reasons that will become clear in
Section 8.5.2.
When Z
i
ẳ X
i
and th e
^
uu
i
are...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 9 doc
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06/07/2014, 08:20
... g
12
,
g
13
, and d
11
: (1) Regress open on 1, logpcincị and loglandị, and obtain the tted
values, o
^
ppen. (2) Regress inf on 1, o
^
ppen, o
^
ppenị
2
, and logpcincị. Compare the results
with ... discovered independently by Hansen (1982) and White
(1982b), and it follows from the discussion in Section 8.6. Expand ing the IV list to
arbitrary functions of z and applying full GMM is not used very ... ỵd
11
logpcincịỵu
1
open ẳ d
20
ỵ g
21
inf ỵd
21
logpcincịỵd
22
loglandịỵu
2
Assuming that pcinc (per capita income) and land (land area) are exogenous, under
what assumption is the first equation...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 10 pdf
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06/07/2014, 08:20
... Methods
10.4.1 Estimation and Inference under the Basic Random EÔects Assumptions
As with pooled OLS, a random eÔects analysis puts c
i
into the error term. In fact,
random eÔects analysis imposes more ... the stan-
dard random and xed eÔects assumption that the u
it
are serially uncorrelated.
An alternative to computing robust standard errors and test statistics is to use
an FDGLS analysis under ... appears to have a pattern diÔerent from
the random eÔects pattern . As a middle ground between a traditional random eÔects
analysis and a full-blown FGLS analysis, we might specify a particular structure...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 11 pot
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06/07/2014, 08:20
... y
i0
ị are IV candidates because Du
it
is uncorrelated with y
i; tÀh
, h b 2.
Anderson and Hsiao (1982) suggested pooled IV with instruments y
i; tÀ2
or Dy
i; tÀ2
,
whereas Arellano and Bond (1991) ... x
i
^
bb
FE
ị.
b. In the random trend model, how would you estimate m
g
ẳ Eg
i
ị?
11.5. A random eÔects analysis of model (11.43) would add Ea
i
jz
i
; x
i
ịẳEa
i
ịẳ
a to Assumption FE.1
0
and, to Assumption ... estimated eÔect is large and statistically
significant. The estimation method Friedberg uses is the one we discuss in the next
subsection.
In using the random trend or random growth model for program...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 12 doc
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06/07/2014, 08:20
... (1987), Gallant
and White (1988), and White (1994). See Andrews (1989) for innovative suggestions
for using local power analysis in applied work.
12.7 Optimization Methods
In this section we briefly ... example,
Davidson and MacKinnon (1993), Bera and McKenzie (1986), Orme (1990), and
Chesher and Spady (1991).
The Hessian form of the LM statistic uses
~
MM ẳ
P
N
iẳ1
~
HH
i
, and it has a few ... B
o
, C
o
, and d
o
, and can be esti-
mated by using consistent estimators of A
o
, B
o
, and C
o
. When we add assumption
(12.53), then the special versions of the Wald and LM statistics and the...
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