where [[tau].sup.([zeta]+1).sub.j] is the
error coefficient of the method.
To compare the models mean square
error coefficient of determination adjusted coefficient of determination and Durbin Watson autocorrelation values were used.
Large GARCH
error coefficient indicates that volatility reacts quite intensely to market movements.
The
error coefficient positions can be computed using the formula
TABLE A2 Journal of Risk Insurance (JRI) Coauthor Logit Regressions (Weight = Pages) Internet Effect Lagged Internet Effect Standard Standard Variables Coefficient
Error Coefficient Error Intercept -1.0411 0.8520 -3.0510 0.8406 *** Internet 1.6706 0.8600 * 3.6752 0.8496 *** Internet x 0.2596 0.1340 * 0.4548 0.1358 *** empirical Issue2 0.6836 0.0883 *** 0.6343 0.0887 *** Issue3 0.0504 0.0817 -0.0197 0.0820 Issue4 0.8554 0.0946 *** 0.7293 0.0958 *** Symposium 0.6554 0.1120 *** 0.6340 0.1100 *** Empirical 0.8581 0.0917 *** 0.7993 0.0847 *** Year effects Included Included -2 * Log likelihood 7096.997 7073.429 Note: Sample period: 1990 through 2003.
TABLE 1 The Effects of Policy on Private Economic Activity: 1979-97 Private Employment Private Capital Standard Coefficient
Error Coefficient Highway capital -0.1035 0.0348 0.0088 Water & sewer capital -0.0447 0.0161 -0.0093 Other S & L capital 0.0068 0.0216 0.0181 Sales tax 0.0295 0.1934 0.1243 Property tax -1.1244 0.1535 0.0439 Individual income tax -0.1630 0.1731 -0.0016 Corporate income tax 0.1758 0.4042 -0.0376 Net I.G.
TABLE 1 Estimates and Tests of Long-Run Relationships Equations 1 and 2 Panel A: Johansen Cointegration Test Statistic Number of 90 Percent Significance Cointegrating Vectors Trace Statistic Level (a) 0 114.17 89.48 1 65.71 64.84 2 42.67 43.95 3 23.31 26.79 4 6.29 13.33 5 0.12 2.69 Panel B: Estimates of Two Cointegrating Vectors Demand (Equation 1) Supply (Equation 2) Standard Standard Variable Coefficient
Error Coefficient Error Housing stock -4.197 0.985 -2.864 0.379 Consumption 3.431 0.716 -- -- User cost -0.029 0.024 -- -- Investment -- -- 2.864 0.379 Construction cost -- -- 4.545 0.553 Memo: Test of overidentifying restrictions Chi-square (3) = 2.38 p-value = 0.50 Source: Authors' calculations.
In the arrest-rate case, the measurement
error coefficient is -1 (i.e., in the regression ln([Gamma]) = [Beta]ln(1/[Gamma]), [Beta] = -1).
Set [[GAMMA].sub.W] = [[GAMMA].sub.PV] = 0.75 and the prediction
error coefficient is 0.9.
Seen from Figure 1, the error norm varies drastically with the positions of the frequency samples and the operating frequency, and the
error coefficient is not sensitive to ([t.sub.0],[t.sub.1],[t.sub.2]) and [f.sub.r].
The connector compensation technique can be used to absorb the transition discontinuity in the
error coefficient (calibration set).