The total carbon column observing network. Philos. Transact. Royal Soc. A: Math. Phys. Eng. Sci. 369, 2087–2112 (2011). Wang, N., Wen, T. & Zhu, Z. An estimation of regional emission intensity of coal mine methane based on coefficient‐intensity factor methodology using China as a ...
In this model, the estimated coefficient of the intercept (α) is expected to equal zero. However, a significantly positive or negative intercept implies that a portfolio yields a higher abnormal return or lower abnormal return in the market. Further, it also explains the overperformance or ...
A box plot provides the information necessary to compute the Pearson's coefficient of skewness. a. True b. False How would a Q-Q plot look if the disturbance terms have a kurtosis much smaller than three, but no skewness? a. Points would generally fall below ...
Regarding the estimates of the model, we find that the coefficient for Market is always positive and statistically significant for classical methodology and for the resampling technique. The estimate varies between 0.950.95 and 0.450.45, but it is, in general, higher for portfolios with high ...
For ℎ=2, the coefficient of 𝑘TCD in Δ𝜋ℎT,𝑖 equals 1 (see Table 2), so the T-agent i is tempted to change to D if she has enough TCD-neighbors. Instead of exploiting them at the first round of the predictive horizon and being exploited at the second (alternate ...
A Simple Test for Heteroscedasticity and Random Coefficient Variation. Econometrica 1979, 47, 1287. [Google Scholar] [CrossRef] Caudill, S.B.; Ford, J.M.; Gropper, D.M. Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity. J. Bus. Econ. Stat. ...