Página 1 dos resultados de 312 itens digitais encontrados em 0.016 segundos

- OXFORD UNIV PRESS; OXFORD
- Biblioteca Digitais de Teses e Dissertações da USP
- Universidade de São Paulo (USP)
- São Paulo - Escola Superior de Agricultura "Luiz de Queiroz"
- Oxford University Press
- Banco Mundial
- Center for Applied Economics and Policy Research
- Universidade Cornell
- Universidade de São Paulo. Escola Superior de Agricultura Luiz de Queiroz
- London School of Economics and Political Science Thesis
- Mais Publicadores...

## Regularity at infinity of real mappings and a Morse-Sard theorem

Fonte: OXFORD UNIV PRESS; OXFORD
Publicador: OXFORD UNIV PRESS; OXFORD

Tipo: Artigo de Revista Científica

ENG

Relevância na Pesquisa

55.84%

#GENERALIZED CRITICAL-VALUES#POLYNOMIAL-MAPPINGS#INTEGRAL CLOSURE#BIFURCATION SET#EQUISINGULARITY#SINGULARITIES#TOPOLOGY#HYPERSURFACES#MODULES#SINGULARIDADES#MATHEMATICS

We prove a new Morse-Sard-type theorem for the asymptotic critical values of semi-algebraic mappings and a new fibration theorem at infinity for C-2 mappings. We show the equivalence of three different types of regularity conditions which have been used in the literature in order to control the asymptotic behaviour of mappings. The central role of our picture is played by the p-regularity and its bridge toward the rho-regularity which implies topological triviality at infinity.; French grant; French grant [ANR-08-JCJC-0118-01]; CAPES [Proc. 2929/10-04]; CAPES; FAPESP; FAPESP [Proc. 2008/10563-4, Proc. 08/54222-6]; CNPq [Proc. 303774/2008-8]; CNPq

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## Regularity at infinity and global fibrations of real algebraic maps; Regularidade no infinito e fibrações globais de aplicações algébricas reais

Fonte: Biblioteca Digitais de Teses e Dissertações da USP
Publicador: Biblioteca Digitais de Teses e Dissertações da USP

Tipo: Tese de Doutorado
Formato: application/pdf

Publicado em 28/02/2013
EN

Relevância na Pesquisa

45.88%

#Asymptotic critical values#Atypical values#Bifurcation values#Condição de regularidade no infinito#Fecho integral#Integral closure#Morse-Sard type theorem#Regularity conditions at infinity#Teoremas tipo Morse-Sard#Valores atípicos#Valores críticos assintóticos

Let f : 'K POT. ' be a 'C POT. 2' semi-algebraic mapping for K = R and a polynomial mapping for K = C. It is well-known that f is a locally trivial topological fibration over the complement of the bifurcation set B(f), also called atypical set. In this work, we consider the notion of t-regularity and 'ho E'-regularity to study the bifurcation set of semi-algebraic mappings f : 'R POT. n' 'ARROW' 'R POT. p' and polynomial mappings f : 'C POT. n' 'ARROW' 'C POT. p'. We show that t-regularity is equivalent to regularity conditions at infinity which have been used by Rabier (1997), Gaffney (1999), Kurdyka, Orro and Simon (2000) and Jelonek (2003) in order to control the asymptotic behaviour of mappings. In addition, we prove that t-regularity implies 'ho E'-regularity. The 'ho E'-regularity enables one to define the set of asymptotic non 'ho E'-regular values S(f) 'This contained' ' K POT. p', and the set 'A IND. 'ho E'' := f(Singf) U S(f). For 'C POT. 2' semi-algebraic mappings f : 'R POT. n' ARROW ' 'R POT. p' and polynomial mappings f : 'C POT. n' 'ARROW' 'C POT. p', based on a partial Thom stratification at infinity, we rove that S(f) and 'A IND. ho E' are closed real semi-algebraic sets of dimension at most p - 1 (real dimension at most 2p - 2...

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## Critical points in logistic growth curves and treatment comparisons

Fonte: Universidade de São Paulo (USP)
Publicador: Universidade de São Paulo (USP)

Tipo: Artigo de Revista Científica
Formato: 308-312

ENG

Relevância na Pesquisa

35.85%

Several biological phenomena have a behavior over time mathematically characterized by a strong increasing function in the early stages of development, then by a less pronounced growth, sometimes showing stability. The separation between these phases is very important to the researcher, since the maintenance of a less productive phase results in uneconomical activity. In this report we present methods of determining critical points in logistic functions that separate the early stages of growth from the asymptotic phase, with the aim of establishing a stopping critical point in the growth and on this basis determine differences in treatments. The logistic growth model is fitted to experimental data of imbibition of arariba seeds (Centrolobium tomentosum). To determine stopping critical points the following methods were used: i) accelerating growth function, ii) tangent at the inflection point, iii) segmented regression; iv) modified segmented regression; v) non-significant difference; and vi) non-significant difference by simulation. The analysis of variance of the abscissas and ordinates of the breakpoints was performed with the objective of comparing treatments and methods used to determine the critical points. The methods of segmented regression and of the tangent at the inflection point lead to early stopping points...

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## Critical points in logistic growth curves and treatment comparisons

Fonte: São Paulo - Escola Superior de Agricultura "Luiz de Queiroz"
Publicador: São Paulo - Escola Superior de Agricultura "Luiz de Queiroz"

Tipo: Artigo de Revista Científica
Formato: text/html

Publicado em 01/10/2012
EN

Relevância na Pesquisa

35.85%

Several biological phenomena have a behavior over time mathematically characterized by a strong increasing function in the early stages of development, then by a less pronounced growth, sometimes showing stability. The separation between these phases is very important to the researcher, since the maintenance of a less productive phase results in uneconomical activity. In this report we present methods of determining critical points in logistic functions that separate the early stages of growth from the asymptotic phase, with the aim of establishing a stopping critical point in the growth and on this basis determine differences in treatments. The logistic growth model is fitted to experimental data of imbibition of araribá seeds (Centrolobium tomentosum). To determine stopping critical points the following methods were used: i) accelerating growth function, ii) tangent at the inflection point, iii) segmented regression; iv) modified segmented regression; v) non-significant difference; and vi) non-significant difference by simulation. The analysis of variance of the abscissas and ordinates of the breakpoints was performed with the objective of comparing treatments and methods used to determine the critical points. The methods of segmented regression and of the tangent at the inflection point lead to early stopping points...

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## Reconsidering the asymptotic null distribution of likelihood ratio tests for genetic linkage in multivariate variance components models under complete pleiotropy

Fonte: Oxford University Press
Publicador: Oxford University Press

Tipo: Artigo de Revista Científica

EN

Relevância na Pesquisa

35.91%

Accurate knowledge of the null distribution of hypothesis tests is important for valid application of the tests. In previous papers and software, the asymptotic null distribution of likelihood ratio tests for detecting genetic linkage in multivariate variance components models has been stated to be a mixture of chi-square distributions with binomial mixing probabilities. For variance components models under the complete pleiotropy assumption, we show by simulation and by theoretical arguments based on the geometry of the parameter space that all aspects of the previously stated asymptotic null distribution are incorrect—both the binomial mixing probabilities and the chi-square components. Correcting the null distribution gives more conservative critical values than previously stated, yielding P values that can easily be 10 times larger. The true mixing probabilities give the highest probability to the case where all variance parameters are estimated positive, and the mixing components show severe departures from chi-square distributions. Thus, the asymptotic null distribution has complex features that raise challenges for the assessment of significance of multivariate linkage findings. We propose a method to generate an asymptotic null distribution that is much faster than other empirical methods such as permutation...

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## A Practical Comparison of the Bivariate Probit and Linear IV Estimators

Fonte: Banco Mundial
Publicador: Banco Mundial

Relevância na Pesquisa

35.84%

#ASYMPTOTIC DISTRIBUTION#BOOTSTRAP#CONFIDENCE INTERVALS#CRITICAL VALUE#CRITICAL VALUES#DEGREES OF FREEDOM#DEVELOPMENT RESEARCH#DISTRIBUTION FUNCTION#DUMMY VARIABLE#ECONOMETRICS#ENDOGENOUS REGRESSORS

This paper presents asymptotic theory
and Monte-Carlo simulations comparing maximum-likelihood
bivariate probit and linear instrumental variables
estimators of treatment effects in models with a binary
endogenous treatment and binary outcome. The three main
contributions of the paper are (a) clarifying the
relationship between the Average Treatment Effect obtained
in the bivariate probit model and the Local Average
Treatment Effect estimated through linear IV; (b) comparing
the mean-square error and the actual size and power of tests
based on these estimators across a wide range of parameter
values relative to the existing literature; and (c)
assessing the performance of misspecification tests for
bivariate probit models. The authors recommend two changes
to common practices: bootstrapped confidence intervals for
both estimators, and a score test to check goodness of fit
for the bivariate probit model.

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## Specification Tests of Parametric Dynamic Conditional Quantiles

Fonte: Center for Applied Economics and Policy Research
Publicador: Center for Applied Economics and Policy Research

Tipo: Trabalho em Andamento
Formato: 360981 bytes; application/pdf

EN_US

Relevância na Pesquisa

35.79%

#CAEPR#Center for Applied Economics and Policy Research#Omnibus tests#Conditional quantiles#Nonlinear time series#Empirical processes#Quantile processes#Subsampling#Value-at-Risk#Tail Risk#Econometrics

This article proposes omnibus specification tests of parametric dynamic quantile regression models. Contrary to the existing procedures, we allow for a flexible and general specification framework where a possibly continuum of quantiles are simultaneously specified. This is the case for many econometric applications for both time series and cross section data which require a global diagnostic tool. We study the asymptotic distribution of the test statistics under fairly weak conditions on the serial dependence in the underlying data generating process. It turns out that the asymptotic null distribution depends on the data generating process and the hypothesized model. We propose a subsampling procedure for approximating the asymptotic critical values of the tests. An appealing property of the proposed tests is that they do not require estimation of the non-parametric (conditional) sparsity function. A Monte Carlo study compares the proposed tests and shows that the asymptotic results provide good approximations for small sample sizes. Finally, an application to some European stock indexes provides evidence that our methodology is a powerful and flexible alternative to standard backtesting procedures in evaluating market risk by using information from a range of quantiles in the lower tail of returns.

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## Change point analysis of second order characteristics in non-stationary time series

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 30/03/2015

Relevância na Pesquisa

35.84%

An important assumption in the work on testing for structural breaks in time
series consists in the fact that the model is formulated such that the
stochastic process under the null hypothesis of "no change-point" is
stationary. This assumption is crucial to derive (asymptotic) critical values
for the corresponding testing procedures using an elegant and powerful
mathematical theory, but it might be not very realistic from a practical point
of view.
This paper develops change point analysis under less restrictive assumptions
and deals with the problem of detecting change points in the marginal variance
and correlation structures of a non-stationary time series. A CUSUM approach is
proposed, which is used to test the "classical" hypothesis of the form $H_0:
\theta_1=\theta_2$ vs. $H_1: \theta_1 \not =\theta_2$, where $\theta_1$ and
$\theta_2$ denote second order parameters of the process before and after a
change point. The asymptotic distribution of the CUSUM test statistic is
derived under the null hypothesis. This distribution depends in a complicated
way on the dependency structure of the nonlinear non-stationary time series and
a bootstrap approach is developed to generate critical values. The results are
then extended to test the hypothesis of a {\it non relevant change point}...

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## Reconsidering the asymptotic null distribution of likelihood ratio tests for genetic linkage in multivariate variance components models

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Relevância na Pesquisa

35.91%

Accurate knowledge of the null distribution of hypothesis tests is important
for valid application of the tests. In previous papers and software, the
asymptotic null distribution of likelihood ratio tests for detecting genetic
linkage in multivariate variance components models has been stated to be a
mixture of chi-square distributions with binomial mixing probabilities. Here we
show, by simulation and by theoretical arguments based on the geometry of the
parameter space, that all aspects of the previously stated asymptotic null
distribution are incorrect--both the binomial mixing probabilities and the
chi-square components. Correcting the null distribution gives more conservative
critical values than previously stated, yielding P values that can easily be
ten times larger. The true mixing probabilities give the highest probability to
the case where all variance parameters are estimated positive, and the mixing
components show severe departures from chi-square distributions. Thus, the
asymptotic null distribution has complex features that raise challenges for the
assessment of significance of multivariate linkage findings. We propose a
method to generate an asymptotic null distribution that is much faster than
other empirical methods such as gene-dropping...

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## Dispersion Relation of a Ferrofluid Layer of Any Thickness and Viscosity in a Normal Magnetic Field; Asymptotic Regimes

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 03/06/1997

Relevância na Pesquisa

35.81%

We have calculated the general dispersion relationship for surface waves on a
ferrofluid layer of any thickness and viscosity, under the influence of a
uniform vertical magnetic field. The amplification of these waves can induce an
instability called peaks instability (Rosensweig instability). The expression
of the dispersion relationship requires that the critical magnetic field and
the critical wavenumber of the instability depend on the thickness of the
ferrofluid layer. The dispersion relationship has been simplified into four
asymptotic regimes: thick or thin layer and viscous or inertial behaviour. The
corresponding critical values are presented. We show that a typical parameter
of the ferrofluid enables one to know in which regime, viscous or inertial, the
ferrofluid will be near the onset of instability.; Comment: 21 pages, 6 eps figures, Latex, to be published in Journal de
Physique II

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## Testing for Homogeneity in Mixture Models

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Relevância na Pesquisa

35.84%

Statistical models of unobserved heterogeneity are typically formalized as
mixtures of simple parametric models and interest naturally focuses on testing
for homogeneity versus general mixture alternatives. Many tests of this type
can be interpreted as $C(\alpha)$ tests, as in Neyman (1959), and shown to be
locally, asymptotically optimal. These $C(\alpha)$ tests will be contrasted
with a new approach to likelihood ratio testing for general mixture models. The
latter tests are based on estimation of general nonparametric mixing
distribution with the Kiefer and Wolfowitz (1956) maximum likelihood estimator.
Recent developments in convex optimization have dramatically improved upon
earlier EM methods for computation of these estimators, and recent results on
the large sample behavior of likelihood ratios involving such estimators yield
a tractable form of asymptotic inference. Improvement in computation efficiency
also facilitates the use of a bootstrap methods to determine critical values
that are shown to work better than the asymptotic critical values in finite
samples. Consistency of the bootstrap procedure is also formally established.
We compare performance of the two approaches identifying circumstances in which
each is preferred.

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## Bifurcation set, M-tameness, Asymptotic critical values and Newton polyhedrons

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Relevância na Pesquisa

55.77%

Let $F=(F_1, F_2, ..., F_m): \mathbb{C}^n \to \mathbb{C}^m$ be a polynomial
dominant mapping with $n>m$. In this paper we give the relations between the
bifurcation set of $F$ and the set of values where $F$ is not M-tame as well as
the set of generalized critical values of $F$. We also construct explicitly a
proper subset of $\mathbb{C}^m$ in terms of the Newton polyhedrons of $F_1,
F_2, ..., F_m$ and show that it contains the bifurcation set of $F$. In the
case $m= n-1$ we show that $F$ is a locally $C^{\infty}$-trivial fibration if
and only if it is a locally $C^0$-trivial fibration.; Comment: 12 pages; accepted for publication in Kodai M. J. Add comment in
Remark 2.1, Remark 3.5 and correct Definition 3.2

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## Counting Meromorphic Functions with Critical Points of Large Multiplicities

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 02/09/2002

Relevância na Pesquisa

35.8%

We study the number of meromorphic functions on a Riemann surface with given
critical values and prescribed multiplicities of critical points and values.
When the Riemann surface is $\CP^1$ and the function is a polynomial, we give
an elementary way of finding this number.
In the general case, we show that, as the multiplicities of critical points
tend to infinity, the asymptotic for the number of meromorphic functions is
given by the volume of some space of graphs glued from circles. We express this
volume as a matrix integral.; Comment: 30 pages, 7 figures, a .tar.gz file

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## Critical dynamics and effective exponents of magnets with extended impurities

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 24/06/2005

Relevância na Pesquisa

35.89%

We investigate the asymptotic and effective static and dynamic critical
behavior of (d=3)-dimensional magnets with quenched extended defects,
correlated in $\epsilon_d$ dimensions (which can be considered as the
dimensionality of the defects) and randomly distributed in the remaining
$d-\epsilon_d$ dimensions. The field-theoretical renormalization group
perturbative expansions being evaluated naively do not allow for the reliable
numerical data. We apply the Chisholm-Borel resummation technique to restore
convergence of the two-loop expansions and report the numerical values of the
asymptotic critical exponents for the model A dynamics. We discuss different
scenarios for static and dynamic effective critical behavior and give values
for corresponding non-universal exponents.; Comment: 12 pages, 6 figures

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## Effective and Asymptotic Critical Exponents of Weakly Diluted Quenched Ising Model: 3d Approach Versus $\epsilon^{1/2}$-Expansion

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Relevância na Pesquisa

45.84%

We present a field-theoretical treatment of the critical behavior of
three-dimensional weakly diluted quenched Ising model. To this end we analyse
in a replica limit n=0 5-loop renormalization group functions of the
$\phi^4$-theory with O(n)-symmetric and cubic interactions (H.Kleinert and
V.Schulte-Frohlinde, Phys.Lett. B342, 284 (1995)). The minimal subtraction
scheme allows to develop either the $\epsilon^{1/2}$-expansion series or to
proceed in the 3d approach, performing expansions in terms of renormalized
couplings. Doing so, we compare both perturbation approaches and discuss their
convergence and possible Borel summability. To study the crossover effect we
calculate the effective critical exponents providing a local measure for the
degree of singularity of different physical quantities in the critical region.
We report resummed numerical values for the effective and asymptotic critical
exponents. Obtained within the 3d approach results agree pretty well with
recent Monte Carlo simulations. $\epsilon^{1/2}$-expansion does not allow
reliable estimates for d=3.; Comment: 35 pages, Latex, 9 eps-figures included. The reference list is
refreshed and typos are corrected in the 2nd version

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## Critical values of random analytic functions on complex manifolds

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 19/12/2012

Relevância na Pesquisa

45.86%

We study the asymptotic distribution of critical values of random holomorphic
`polynomials' s_n on a Kaehler manifold M as the degree n tends to infinity. By
`polynomial' of degree n we mean a holomorphic section of the nth power of a
positive Hermitian holomorphic line bundle $(L, h). In the special case M =
CP^m and L = O(1), and h is the Fubini-Study metric, the random polynomials are
the SU(m + 1) polynomials. By a critical value we mean the norm ||s_n||_h of
s_n at a non-zero critical point of the norm. The metric and Kahler form endow
the polynomials with a Hilbert space structure and we consider the associated
Gaussian random polynomials and the spherical ensemble where ||s_n|| = 1 is
chosen from Haar measure. Our main result is that the expected limit
distribution of critical values as n tends to infinity in the spherical
ensemble is universal (i.e. is independent of the choice of h), and we give an
explicit formula for it. The limit distribution is the same as for suitably
normalized Gaussian measures.; Comment: 27 pages, 1 figure. The ensembles are the same as in prior articles
of the second author with M. R. Douglas and B. Shiffman, Critical points and
supersymmetric vacua, II: Asymptotics and extremal metrics,
arXiv:math/0406089

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## Asymptotic expansions in $n^{-1}$ for percolation critical values on the $n$-cube and $\mathbb{Z}^n$

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 08/01/2004

Relevância na Pesquisa

45.84%

We use the lace expansion to prove that the critical values for
nearest-neighbour bond percolation on the $n$-cube $\{0,1\}^n$ and on
$\mathbb{Z}^n$ have asymptotic expansions, with rational coefficients, to all
orders in powers of $n^{-1}$.; Comment: 26 pages, 2 figures

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## Effective critical behaviour of diluted Heisenberg-like magnets

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 22/06/2005

Relevância na Pesquisa

35.84%

In agreement with the Harris criterion, asymptotic critical exponents of
three-dimensional (3d) Heisenberg-like magnets are not influenced by weak
quenched dilution of non-magnetic component. However, often in the experimental
studies of corresponding systems concentration- and temperature-dependent
exponents are found with values differing from those of the 3d Heisenberg
model.
In our study, we use the field--theoretical renormalization group approach to
explain this observation and to calculate the effective critical exponents of
weakly diluted quenched Heisenberg-like magnet. Being non-universal, these
exponents change with distance to the critical point $T_c$ as observed
experimentally. In the asymptotic limit (at $T_c$) they equal to the critical
exponents of the pure 3d Heisenberg magnet as predicted by the Harris
criterion.; Comment: 15 pages, 4 figures

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## Critical points in logistic growth curves and treatment comparisons

Fonte: Universidade de São Paulo. Escola Superior de Agricultura Luiz de Queiroz
Publicador: Universidade de São Paulo. Escola Superior de Agricultura Luiz de Queiroz

Tipo: info:eu-repo/semantics/article; info:eu-repo/semantics/publishedVersion; ; ; ; ;
Formato: application/pdf

Publicado em 01/10/2012
ENG

Relevância na Pesquisa

35.85%

Several biological phenomena have a behavior over time mathematically characterized by a strong increasing function in the early stages of development, then by a less pronounced growth, sometimes showing stability. The separation between these phases is very important to the researcher, since the maintenance of a less productive phase results in uneconomical activity. In this report we present methods of determining critical points in logistic functions that separate the early stages of growth from the asymptotic phase, with the aim of establishing a stopping critical point in the growth and on this basis determine differences in treatments. The logistic growth model is fitted to experimental data of imbibition of araribá seeds (Centrolobium tomentosum). To determine stopping critical points the following methods were used: i) accelerating growth function, ii) tangent at the inflection point, iii) segmented regression; iv) modified segmented regression; v) non-significant difference; and vi) non-significant difference by simulation. The analysis of variance of the abscissas and ordinates of the breakpoints was performed with the objective of comparing treatments and methods used to determine the critical points. The methods of segmented regression and of the tangent at the inflection point lead to early stopping points...

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## Testing fractional integration in macroeconomic time series.

Fonte: London School of Economics and Political Science Thesis
Publicador: London School of Economics and Political Science Thesis

Tipo: Thesis; NonPeerReviewed
Formato: application/pdf

Publicado em //1998
EN

Relevância na Pesquisa

35.84%

This thesis concentrates on testing fractional (and seasonally fractional) integration and cointegration in macroeconomic time series. Fractional integration has recently emerged in the literature as an alternative plausible way of modelling economic series, and here we focus mainly on some empirical applications of a testing procedure suggested by Robinson (1994c) for testing unit roots and other nonstationary hypotheses in raw time series. These tests, described in Chapter 2, are asymptotically most powerful against fractional alternatives, have asymptotic critical values given by a chi-squared distribution, and allow great flexibility in the choice of null and alternative hypotheses, which can entail one or more integer or fractional roots of arbitrary order anywhere on the unit circle in the complex plane. In Chapter 2 we also make some simulations, comparing the size-corrected versions of the tests with those based on asymptotic critical values, and other existing unit root tests. The tests of Robinson (1994c) are applied in Chapter 3 to an extended version of the data set used by Nelson and Plosser (1982). These are fourteen U.S. macroeconomic variables in annual data, and we focus here on cases where the root is located at zero frequency. In Chapter 4 we concentrate on seasonality. Robinson's (1994c) tests are now applied to quarterly U.K. and Japanese consumption and income series...

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