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71.
针对API Spec 5L(44版)标准,简要分析了API 5L(44版)标准对于材料与理化试验方面与前一版本的变化。新版API 5L标准相比以前版本更加精简,实际使用更方便,在理化试验方面细节上变化较大,在焊管的实际生产应用中应予以注意。 相似文献
72.
Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data 总被引:1,自引:0,他引:1
This paper empirically tests the random walk and efficiency hypothesis for 12 Asia-Pacific foreign exchange markets. The hypothesis is tested using individual as well as panel unit root tests and two variance-ratio tests. The study covers the high (daily) and medium (weekly) frequency post-Asian crisis spot exchange rate data from January 1998 to July 2007. The inferential outcomes do not differ substantially between the unit root tests and the variance-ratio tests when using daily data but differ significantly when using weekly data. With the daily data, both types of unit root tests identify unit root components for all the series and two variance-ratio tests provide the evidence of martingale behavior for majority of the exchange rates tested. With the weekly data, panel unit root tests identify unit root component for the exchange rates and, the unit root tests on a single series basis identify unit root component for 10 foreign exchange markets. However, the variance-ratio tests reject the martingale null for the majority of the exchange rates when using weekly data. 相似文献
73.
Tsung-Shan Tsou 《Metrika》2006,64(3):333-349
Tsou (in comm Stat-Theor Math 32: 2013–2019, 2003) proposed a parametric robust procedure for testing the equality of two population variances. With large samples the proposed test remains valid under model misspecification. In this article the robust technique is further extended to the comparison of several population variances. More specifically the score test derived on the basis of normal models is adjusted to become robust. The adjusted robust test provides asymptotically valid inference so long as the true underlying distributions have finite fourth moments. Unlike most robust nonparametric approaches, this novel robust technique too provides legitimate variance estimates for estimators of the interested parameters. 相似文献
74.
Parameshwar V. Pandit 《Metrika》2006,64(3):379-387
Several authors in the literature have attempted the quantification of the concept of stochastic dependence for bivariate distribution. Two weighted rank tests for testing independence against a weighted contamination alternative is proposed and their distributional properties are studied. We also derived a locally most powerful rank test for the alternative setting. The rank tests proposed are shown to be asymptotic locally most powerful for specific distributions. 相似文献
75.
This article explains how to obtain straightforward extensions of the most popular univariate non‐nested statistics, and of the RESET‐test, to a multivariate context and examines how to use these tests to compare alternative factor demand systems. The empirical application involves the classical Berndt–Khaled KLEM data set. A statistically adequate specification is determined for each competing factor demand system. The empirical results are interpreted for each system, the models are compared on the basis of multivariate paired and joint non‐nested procedures and practical indications about what to expect if these tests are applied to alternative factor demand specifications are provided. 相似文献
76.
Recent contributions to the empirical growth literature show no tendency to convergence in specification, as researchers seek to identify new variables that can account for significant regional effects in earlier work. We conduct non-nested tests between the models of Barro (1997), Easterly and Levine (1997) and Sachs and Warner (1997). The data strongly prefer an encompassing model, but fail to reject any of the candidate models, implying that each model represents a partial truth. We identify a model that includes most (but not all) of the regressors in the candidate models and is robust to the inclusion of regional dummies. 相似文献
77.
Constrained M-estimators for regression were introduced by Mendes and Tyler in 1995 as an alternative class of robust regression
estimators with high breakdown point and high asymptotic efficiency. To compute the CM-estimate, the global minimum of an
objective function with an inequality constraint has to be localized. To find the S-estimate for the same problem, we instead
restrict ourselves to the boundary of the feasible region. The algorithm presented for computing CM-estimates can easily be
modified to compute S-estimates as well. Testing is carried out with a comparison to the algorithm SURREAL by Ruppert. 相似文献
78.
Jonathan L. Burke 《Economics Letters》1996,50(3):349-354
We generally establish equilibrium asset prices than can include price bubbles yet (a) be robust to truncations of the economy and (b) exclude trade in non-consumables, like money, stock certificates, or land deeds. 相似文献
79.
In this paper, we consider the case of finite time dimension in the panel stationarity tests with structural breaks. By fixing T, the finite sample properties of the tests for both micro (T small and N large) and macro (both T and N large) panel data are generally greatly improved. More importantly, the derivation of the tests for finite T and , as opposed to joint asymptotic where N and simultaneously, avoids the imposition of the rate condition making the test valid for any (T, N) blend. Four models corresponding to the usual combination of breaks are considered. The asymptotic distributions of the test are derived under the null hypothesis and are shown to be normally distributed. Their moments for T fixed are derived analytically employing Ghazal’s corollary 1. The case with unknown breaks is also considered. The proposed tests have generally empirical sizes that are very close to the nominal size. The Monte Carlo simulations show that the power of the test statistics increases substantially with N and T. 相似文献
80.
Peter Tillmann 《The German Economic Review》2012,13(1):86-102
This paper analyzes the persistence of inflation in the euro area and, in particular, whether the persistence properties have changed since the start of European Monetary Union(EMU). For that purpose, we compare pre‐ and post‐EMU inflation persistence, use rolling‐window estimates of persistence, and apply tests specifically designed to detect break dates near the end of the sample period. In contrast to previous research, we find that inflation persistence has fallen significantly since the start of EMU. Persistence of consumer price inflation, which is central to the European Central Bank's policy mandate, has fallen more than the persistence of deflator inflation. The drop in inflation persistence is consistent with the results from a simulated small New Keynesian model with a shift toward a more aggressive monetary policy stance. 相似文献