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One of the most frequently used class of processes in time series analysis is the one of linear processes. For many statistical quantities, among them sample autocovariances and sample autocorrelations, central limit theorems are available in the literature. We investigate classical linear processes under a nonstandard observation pattern; namely, we assume that we are only able to observe the linear process at a lower frequency. It is shown that such observation pattern destroys the linear structure of the observations and leads to substantially different asymptotic results for standard statistical quantities. Central limit theorems are given for sample autocovariances and sample autocorrelations as well as more general integrated periodograms and ratio statistics. Moreover, for specific autoregressive processes, the possibilities to estimate the parameters of the underlying autoregression from lower frequency observations are addressed. Finally, we suggest for autoregressions of order 2 a valid bootstrap procedure. A small simulation study demonstrates the performance of the bootstrap proposal for finite sample size. 相似文献
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Grewal Dhruv Noble Stephanie M. Roggeveen Anne L. Nordfalt Jens 《Journal of the Academy of Marketing Science》2020,48(1):96-113
Journal of the Academy of Marketing Science - This paper introduces a conceptual framework for understanding new and futuristic in-store technology infusions. First, we develop a... 相似文献
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There have been ongoing discussions within the WTO Doha Round on Trade Facilitation and the wider Aid for Trade agenda to assist developing countries in reducing behind‐the‐border restrictions and to help them benefit from trade reform. Our paper contributes to this debate by analyzing the impact of foreign aid spent on Aid for Trade and Trade Facilitation on the costs of trading. In our empirical investigation, we conduct a panel data estimation for a sample of 99 developing countries for the period 2004–2009. Overall, we find that our aid measures are negatively associated with the costs of trading. 相似文献
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In the course of the reconstruction of the European financial supervisory framework all level 3-committees (namely CEIOPS for the insurance sector) were re-established as fully-fledged authorities of the European Union. These authorities are granted authority to take decisions with immediate effect towards national supervisors. The European Financial Supervisory Authorities, however, form but the upper level of the European micro-prudential supervisory system. The day-to-day supervision of the financial markets will remain to be vested in the national supervisory authorities. By retaining a system, in which the financial supervision takes place primarily at the national level, one also remains to be faced with problems, where insurance undertakings or insurance groups act under the jurisdiction of several national supervisors. Disagreements between these supervisors will, thus, remain to be commonplace. In order to dissolve such disputes, the European legislator has provided for a formalised dispute resolution procedure in granting EIOPA a power to settle disagreements. 相似文献
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The demographic change and its consequences forces citizens of Germany to realign towards private insurance products. This decision should be based on structured analyses. Most recent studies were inconclusive regarding this decision.As investments are commonly compared using average developments of the underlying, the possibility to switch the underlying during the duration of the investment, they are not represented accordingly and therefore bias the results of the calculation. We perform a thorough simulation analysis to compare two competing investments for retirement provisions while respecting additional costs and tax implications of switching.Without any switching the evaluation of other studies is generally verified (pure investment beats insurance product). But as soon as switching is implemented the tax advantage of insurance products is overcompensating the cost advantage of a pure investment solution. Further research should aim in this direction. 相似文献
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Nigel D. Caldwell Jens K. Roehrich Andrew C. Davies 《Journal of Purchasing & Supply Management》2009,15(3):178-186
This paper takes as its starting point the fact that complex projects, interpreted as multiple dependent interactions between many stakeholders over time, challenge traditional procurement practices based on the serial purchase of discrete components. The paper examines how the procurement management of such projects – procuring complex performance – can be conducted. The paper utilises two contrasting case study examples of high-profile UK construction project procurement. The findings suggest that the choice of mechanisms or interfaces for the governance of upstream supply relationships critically relates to subsequent performance. The theoretical contribution is a fusion of procurement literature with the influential CoPS literature. 相似文献
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A bstract . The economy and economics are important fields in Talcott Parsons's work. Parsons's contributions on this subject were, however, mostly critically received in the new economic sociology. In this article, main points of criticism of Parsons's economic sociology will be discussed and the question asked whether the importance of Parsons's works in economic sociology was adequately treated. It will be demonstrated that the critical assessments was based for the most part on theoretical conceptions Parsons developed during his structural-functionalist period. Hence the assessments neglected to discuss the theory of expressive-symbolic communication of affect that Parsons developed in his later systems-functionalist period. However, precisely these later theoretical developments correlate directly with the concept of social embeddedness as a key concept in the new economic sociology. A stronger linking with this development in Parsons's theory could bring economic sociology closer to finding a foundation in action theory, which has been missing up to the present. 相似文献