The order of integration for quarterly macroeconomic time series: A simple testing strategy

An empirical example and a simulation study show that much more attention should be devoted to the practical issue of selecting the maximum admissible order of integration for quarterly macroeconomic time series. In fact, it is shown that when that order is too high, one may get (spurious) evidence for an excessive number of unit roots, resulting in an overdifferenced series. Besides introducing a simple and intuitive definition for the order of integration of quarterly time series, this paper also presents a simple testing strategy to determine that order for the case of macroeconomic data.Helpful comments and suggestions from João Santos Silva and Paulo Rodrigues are gratefully acknowledged. I am also grateful to two anonymous referees, whose comments and suggestions helped improving this paper. Obviously, the usual disclaimer applies. This work has also benefited from financial support from Fundação para a Ciência e Tecnologia (FCT), through Programa POCTI (ECO/33778/2000). A previous version of this paper was presented at the Royal Economic Society Conference, March 2002, Warwick.     

网络-信道联合编码的DmF协作通信技术

提出了一种采用网络-信道编码的解调前传(DmF)协作通信方案。与译码前传（DF）相比, DmF协作方式在中继处只对信号进行解调而非译码,因此,大大降低了中继节点的复 杂度。在由两个用户、一个中继节点和一个基站组成的通信模型中,采用LDPC信道编码 与网络编码结合的方式,构造了一种DmF协作传输方式。在基站处,通过构造的〖WTHX〗H〖 WTBZ〗矩阵对 来自两用户及中继的信号进行联合译码。仿真结果表明：所给方案的性能优于非协作方 式及无网络编码的协作通信方式,随着信噪比的增加这种优势会更加明显;另外,DmF的性 能与DF的非常接近,但其设备复杂度却大大降低,因此DmF比DF方式更具实用性。 同时,该方案在降低设备复杂度、减少延迟、有效对抗无线信道慢衰落、提高通信性能及频 谱利用率等方面都是非常有效的。     

基于微分几何的平面天线阵列测向精度研究

利用阵列流形的微分几何作为分析工具,构造了实际使用中常见的平面天线阵的几何结构,并对这些阵列结构的测向精度进行了研究和全面仿真。通过比较各种天线阵几何结构的优劣,可以从中选择一种合适的、最优的阵列结构,避免设计的盲目性和随意性。这为超分辨阵列结构的选择和设计提供了一条有效的途径,在实际应用中将具有十分重要的参考价值。     

单位根的DF、ADF检验与PP检验比较研究

在检验时间趋势之前，先确定在时间序列中是否存在单位根（unitroot），只有在单位根假设被拒绝后，才能用带趋势的稳定过程。单位根检验之所以引起广泛兴趣，是因为许多经济时间序列被变换为对数形式后都含有单位根。