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Test of Random vs Fixed E§ects with Small Within Variation
Test of Random Fixed E§ects Small Within Variation
2015/9/18
Comparisons of within and between estimators using the conventional Hausman test may besubject to statistical problems if the within variation is not su￠ ciently large. Adopting an alternative asympto...
Truncated Variation, Upward Truncated Variation and Downward Truncated Variation of Brownian Motion with Drift - their Characteristics and Applications
Truncated Variation Brownian Motion Applications
2010/11/3
In [6] for c > 0 we defined truncated variation, T V c μ , of Brownian motion with drift, Wt = Bt+μt, t 0, where (Bt) is a standard Brownian motion.