This paper develops two conditionally heteroscedastic models which allow an asymmetric reaction of the conditional volatility to the arrival of news. Such a reaction is induced by both the sign of past shocks and the size of past unexpected volatility. The proposed models are shown to converge in di
Signed difference analysis: Theory and application
β Scribed by John C. Dunn; Ralph N. James
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 402 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0022-2496
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β¦ Synopsis
Psychological constructs can only be measured indirectly in terms overt behavior, often by means of changes in the level of performance on tasks they are presumed to affect. However, the exact relationship between constructs and the tasks they are presumed to affect is usually not known, which often requires non-essential auxiliary assumptions to be added to a psychological model to allow it to contact the data. Signed difference analysis is a method of deriving testable consequences from psychological models under the general assumption that the relationship between task performance and the constructs or combinations of constructs postulated by the model is at least monotonic. The predictions derived using signed difference analysis do not depend upon estimation of either model parameters or explicit functional relationships. In the present paper, the mathematical theory of signed difference analysis is presented and applied to illustrative problems drawn from research in memory, spatial attention, and reading. The relationships between signed difference analysis and related inferential procedures such as conjoint measurement, statetrace analysis, and double dissociation are discussed.
π SIMILAR VOLUMES
recursively enumerable set but which is not the difference set of any recursive set.
For a set A of non-negative integers, let D(A) (the difference set of A) be the set of nonnegative differences of elements of A. Clearly, if A is computable, then D(A) is computably enumerable. We show (as partial converses) that every simple set which contains 0 is the difference set of some comput