In this paper we investigate the properties of the Lagrange Multiplier [LM] test for autoregressive conditional heteroscedasticity (ARCH) and generalized ARCH (GARCH) in the presence of additive outliers (AOs). We show analytically that both the asymptotic size and power are adversely aected if AOs
Testing for the presence of new neutrinos and additional bosons
β Scribed by Taranjeet Chhabra; P.Ram Babu
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 714 KB
- Volume
- 210
- Category
- Article
- ISSN
- 0003-4916
No coin nor oath required. For personal study only.
β¦ Synopsis
The observables in ve scattering and e+e-+vVy are sensitive to the presence of new neutrinos and the ones in e+e-+pc+pc are sensitive to additional Z-bosons. Hence the relations between low energy observables of these reactions can be used to test the existence of new neutrinos coupling to standard Z-bosons and/or additional Z-bosons. A way to use the observables determined from experiments conducted at high energies in testing these hypothesis is indicated.
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Five chromosomal regions previously associated with milk production traits were tested in 16 families of Black and White cattle from the UK. The traits were also linearly transformed into genetically and phenotypically independent variables normalized by phenotypic variances (βcanonical traitsβ). Si
## Abstract This paper considers the problem of testing for the presence of stochastic trends in multivariate time series with structural breaks. The breakpoints are assumed to be known. The testing framework is the multivariate locally best invariant test and the common trend test of Nyblom and Ha