958 resultados para Circular causality
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We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.
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Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fairly large samples, especially when the number of lags or the number of equations is not small, we propose a general simulation-based technique that allows one to control completely the level of tests in parametric VAR models. In particular, we show that maximized Monte Carlo tests [Dufour (2002)] can provide provably exact tests for such models, whether they are stationary or integrated. Applications to order selection and causality testing are considered as special cases. The technique developed is applied to quarterly and monthly VAR models of the U.S. economy, comprising income, money, interest rates and prices, over the period 1965-1996.
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A dual-port microstrip antenna with a crescent shaped patch with excellent isolation betwecn the ports has been reportcd [I]. Since circular-sided geometries are inore compact than rectangular oncs, thcy find morc applications in microstrip arrays. The crcscent shaped antenna geometry [ I ] provides greater area rcductioii compared to other circular sided patches for broadband operation [2]. In this Lctter, formulac for calculating thc TM, I and TMZI mode resonant frequencies of this microstrip antenna, obtained by modifying the equations of a standard circular patch [3] are presentcd. Thcorctical results are compared with experimental observations aid the validity of the computation is established.
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A circular miqrostrip antenna with a modified structure is presented. By adjusting the feed location along the circumference of the patch it is possible to match the antenna with a C microstrip line of any impedance. The impedance bandwidth and radiation characteristics are unaffected by this structural V modification.