Abstract. It is now well known that how the initial observation is generated can have a significant effect on the power of a unit‐root test. In this article, we show that by taking a simple data‐dependent weighted average of the initial condition‐robust test of Elliott and Müller [Journal of Econometrics (2006), forthcoming] and the standard augmented Dickey–Fuller test, we are able to produce a new unit‐root test that can improve power, both asymptotically and in finite samples, over a wide range of possibilities governing the generation of the initial observation. 相似文献
1 INTRODUCTION Mass transfer across free interface of gas-liquid flow is of extensive importance and is encountered in most industrial applications. A close investigation of concentration distribution near the interface is helpful to understand mass transfer phenomena, to guide the development of transport theories, and to optimize the design of gas-liquid contact equipment. Laser holographic interference technique provides a precise and noncontact measurement method for measuring the tran… 相似文献
Abstract. We propose the quasi‐maximum likelihood method to estimate the parameters of an RCA(1) process, i.e. a random coefficient autoregressive time series of order 1. The strong consistency and the asymptotic normality of the estimators are derived under optimal conditions. 相似文献
Summary: A semi‐batch process using nitroxide mediated polymerization, was explored for the design of low molecular weight solvent‐borne coatings, typical of those used in the automotive industry. While living radical polymerization (LRP) offers many advantages in the control of polymer chain microstructure that may confer important physical and chemical property benefits to coatings, adapting LRP to a semi‐batch process poses significant challenges in the design and operation of the process. Using styrene monomer, various two‐component initiating systems (free radical initiator, 4‐hydroxy‐TEMPO) were studied to understand the effects of different initiators on the course of polymerization. In addition, an alkoxyamine was synthesized and used as the initiating source. The initiators Luperox 7M75 and Luperox 231 give higher polymerization rates and reasonable control over polymerization, while benzoyl peroxide (BPO), Vazo 67, and the alkoxyamine are less effective. The number of polymer chains in the final product is always less than the theoretical value, reflecting poor initiation efficiency, probably resulting from undesirable termination reactions that become important due to the nature of the semi‐batch process. Adding camphorsulfonic acid (CSA) or charging initiator concurrently with monomer during semi‐batch feed, can increase the polymerization rate while maintaining the living character of the polymerization. The copolymerization of styrene and butyl acrylate is also shown to exhibit living character.
Schematic representation of the exchange reaction to produce N‐TEMPO capped polymer chains. 相似文献