Prof. Dr. H. Hebbel
Empirische Wirtschaftsforschung und Datenverarbeitung


Louvain

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Harrington case

Polynomials of high degree appear in the exponent of D:

\begin{eqnarray*}D^{H} & = & \sqrt{ d^H_1(Y_1) \cdot d^H_2(Y_2)} \\
& = & (\ex...
...1} X_2 + \gamma_{2, 2} X_2 +
\epsilon_2)\vert^{n_2}))^{0.5} \\
\end{eqnarray*}


A model for $ - \log( D^{H} )$ has to be of order $\max_i ( \text{order}(d^H_i(Y_i)^{n_i}))$ in the most simple case.
Furthermore the error terms will interact with the effects, if
$n_i \neq
1$.



Dipl.-Stat. Detlef Steuer
1999-10-04


E-Mail-Kontakt steuer@unibw-hamburg.de | Druckdatum: 01.06.2004 - 18:39:55