Sentence examples for idiosyncratic components from inspiring English sources

As a consequence, individuals' leadership preferences have both shared and idiosyncratic components.

As noted above, the stationarity test of Kwiatkowski et al. (1992, KPSS) is used and applied to both the common and idiosyncratic components following Bai and Ng (2004b).

Second, we apply a PANIC to the idiosyncratic components estimated using data in levels as we have proposed in this study.

Therefore, this method requires that the cumulative effects of the common component increase proportionally with N, while the eigenvalues associated with the idiosyncratic components remain bounded.

Additionally, (varGamma (L)) collected the (Ntimes N) matrices containing the autoregressive parameters of the idiosyncratic components where L is the lag operator such that (L^{k}varepsilon_t = varepsilon_{t-k}).

Prior to testing for a unit root in the common and idiosyncratic components, we make use of information criteria to set the number of common factors contained in the panels of inflation rate series.

We believe industry composition can explain the idiosyncratic component as well as productivity shocks.

In contrast, (w_{i,0}=1-sum _{k=1}^{K}w_{i,k}geq 0) represent the idiosyncratic component.

In sum, the panel tests applied to the idiosyncratic component support the joint stationarity of the idiosyncratic series.

Hence, there is overwhelming evidence of the joint stationarity of the idiosyncratic component of the panel under study.

Therefore, also for this period overwhelming evidence of the joint stationarity of the idiosyncratic component of the panel exists.