Sentence examples for maximum lag order from inspiring English sources

The parameters are estimated by OLS using Newey-West standard errors with maximum lag order set equal to T1/2.

A maximum lag order of 8 is allowed in the computation of the ADF and WS statistics.

The standard errors are based on the Newey-West estimate of the covariance matrix with maximum lag order set equal to T1/2.

The maximum lag order considered is 3. Table 2 reports the bounds F-statistics and Table 3 present the model estimation results.

The results for the ADF and WS tests are calculated setting a maximum lag order of eight, thereby choosing the optimal lag order with either the Akaike information criterion (AIC) or the Schwarz Bayesian criterion (SBC).

The first-stage regression is estimated by OLS and corrects for possible heteroscedasticity and serial correlation by using Newey-West standard errors with the maximum lag order set equal to T1/2, i.e. the square root of the sample size (16 months for the full sample, 10 for the first and 12 for the second subsample).

When transport is too slow, the diffusion coefficient cannot be accurately extracted due to long acquisition time required; the maximum lag time must be on the order of 5 000 times the longest characteristic diffusion time before the observed diffusion constant converges to the expected value.

Additionally, for PDL models we varied the number of the maximum lag and the degree of the polynomial order.

Specifically, we use a maximum lag length of five and estimate all parameters for a given order.

The lag order of the PVAR is chosen to use the maximum sample period available without neglecting the relevance of dynamics.

Similarly, we determined the optimal lag order.