Indeed, for most hedge fund categories, the lagged betas are larger than the standard beta.
The lagged value-added model performs better due to countervailing measurement error and heterogeneity biases.
I worry more about the future than the lagged effects of the past".
The cross wavelet transform further identified the lagged effects between precipitation and groundwater changes.
The lagged atmospheric response in the western part is confirmed by the correlation analysis.
The lagged linearization method and an extension that is second-order accurate are also studied.
The variables are self-explanatory, except for ADV-BR (Equation 1), which takes into account the lagged effects of advertising.
We find that elevation and seasonal precipitation patterns largely dictate the geographic pattern and direction of the lagged effects.
The lagged effects are very interesting as well.
We treated as endogenous the lagged level of social expenditures.
4Since we test the lagged value of ethnic concentration in this study, the lagged ethnic concentration variable is treated as an exogenous variable here.
