Asymptotic Efficiency of Joint Estimator Relative to Two-Stage Estimator Under Misspecified Likelihoods

This paper derives the distribution of the two stage estimator of cointegrating parameters in I(2) systems, abbreviated 2SI2, under several assumptions regarding the drift of the process. The asymptotic distribution is compared with that of the maximum likelihood (ML) estimator derived in Johansen (1997, Scandinavian Journal of Statistics 24, 433–462). It is found that the two asymptotic distributions are the same, thus showing that the 2SI2 estimator is asymptotically as efficient as ML.

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Asymptotic efficiency of two-stage disjunctive testing

Proceedings. 2001 IEEE International Symposium on Information Theory (IEEE Cat. No.01CH37252) ◽

10.1109/isit.2001.935880 ◽

2002 ◽

Author(s):

T. Berger ◽

V.I. Levenshtein

Keyword(s):

Asymptotic Efficiency ◽

Two Stage

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Two-stage self-seeding method for preparation of single crystals of poly(phenylene sulfide)

Proceedings, annual meeting, Electron Microscopy Society of America ◽

10.1017/s0424820100153816 ◽

1989 ◽

Vol 47 ◽

pp. 368-369

Author(s):

Sengshiu Chung ◽

Peggy Cebe

Keyword(s):

Single Crystals ◽

High Performance ◽

Dilute Solution ◽

Two Stage ◽

Annealing Behavior ◽

High Performance Polymers ◽

Seeding Method ◽

Phenylene Sulfide

We are studying the crystallization and annealing behavior of high performance polymers, like poly(p-pheny1ene sulfide) PPS, and poly-(etheretherketone), PEEK. Our purpose is to determine whether PPS, which is similar in many ways to PEEK, undergoes reorganization during annealing. In an effort to address the issue of reorganization, we are studying solution grown single crystals of PPS as model materials.Observation of solution grown PPS crystals has been reported. Even from dilute solution, embrionic spherulites and aggregates were formed. We observe that these morphologies result when solutions containing uncrystallized polymer are cooled. To obtain samples of uniform single crystals, we have used two-stage self seeding and solution replacement techniques.

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