Dummy Variable Method Research Articles

Low-intensity optical bistability in an active Fabry-Perot mirror induced by input-phase-insensitive parametric downconversion.

A Fabry-Perot resonator filled with second-order nonlinear optical material is investigated. Attention is devoted to making the resonator act as a nonlinear mirror for ultralow-intensity light signals that can be switched by a control beam at the second-harmonic frequency. The interaction process is an input-phase-independent parametric downconversion. The theoretical problem is solved through implementation of a dummy variable method optimized for a parametric process. Efficient amplification and bistability of low-intensity signals have been found.

THE CONTRASTING EFFECTS OF WILDFIRE AND CLEARFELLING ON THE HYDROLOGY OF A SMALL CATCHMENT

A wildfire in an aAorested research catchment presented the rare opportunity to compare the hydrological eAects of wildfire with the eAects of clearfelling in the same catchment in the Jonkershoek Valley, in the south-western Western Cape Province of South Africa. The timber plantation, which occupies 57% of the 2 km 2 catchment, had been clearfelled and re-planted to Pinus radiata roughly five years before the fire. The eAects of the two treatments on total flow, stormflow and quick-flow volumes, peak discharge and storm response ratio were determined by means of multiple regression analysis, employing the dummy variable method to test for the significance of treatments. Both clearfelling and wildfire caused significant increases in all the stream-flow variables analysed. But the clearfelling eAect was dominated by large increases in total flow (96% over three years), of which storm-flow and quick-flow volumes formed only minor parts. After the wildfire, by contrast, increases in total flow were small (12%) but the storm flow increases were three- to fourfold in the first year and roughly double in the second year. The wildfire caused fire-induced water repellency in the soils which led to overland flow on mid-slope sites, where soil infiltrability normally far exceeds local rainfall intensities. It is argued that these results support the hypothesis that stream-flow generation processes were changed by the wildfire in that overland flow made a direct contribution to storm flows, but that clearfelling had no such eAect. #1997 by John Wiley & Sons, Ltd.

Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions

We provide a useful demonstration that the ex post assessment of portfolio performance by selectivity and timing based on the quadratic and dummy variable regression methods commonly prescribed in standard textbooks in investments can lead to incorrect selectivity inferences. We show that an “insider” who has access to the actual portfolio weights and returns can make correct assessments. Our findings support Jensen's (1972) concern about the appropriateness of the portfolio approach to the measurement of portfolio performance based solely on observed asset returns.

The impact of EU accession on exports by Greek agricultural co‐operatives: An approach based on pooling time‐series and cross‐sectional data

Abstract This paper attempts to assess the effects of both Greek accession to the EU and the passage of time, on the share of agricultural exports held by Greek co‐operatives, using panel data for the period 1971–90. The GLS error components and OLS dummy variable methods for pooling time‐series and cross‐sectional data are used to estimate regression models for product groups. The results indicate that accession to the EU increased the co‐operatives’ proportion of total agricultural exports. Differences across specific product categories can be attributed to a time trend that is positive only for processed products.

A comparative study of finite sample properties of band spectrum regression estimators

Monte Carlo methods are used to compared the small sample properties of several approaches to seasonal adjustment when the objective is to estimate regression coefficients. The methods compared are band spectrum regression, the dummy variable method and the moving average method. The results seem to indicate that band spectrum regression will have superior small sample properties compared with the dummy variable method, which again seemto be preferable to ordinary least squares and to the moving average method.

The Dummy Variable Method for Jointly Estimating Seasonal Indexes and Regression on Non-Seasonal Variables

The Dummy Variable Method for Jointly Estimating Seasonal Indexes and Regression on Non-Seasonal Variables

The Dummy Variable Method for Jointly Estimating Seasonal Indexes and Regression on Non-Seasonal Variables

The Dummy Variable Method for Jointly Estimating Seasonal Indexes and Regression on Non-Seasonal Variables

Use of Dummy Variables in Testing for Equality between Sets of Coefficients in Two Linear Regressions: A Note

variables 1 and 0 can be used as aii alternative to the standard analysis of variance and covariance methods and the Chow test. The subsequent discussion proceeds as follows: Section II is devoted to a brief discussion of the Chow test. There is no need to discuss the analysis of variance aad covariance techniques since they are discussed in any standard text on statistics. The dummy variable method is presented in Section III. A numerical example is solved in Section IV, illustrating the Chow test and the dummy variable method. Some of the advantages of the dummy variable approach over the Chow test are discussed in Section V.

Modelo dinámico de crecimiento de bosques de Picea abies (L.) Karst. enAlemania

In the present study a dynamic stand growth model for Norway spruce (Picea abies (L.) Karst.) forestswas developed from data of 99 research plots, which had been measured between one and seventeen times in northwestern and southern Germany. In this model, the initial stand conditions at any point in time are defined by three state variables (dominant height, basal area and number of trees per hectare), and they are used to estimate stand volume for a given projection age. The model usesthree transition functions to project the stand state variables at any particular time and a state function to estimate the stand volume. Two of these transition functions were derived by expanding a base model and considering two sitespecific parameters and the third one was derived considering one site-specific parameter. All the functions were fitted simultaneously using full information maximumlikelihood and the base-age-invariant dummy variables method. The values of the critical error statistic for stand volume and the RMSE relative to the mean stand volume indicated that the overall model provides satisfactory predictions for time intervals up to 25 years.

Sensitivity comparisons of various analogue computer simulations†

Given a linear time-invariant differential equation, there are many ways to simulate it in an analogue computer. In this paper comparisons of these various simulations are given. It is shown that the dummy variable method is the best in terms of easiness to set up and number of components used. However, if the sensitivity is considered, the Jordan canonical form simulation is the best.