The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model

Metrika ◽  
1985 ◽  
Vol 32 (1) ◽  
pp. 129-150 ◽  
Author(s):  
B. M. Pötscher
Keyword(s):  
Arma Model ◽  
Lagrangian Multiplier ◽  
Lagrangian Multiplier Test

scholarly journals Estimating the Relative Impacts of Health and Education on Economic Development in Southern Africa

2014 ◽  
Vol 2 (2) ◽  
pp. 85-92
Author(s):  
Elvis Munyaradzi Ganyaupfu
Keyword(s):  
Economic Development ◽  
Southern Africa ◽  
Fixed Effects ◽  
Lagrangian Multiplier ◽  
Fe Model ◽  
Remarkable Effect ◽  
Positive Effects ◽  
Interclass Correlation ◽  
Cross Country ◽  
Lagrangian Multiplier Test

This paper analysed the relative impacts of health and education on economic development in Southern Africa. A set of cross country panel data from 11 countries over the period 2005 - 2011 was used in the study. The econometric procedure adopted in the analysis followed the Breusch and Pagan Lagrangian Multiplier test and Hausman test techniques. Based on the Fixed Effects (FE) model, results show that health and education have significant positive effects on economic development; with health having a more remarkable effect on development in the region. The R-squared statistic indicates that nearly 21.79 percent total variation in economic development was accounted for by health and education during the period under review. The F(2,64) statistic (=15.45; p < 0.05) reveals significance of the model; while the interclass correlation value shows that nearly 99.53 percent of the variance was due to differences across panels.

scholarly journals Firms' Aggressiveness and Respective Performance: An Empirical Study Under Pakistani Scenery

2017 ◽  
Vol 5 (1) ◽  
pp. 5-19
Author(s):  
Obaid Ur Rehman
Keyword(s):  
Capital Structure ◽  
Diagnostic Tests ◽  
Stock Exchange ◽  
Least Square ◽  
Financial Policy ◽  
Lagrangian Multiplier ◽  
Listed Firms ◽  
Dependent Variables ◽  
Adf Test ◽  
Lagrangian Multiplier Test

Abstract The study investigates capital structure of all non-financial listed firms on Pakistan Stock Exchange (PSX) for the period of 2008 to 2014. To test the relation between firm aggressive behavior and its performance, the study uses exponential generalized least square regression by employing control variables. Levin, Hadri and ADF test are used to know the stationarity of data. Furthermore different diagnostic tests like VIF, Weisberg test for heteroskedasticity and Breusch and Pagan Lagrangian multiplier test for random effects are used to check the data normality. Results of the study reveals that financial managers’ aggressiveness regarding financial policy is negatively, while aggressiveness regarding investment policy is positively effecting the firm’s performance. The study also found that with the passage of time, firms in Pakistan have been devastating their performance. That’s why study found negative relation between firms’ age and dependent variables.

scholarly journals Firms' Aggressiveness and Respective Performance: An Empirical Study under Pakistani Scenery

2017 ◽  
Vol 5 (1) ◽  
Author(s):  
Obaid Ur Rehman
Keyword(s):  
Capital Structure ◽  
Diagnostic Tests ◽  
Stock Exchange ◽  
Least Square ◽  
Financial Policy ◽  
Lagrangian Multiplier ◽  
Listed Firms ◽  
Dependent Variables ◽  
Adf Test ◽  
Lagrangian Multiplier Test

The study investigates capital structure of all non-financial listed firms on Pakistan Stock Exchange (PSX) for the period of 2008 to 2014. To test the relation between firm aggressive behavior and its performance, the study uses exponential generalized least square regression by employing control variables. Levin, Hadri and ADF test are used to know the stationarity of data. Furthermore different diagnostic tests like VIF, Weisberg test for heteroskedasticity and Breusch and Pagan Lagrangian multiplier test for random effects are used to check the data normality. Results of the study reveals that financial managers’ aggressiveness regarding financial policy is negatively, while aggressiveness regarding investment policy is positively effecting the firm’s performance. The study also found that with the passage of time, firms in Pakistan have been devastating their performance. That’s why study found negative relation between firms’ age and dependent variables.

scholarly journals User Clustering and Power Allocation for Energy Efficiency Maximization in Downlink Non-Orthogonal Multiple Access Systems

2021 ◽  
Vol 11 (2) ◽  
pp. 716
Author(s):  
Ruibiao Chen ◽  
Fangxing Shu ◽  
Kai Lei ◽  
Jianping Wang ◽  
Liangjie Zhang
Keyword(s):  
Energy Efficiency ◽  
Power Allocation ◽  
Multiple Access ◽  
Spectrum Efficiency ◽  
Lagrangian Multiplier ◽  
Efficiency Gain ◽  
Optimal Power Allocation ◽  
Optimal Power ◽  
User Clustering ◽  
Cluster Dynamic

Non-orthogonal multiple access (NOMA) has been considered a promising technique for the fifth generation (5G) mobile communication networks because of its high spectrum efficiency. In NOMA, by using successive interference cancellation (SIC) techniques at the receivers, multiple users with different channel gain can be multiplexed together in the same subchannel for concurrent transmission in the same spectrum. The simultaneously multiple transmission achieves high system throughput in NOMA. However, it also leads to more energy consumption, limiting its application in many energy-constrained scenarios. As a result, the enhancement of energy efficiency becomes a critical issue in NOMA systems. This paper focuses on efficient user clustering strategy and power allocation design of downlink NOMA systems. The energy efficiency maximization of downlink NOMA systems is formulated as an NP-hard optimization problem under maximum transmission power, minimum data transmission rate requirement, and SIC requirement. For the approximate solution with much lower complexity, we first exploit a quick suboptimal clustering method to assign each user to a subchannel. Given the user clustering result, the optimal power allocation problem is solved in two steps. By employing the Lagrangian multiplier method with Karush–Kuhn–Tucker optimality conditions, the optimal power allocation is calculated for each subchannel. In addition, then, an inter-cluster dynamic programming model is further developed to achieve the overall maximum energy efficiency. The theoretical analysis and simulations show that the proposed schemes achieve a significant energy efficiency gain compared with existing methods.

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