unbiasedness การใช้

• The empirical rejection of the unbiasedness hypothesis is a well-recognized puzzle among finance researchers.
• Its work centres around four core values : Legitimacy, Unbiasedness, Relevancy, and Usefulness.
• "Childhood is in a sense a fresh viewing, an unbiasedness, " he said.
• The design of this particle estimate and the unbiasedness property has been proved in 1996 in the article.
• :There is no requirement for unbiasedness in WP : RS . The requirement is on editorial procedure.
• Though he does have two really quite polemical chapters against " unbiasedness ", describing the cult of it as a pathology.
• This equation represents the unbiasedness hypothesis, which states that the forward exchange rate is an unbiased predictor of the future spot exchange rate.
• Maybe it won't hurt to mention also that unbiasedness may be slightly over-rated, at least by non-statisticians.
• This is similar to the restrictions in point estimation to ensure certain desired properties, such as unbiasedness, consistency, efficiency, etc.
• Combining the international Fisher effect with unbiasedness hypothesis, where the forward exchange rate is an unbiased predictor of the future spot exchange rate .:
• The attractiveness of different estimators can be judged by looking at their properties, such as unbiasedness, mean square error, consistency, asymptotic distribution, etc ..
• The additional parameter \ mu is a Lagrange multiplier used in the minimization of the kriging error \ sigma _ k ^ 2 ( x ) to honor the unbiasedness condition.
• On the basis of asymptotical unbiasedness, a moderated version of the rational expectations hypothesis can be suggested in which familiarity with the theoretical parameters is not a requirement for the relevant model.
• For example, a requirement of invariance may be incompatible with the requirement that the median-unbiasedness is defined in terms of the estimator's sampling distribution and so is invariant under many transformations.
• Research examining the introduction of endogenous breaks to test the structural stability of cointegrated spot and forward exchange rate time series have found some evidence to support forward rate unbiasedness in both the short and long term.
• Evidence for the validity and accuracy of the unbiasedness hypothesis, particularly evidence for cointegration between the forward rate and future spot rate, is mixed as researchers have published numerous papers demonstrating both empirical support and empirical failure of the hypothesis.
• Bias can also be measured with respect to the median, rather than the mean ( expected value ), in which case one distinguishes " median "-unbiased from the usual " mean "-unbiasedness property.
• Given strong evidence that CIRP holds, the forward rate unbiasedness hypothesis can serve as a test to determine whether UIRP holds ( in order for the forward rate and spot rate to be equal, both CIRP and UIRP conditions must hold ).
• While the particular specification of " optimal " here & mdash; requiring unbiasedness and measuring " goodness " using the variance & mdash; may not always be what is wanted for any given practical situation, it is one where useful and generally applicable results can be found.
• Other rationales for the failure of the forward rate unbiasedness hypothesis include considering the conditional bias to be an exogenous variable explained by a policy aimed at smoothing interest rates and stabilizing exchange rates, or considering that an economy allowing for discrete changes could facilitate excess returns in the forward market.