N-Benzoyl-phenyl-thiocarbamat | 58936-68-8

• 分子结构分类: 有机化合物 - 苯类化合物 - 苯和取代衍生物
• 英文名称: N-Benzoyl-phenyl-thiocarbamat
• 英文别名: N-Benzoyl-phenylthiocarbaminsaeure；benzoyl-thiocarbamic acid O-phenyl ester；Benzoyl-thiocarbamidsaeure-O-phenylester；N-Benzoyl-monothiocarbamidsaeure-O-phenylester；O-phenyl N-benzoylcarbamothioate
• CAS: 58936-68-8
• 化学式: C₁₄H₁₁NO₂S
• 分子量: 257.313
• InChiKey: DWGHEGBPRCLGCE-UHFFFAOYSA-N

计算性质

• 辛醇/水分配系数(LogP)：
  3.5
• 重原子数：
  18
• 可旋转键数：
  3
• 环数：
  2.0
• sp3杂化的碳原子比例：
  0.0
• 拓扑面积：
  70.4
• 氢给体数：
  1
• 氢受体数：
  3

反应信息

• 作为产物：
  描述：

  苯甲酰基异硫氰酸酯 、 苯酚 生成 N-Benzoyl-phenyl-thiocarbamat
  参考文献：
  名称：

  Nonparametric Test for Causality with Long-range Dependence

  摘要：

  This paper introduces a nonparametric Granger-causality test for covariance stationary linear processes under, possibly, the presence of long-range dependence. We show that the test is consistent and has power against contiguous alternatives converging to the parametric rate T-1/2. Since the test is based on estimates of the parameters of the representation of a VAR model as a, possibly, two-sided infinite distributed lag model, we first show that a modification of Hannan's (1963, 1967) estimator is root-ir consistent and asymptotically normal for the coefficients of such a representation. When the data are long-range dependent, this method of estimation becomes more attractive than least squares, since the latter can be neither root-ir consistent nor asymptotically normal as is the case with short-range dependent data.

  DOI：

  10.1111/1468-0262.00168

文献信息

• HANSELL, D. P.;HUDSON, R. F., J. CHEM. SOC. CHEM. COMMUN., 1985, N 20, 1405-1406
  作者：HANSELL, D. P.、HUDSON, R. F.

  DOI：——

  日期：——
• Nonparametric Test for Causality with Long-range Dependence
  作者：Javier Hidalgo

  DOI：10.1111/1468-0262.00168

  日期：2000.11

  This paper introduces a nonparametric Granger-causality test for covariance stationary linear processes under, possibly, the presence of long-range dependence. We show that the test is consistent and has power against contiguous alternatives converging to the parametric rate T-1/2. Since the test is based on estimates of the parameters of the representation of a VAR model as a, possibly, two-sided infinite distributed lag model, we first show that a modification of Hannan's (1963, 1967) estimator is root-ir consistent and asymptotically normal for the coefficients of such a representation. When the data are long-range dependent, this method of estimation becomes more attractive than least squares, since the latter can be neither root-ir consistent nor asymptotically normal as is the case with short-range dependent data.