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.
Synthesis of new acyl, furoyl, and benzoylthiocarbamates as polydentate systems. Structural study of isopropyl N-(2-furoyl)thiocarbamate
作者:Ana M. Plutín、Margarita Suárez、Estael Ochoa、Teresita Machado、Raúl Mocelo、José M. Concellón、Humberto Rodríguez-Solla
DOI:10.1016/j.tet.2005.04.018
日期:2005.6
Synthesis of new acylthiocarbamates has been carried out. To establish the preferential conformation and to explain the behaviour chemically, the structure of isopropyl N-(2-furoyl)thiocarbamate 3m has been determined by single-crystal X-ray analysis. The most stable conformation E,Z′ established by X-ray analysis was corroborated by semiempirical theoretical calculations.