Berger, Davies, and Flannery (2000) find that lagged
abnormal stock returns are significantly and positively related to current performance measured by changes in return on assets (i.e., changes in profits), but do not find that lagged
bond rating changes can predict current performance.
The forecasts are true out-of-sample forecasts where, following the initial forecast quarter, lagged
dependent variables are set equal to lagged
2012), reported significant associations between mortality in Sao Paulo and single-day lagged
exposures and short cumulative-lag exposures ([less than or equal to]3 days) to [PM.sub.10], encouraging further investigation of these data.
Then, as the typhoon approaches and the uncertainty decreases, the lagged
tracks gradually converge toward the observed one and authorities can make adjustments toward the scenario with increasing likelihood.
We find that when information asymmetry is high, identified by either larger than usual bid-ask spreads or in days immediately preceding major macroeconomic news announcements, CDS returns are particularly sensitive to lagged
positive equity returns.
(13) Working population growth and lagged
tax rate are found to be correlated with employment growth.
195-196) regresses changes in the tax rates on its own lagged
values and also on lagged
values of changes in the government expenditures and real output growth.
Tse (1995) examined the behaviour of prices in the Nikkei index and the corresponding SIMEX traded futures contract and found that lagged
changes of the futures price affected the short-term adjustments of the futures price.
First, the pattern of slope coefficients (and, thus, the weights on each of the lagged
intermediate samplings) is unconstrained.
The Autoregressive Distributed Lag model represent the regression model that include not only the current but also lagged
(past) values of the explanatory variables (Xs), also it include one or more lagged
value of the dependent variable among its explanatory variables, and is used in regression analysis that involve time series data.
As a result, there are a couple of problems when making use of the lagged
appraisal returns data of real estate.
Patrick Field QC, representing Mrs Appleyard, said his client remembered a storeroom where pipes were lagged
. He said: "The lagging was in poor condition and created dust.