We design adaptive realized kernels to estimate the integrated volatility in a framework that combines a stochastic volatility model with leverage effect for the efficient price and a semiparametric microstructure noise model specified at the highest frequency. Some time dependence parameters of...

For conventional HAWT (horizontal axis wind turbines), the rotor speed is maintained constant while the blade tip speed changes continuously. This reduces considerably the power performance of the wind turbine particularly at high wind speeds where the tip speed ratio is small. With growth of...

In this paper we derive the asymptotic properties of GMM estimators for the spatial dynamic panel data model with fixed effects when n is large, and T can be large, but small relative to n. The GMM estimation methods are designed with the fixed individual and time effects eliminated from the...