### Table 2: Moments of Asset Prices and Returns

2005

"... In PAGE 12: ... We start with the first two moments of the stock and bond return. Table2 displays the statistics from the simulated model along with their empirical counterparts from the U.S.... In PAGE 15: ... We now move from returns to prices. The lower panel in Table2 displays the moments of the stock price and the dividend process. First, the volatility of the dividend process is around 11 percent in the model which is quite close to what is in the data.... ..."

Cited by 7

### Table 5. Output = Return on Assets

### Table 9: Testing for a single change-point in high-frequency volatility filters in the YN/US$ during the period 1986-1996 Change-point Statistics

"... In PAGE 19: ... In an approach to verify that there was indeed a structural change in the asset returns processes we examine the volatility character- istics of the series in alternative subsamples - prior and after the breaks. The results in Table9 report the estimated MLE parameters from a Normal GARCH(1,1). The varying estimated coefficients of volatility persistence and unconditional variance over the subsamples can be considered as further supportive empirical evidence that complements the change-point tests.... ..."

### Table 1 : Summary Statistics of the Assets Returns in GMM

2002

"... In PAGE 23: ... Thus, we focus on the ten size portfolios of NYSE stock returns. Table1 reports the summary statistics of these asset returns. In addition, we also provide results for the 25 Fama and French (1993) size and book-to-market portfolio.... ..."

### Table 1: Return on Assets in Real Local Currency

"... In PAGE 5: ... At the same time, it is not a complete measure of firm productivity (such as total factor productivity) as it does not control for inputs other than capital. Table1 shows that across countries, East Asian corporations have had quite different ROAs. Relatively low profitability rates have been recorded by corporations from Hong Kong, Japan, Korea, and Singapore with real ROAs on average of about 5%.... ..."

### Table 5: Rates of Return

in Disclaimer

2000

"... In PAGE 3: ...Contents Page Foreword ii The Rate of Return to New Zealand Research and Development Investment 1 Introduction 1 Building the Data Set 2 Table 1: Investment in R amp;D in New Zealand (1962-98 $m) 3 The Production Function Approach to the Rate of Return on R amp;D 4 Table 2: Real Estimates of R amp;D Stocks in New Zealand 1961-98 $82-83m 6 Productivity Performance 6 Figure 1: Components of National Productivity 7 Figure 2: TFP for Agriculture, Fishing and Forestry 7 Figure 3: TFP for Primary Processing, Manufacturing and Energy 8 Figure 4: TFP for Building, Transport and Services 8 Table 3: Productivity Growth Rates 1962-1998 (% per annum) 8 The Rate of Return to R amp;D 9 Table 4: Determinants of Total Factor Productivity 1962-98 9 Table5 : Rates of Return 10 Spillovers in Agriculture 10 Table 6: Sensitivity Analysis for Agriculture 11 Discussion 11 References 13 Technical Appendix: The Rate of Return to New Zealand Research and Development Investment 14 Definition of Capital Assets in Total Factor Productivity (TFP) 14 First look at rates of depreciation 14 Dropping non-significant variables 15 Distributed Lags in the R amp;D Stocks 15 The Cobb-Douglas specification: are factor shares approximated? 17 The Incentive to Invest in R amp;D 20 Glossary of Terms... In PAGE 14: ...The implications of the results for overall rates of return on R amp;D capital are shown in Table5 . In this table the regression coefficients are converted to overall rates of return by means of equation (5).... ..."

### Table 1: Assets

2003

"... In PAGE 31: ... The universe of assets that were chosen for investment were those currently ranked at the top of each of 10 industry categories by Dow Jones in August, 2000. In total there were n = 43 assets in this set (see Table1 ). The base set of factors were flve major market indices (see Table 2), to which we added the eigenvectors corresponding to the 5 largest eigenvalues of the covariance matrix of the asset returns, i.... ..."

Cited by 39

### Table 1. Content of the software process asset library

"... In PAGE 3: ... The librarian will also perform configuration management functions on the artifacts of the PAL. Table1 lists the artifacts that will be stored in the PAL as projects are producing documents. The second formal assessment (i.... ..."