### Table 6. Regression Results for Equation (6)

1999

"... In PAGE 11: ...Results indicate that the regression coefficients are either biased or statistically significant for many months and individual regions ( Table6 ). These results undermine the conclusions about the effect of temperature on the timing of autumn senescence shown in Figure 2 because there is no statistically meaningful relation between model output and LAI (b = 0) for September or October in three of the four regression equations.... ..."

Cited by 3

### Table 1: Summary of the Experimental Results on Equation Solving.

1998

"... In PAGE 20: ... In addition, the nal intervals must have widths smaller than 10?8. The results are summarized in Table1 . For each benchmark, we give the num- ber of variables (n), the total degree of the system (d), the initial range for the variables, and the results of each method in seconds.... ..."

Cited by 8

### Table 1: Summary of the Experimental Results on Equation Solving.

"... In PAGE 26: ... In addition, the nal intervals must have widths smaller than 10?8. The results are summarized in Table1 . For each benchmark, we give the number of variables (n), the total degree of the system (d), the initial range for the variables, and the results of each method in seconds.... ..."

### Table 2: Regression Results for Equation (5)

"... In PAGE 5: ... We have drawn measures of income per capita and urban population from World Bank sources, along with the competition policy index. We summarize the estimation results in Table2 . Although the 44-country sample is not large, the regression statistics are quite robust.... ..."

### Table 2: Results for Equations (2) and (3)

2006

Cited by 2

### Table 1: Portfolio Rebalancing and Saving (Annual Data for 21 Countries)

"... In PAGE 16: ... The results of four such regressions are summarized in Table 1. The top panel of Table1 reports the estimated coefficients, while the bottom panel reports the corresponding impulse response functions using the 21-country sample of annual observations. The estimated impulse response functions are also plotted in the four panels of Figure 8.... In PAGE 17: ... 16 saving.11 The results of this specification are reported in the first column of Table1 . In this case, the impulse response function simply consists of the estimated coefficients on current and lagged saving.... In PAGE 17: ... This pattern is consistent with the predictions of the theory. The rest of Table1 reports a variety of robustness checks on this basic result. We begin by introducing lagged values of the portfolio-rebalancing component of the current account, and find that the first and second lags are strongly significant, while third (and higher) lags are not.... In PAGE 18: ... To control for these factors, we introduce year dummies to capture global shocks, population growth, and Solow residuals as a proxy for productivity growth.13 The third column of Table1 reports the results of this augmented regression. Population growth and Solow residuals enter significantly with the expected negative signs, and we find a larger shift toward foreign assets than before, with 75 percent of the initial increase in saving allocated toward foreign assets.... In PAGE 19: ... We then re-estimate Equation (11) using quarterly data, introducing eight lags of the portfolio rebalancing component of the current account, and eight lags of saving. We do not have quarterly data on population or employment growth required to introduce the same control variables as in the previous regressions with annual data (Regressions 3 and 4 in Table1 ). We therefore include only a set of period dummies and real GDP growth as controls.... ..."