This paper considers the nonparametric identification and estimation of the average effect of a dummy endogenous variable in nonseparable models. The analysis includes the case of a dummy endogenous variable in a discrete choice model as a special case. This paper establishes conditions under which it is possible to identify and consistently estimate the average effect of the dummy endogenous v...

Glucosinolates are allelochemicals present in all Brassica plants. Upon hydrolysis by endogenous enzymes they produce a series of biologically active compounds, such as isothiocyanates and their derivatives among others. These compounds have marked fungicidal, nematocidal and herbicidal effects and therefore their use as biodegradable natural products for crop protection has attracted much atte...

This paper proposes a novel representation for Authorship Attribution (AA), based on Concise Semantic Analysis (CSA), which has been successfully used in Text Categorization (TC). Our approach for AA, called Document Author Representation (DAR), builds document vectors in a space of authors, calculating the relationship between textual features and authors. In order to evaluate our approach, we...

A direct correlation between π- and spherical aromaticity of the aromatic structures was established by showing that they shared a characteristic shielding cone, resulting from a specific orientation of the applied field. Herein, we revealed the presence of a related long-range shielding cone in spherical aromatic species that was demonstrated through C20, C32, C50, and C60 Hirsh aromatic fulle...

The World Health Organization (WHO) estimates that 84 million people will die of cancer between 2005-2015 [1]. According using the WHO mortality database it has been estimated the total number of cancer deaths in the European Union (EU) and in 2012 is predicted to be 1283101, of which 717398 men and 565703 women [2]. The most common types of cancer that will be diagnosed are lung (C33-C34), int...

ÖZ
 Bu çalışmanın temel amacı BRICS ve MIST ülkelerine ait borsalar arasındaki getiri volatilite etkileşimi araştırmaktır. Çalışmada 04.01.2004 ile 29.12.2019 dönemine haftalık verileriyle VAR-EGARCH modeli kullanarak araştırma gerçekleştirilmiştir. Genel olarak ülkelerinin borsaları arasında olduğu tespit edilmiştir. Elde edilen bir diğer sonuç ise Çin, Güney Afrika Türkiye borsalarının a...

The study examines the asymmetric effect of oil price on exchange rate and stock using Nonlinear Autoregressive Distributive Lag (NARDL) technique time-series data spanning from January 1996 to September 2020. multivariate cointegration test showed evidence a long-run relationship among price, rate, price. linear Granger causality that is granger caused by cause rate. nonlinear nonlinearity BDS...

This paper discusses five methodological problems in applied econometrics. These are the problem of measurement, data mining, publication bias, the Duhem-Quine critique, and the non-repeatable nature of historical events. These problems form a third source of error next to two other more common sources of error in econometrics, sampling error and specification error. The paper argues that these...

Enders and Granger provide critical values to test the null hypothesis of a unit-root against the alternative of threshold adjustment. However, in obtaining their critical values, Enders and Granger did not use a consistent estimate of the threshold nor did they use a lag-augmented data generating process. This note remedies both of these problems. The power of the test statistics using the con...

Cointegration among interest rates for instruments with different maturities has been widely tested with mixed results. This paper proposes an extension to the Engle-Granger testing strategy by permitting asymmetry in the adjustment toward equilibrium in two different ways. We demonstrate that our test has good power and size properties over the Engle-Granger test when there are asymmetric depa...