using the quarterly data of 1990:1 to 2008:1 and in a general equilibrium approach, we investigate the long run equilibrium path of the equilibrium interest rate as well as the potential output. we implement a structural reduced form of a general equilibrium model consistent with iran’s economy and estimate the unobservable variables by employing the kalman filtering technique. a exponential ut...

For the heat equation in a bounded domain we give a stability result for a smooth diffusion coefficient. The key ingredients are a global Carleman-type estimate, a Poincaré-type estimate and an energy estimate with a single observation acting on a part of the boundary.

Varying coefficient model has been popular in the literature. In this paper, we propose a profile least squares estimation procedure to its regression coefficients when its random error is an auto-regressive (AR) process. We further study the asymptotic properties of the proposed procedure, and establish the asymptotic normality for the resulting estimate. We show that the resulting estimate fo...

Cronbach’s alpha is widely used in social science research to estimate the internal consistency reliability of a measurement scale. However, when items are not strictly parallel, the Cronbach’s alpha coefficient provides a lower bound estimate of true reliability. This estimate may be further biased downward when items are dichotomous. The estimation of standardized Cronbach’s alpha for a scale...

BACKGROUND Uncertainty exists about the performance of the Framingham risk score when applied in different populations. OBJECTIVE We assessed calibration of the Framingham risk score (ie, relationship between predicted and observed coronary event rates) in US and non-US populations free of cardiovascular disease. METHODS We reviewed studies that evaluated the performance of the Framingham r...

We propose a working independent profile likelihood method for the semiparametric time-varying coefficient model with correlation. Kernel likelihood is used to estimate time-varying coefficient. Profile likelihood for the parametric coefficient is formed by plugging in the nonparametric estimator. For independent data, the estimator is asymptotically normal and achieves the asymptotic semiparam...

We consider the heat equation with a discontinuous diffusion coefficient and give uniqueness and stability results for both the diffusion coefficient and the initial condition from a measurement of the solution on an arbitrary part of the boundary and at some arbitrary positive time. The key ingredient is the derivation of a Carleman-type estimate. The diffusion coefficient is assumed to be dis...