We propose a simultaneous equation system with GARCHX errors to model the contemporaneous relations among Asian and American stock markets. We thus evaluate the correlation matrix over rolling windows and introduce a correlation matrix distance which allows a simple graphical analysis of contagion. The empirical analysis on Asian and American stock markets shows some evidences of contagion.

According to Halliday (1967), there is a ban on simultaneous resultative and depictive modification in English. It is here observed that such a ban is not general, but instead restricted to certain examples of modification with abnormal theta relations, which are commonly found in the resultative construction. Otherwise, simultaneous resultative/depictive modification is possible. An account of...

Steele et al. (2005) describe a general framework for the analysis of correlated event histories, with an application to a study of partnership transitions and fertility among a cohort of British women. A multilevel multistate competing risks model is used to examine the relationship between prior fertility outcomes (the presence and characteristics of children and current pregnancy) and the di...

two simple, accurate and precise methods for simultaneous estimation of esomeprazole and itopride in bulk drug and tablet dosage form have been described. method-a employs formation and solving of simultaneous equation using 231 and 370 nm as two analytical wavelengths. method -b is absorption ratio method, which uses 308 and 331 nm as two analytical wavelengths.beer’s law was obeyed in the con...

Results on the simultaneous scaling of nonnegative matrices involving one sided inequalities are presented. These are applied to scalings involving two sided inequalities. The proofs are graph theoretic. The setting is generalized to matrices with elements in lattice ordered Abelian groups with 0.

E Ciavolino and Jens Jörn Dahlgaard , Simultaneous Equation Model based on the generalized maximum entropy for studying the effect of management factors on enterprise performance, 2009, JOURNAL OF APPLIED STATISTICS, (36), 7, 801-815. JOURNAL OF APPLIED STATISTICS is available online at informaworldTM: http://dx.doi.org/10.1080/02664760802510026 Copyright: Taylor & Francis http://www.tandf.co.u...

This note revisits the identification theorems of B. Brown (1983) and Roehrig (1988). We describe an error in the proofs of the main identification theorems in these papers, and provide an important counterexample to the theorems on the identification of the reduced form. Specifically, contrary to the theorems, the reduced form of a nonseparable simultaneous equations model is not identified ev...

We consider the problem of simultaneous nite gain L p-stabilization and internal stabilization of linear systems subject to input saturation via linear static state feedback. We show that bounded input nite-gain L p-stabilization and local asymptotic stabilization can always be achieved simultaneously no matter where the poles of the open loop system are, and the locations of these poles play a...