The locally most powerful test is derived for the hypothesis that the regression coefficients are constant over time against the alternative that they vary according to the random walk process. When the regression equation contains the constant term only, comparisons are made with the tests suggested by LaMotte and McWhorter (1978). These are based on exact powers and on three different types o...

U sing daily data, this study examined asymmetric pass-through of Iran’s oil price to banking stock index in Tehran Stock Exchange at different time horizons. Based on the results, the coefficient of long-run pass-through of oil price to banking stock index was estimated to be 0.63. Furthermore, based on the short-term ARDL-CECM models, the relationship between the positive component...

In Model-Driven Engineering, as in many engineering approaches, it is desireable to be able to assess the quality of a system or model as it evolves. A resilient engineering practice systematically assesses whether evolutions improve on the capabilities of a system. We argue that to achieve a systematic resilient model-driven engineering practice, resilience concepts should be first-class citiz...

The abstraction of cryptographic operations by term algebras, called Dolev-Yao models or symbolic cryptography, is essential in almost all tool-supported methods for proving security protocols. Recently significant progress was made – using two conceptually different approaches – in proving that Dolev-Yao models can be sound with respect to actual cryptographic realizations and security definit...