نتایج جستجو برای: s tructural var
تعداد نتایج: 734695 فیلتر نتایج به سال:
S vector autoregressions have become one of the major ways of extracting information about the macro economy. One might cite three major uses of them in macroeconometric research: for quantifying impulse responses to macroeconomic shocks; for measuring the degree of uncertainty about the impulse responses or other quantities formed from them; and for deciding on the contribution of different sh...
Ait-Sahalia and Lo (2000) and Panigirtzoglou and Skiadopoulos (2004) have argued that Economic VaR (E-VaR), calculated under the option market implied risk neutral density is a more relevant measure of risk than historically based VaR. As industry practice requires VaR at high confidence level of 99%, we propose Extreme Economic Value at Risk (EE-VaR) as a new risk measure, based on the General...
Bromus setifolius var. pictus (Hook) Skottsb., B. setifolius var. setifolius Presl. and B.setifolius var. brevifolius Ness are three native Patagonian taxa in the section Pnigma Dumort of the genus Bromus L. AFLP and RAPD analysis, in conjunction with genetic distance measurements and statistical techniques, revealed variation within this group and indicated that B. setifolius var. brevifolius ...
A simple method for indoor and outdoor cultivation of Mesocyclops aspericornis, Macrocyclops albidus and Mesocyclops n. sp. copepods is presented. This method utilizes Chilomonas sp., Paramecium caudatum and fresh lettuce as food sources for copepod cultures. Steps for initiating and maintaining copepod cultures are provided.
Temperature is one of the most important parameters affecting the length and rate of alcoholic fermentation and final wine quality. Wine produced at low temperature is often considered to have improved sensory qualities. However, there are certain drawbacks to low temperature fermentations such as reduced growth rate, long lag phase, and sluggish or stuck fermentations. To investigate the effec...
Granger causality (GC) and its extension have been used widely to infer causal relationships from multivariate time series generated from biological systems. GC is ideally suited for causal inference in bivariate vector autoregressive process (VAR). A zero magnitude of the upper or lower off-diagonal element(s) in a bivariate VAR is indicative of lack of causal relationship in that direction re...
The formulation of the National Centers for Environmental Prediction four-dimensional variational dataassimilation (4D-Var) system is described. Results of applying 4D-Var over a one-week assimilation period, with a full set of physical parametrizations, are presented and compared with those of 3D-Var. The linearization has been performed without simplifications and, therefore, the tangent-line...
Compact chromatin structure, induction of gene silencing in position-effect variegation (PEV), and crossing-over suppression are typical features of heterochromatin. To identify genes affecting crossing-over suppression by heterochromatin we tested PEV suppressor mutations for their effects on crossing over in pericentromeric regions of Drosophila autosomes. From the 46 mutations (28 loci) stud...
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