نتایج جستجو برای: derived from our cointegration model
تعداد نتایج: 7634058 فیلتر نتایج به سال:
Fractional cointegration is viewed from a semiparametric viewpoint as a narrow-band phenomenon at frequency zero. Recent semiparametric methods of inference on memory parameters are developed to explore the possibility of fractional cointegration by means of testing the memory of observables and also new tests for the presence of fractional cointegration. These, along with narrow band estimates...
The degree of empirical support of a priori plausible structures on the cointegration vectors has a central role in the analysis of cointegration. Historically, this question has been answered by classical testing of over-identifying restrictions on the cointegration space. This paper introduces an exact finite sample Bayesian procedure to calculate the posterior probability of restrictions on ...
This paper deals with a deterministic inventory model for deteriorating items under the condition of permissible delay in payments with constant demand rate is a function of time which differs from before and after deterioration for a single item. Shortages are allowed and completely backlogged which is a function of time. Under these assumptions, this paper develops a retailer's model for obta...
——————————————————————————————————– Abstract This paper considers the nonparametric M–estimator in a nonlinear cointegration type model. The local time density argument, which was developed by Phillips and Park (1998) and Wang and Phillips (2009a), is applied to establish the asymptotic theory for the nonparametric M–estimator. The weak consistency and the asymptotic distribution of the propose...
A neglected aspect of the otherwise fairly well developed Bayesian analysis of cointegration is the point estimation of the cointegration space. It is pointed out here that, due to the well known non-identification of the cointegration vectors, the parameter space is not an inner product space and conventional Bayes estimators therefore stand without their usual decision theoretic foundation. W...
abstract birbery and corruption and other criminal and as such is one of social phenomena , and i can firmly say that society is protected and safe from harm , this is criminal . eache community is familiar with these crimes and the crime associated ( direct or indirect ) with the political economic , social , and cultural beliefs and religious issues , especially with the community . admitted...
In this note we establish the existence of the first two moments of the asymptotic trace statistic, which appears as weak limit of the likelihood ratio statistic for testing the cointegration rank in a vector autoregressive model and whose moments may be used to develop panel cointegration tests. Moreover, we justify the common practice to approximate these moments by simulating a certain stati...
objective(s): adipose derived stem cells (adscs) can be engineered to express bone specific markers. the aim of this study is to evaluate repairing tibia in animal model with differentiated osteoblasts from autologous adscs in alginate scaffold. materials and methods: in this study, 6 canine’s adscs were encapsulated in alginate and differentiated into osteoblasts. alkaline phosphatase assay (a...
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