A slice of a program P with respect to a slicing criterion C ≡ ({var}, c_stmt) is a subset of the program which includes all statements that directly or indirectly affect the value of variable var in c_stmt [1,10–12]. A static slice includes all statements which might affect the value of var. It is constructed using program analysis techniques. A dynamic slice consists of only those statements ...

Vector autoregressive (VAR) models have often been used in the econometric literature as useful models to describe stationary/non-stationary time series. Additionally cointegrating vectors are of primary interest for researchers who investigate the long-run stable relationship between economic variables. In VAR models it is well known that cointegrating vectors are identifiable only up to their...

This paper investigates limit theory for the likelihood analysis of an I(2) cointegrated vector autoregressive (VAR) model in the presence of deterministic shifts. A log likelihood ratio (logLR) test statistic for integration indices is considered, and it is demonstrated that the asymptotic distribution of the statistic is given in the form of a generalised Dicky-Fuller type distribution. A log...

In this paper we discuss sensitivity of forecast with respect to the information set considered in prediction; we define a sensitivity measure called impact factor, IF. We calculate this measure in VAR processes integrated of order 0, 1 and 2. For VAR processes this measure is a simple function of the impulse response coefficients. For integrated VAR systems this measure is shown to have a dire...

in this paper we compared multivariate garch models toestimate value-at-risk. we used a portfolio of weekly indexesincluding tedpix, klse, xu100 during ten years. to estimatevalue-at-risk, first we estimated ccc, dcc of engle, dcc of tseand tsui, dynamic equi correlation models by oxmetrics. then,optimum lags were estimated by minimizing the information criteria.to estimate var, the models accu...

In this paper, we have tried to study the main role of startups in economy, their characteristics, goals and etc. The goal article is prediction startup's return using artificial intelligence methods such as genetic algorithm (GA) neural network (ANN). Some global indices S&P500, DJAI, economic indicators 10 years Treasury yield, Wilshire 5000 Total Market Full Cap Index along with some oth...