نتایج جستجو برای: panel in mean mgarch models
تعداد نتایج: 17126219 فیلتر نتایج به سال:
the current study examined iranian undergraduate efl students’ willingness to communicate with regard to their vocabulary knowledge. in general, participants were somewhat willing to communicate in english. the total mean score of 730 university students’ perception of willing to communicate was 83.53 out of 135. results, regarding four parts of willingness to communicate, revealed that part...
nowadays in trade and economic issues, prediction is proposed as the most important branch of science. existence of effective variables, caused various sectors of the economic and business executives to prefer having mechanisms which can be used in their decisions. in recent years, several advances have led to various challenges in the science of forecasting. economical managers in various fi...
attempts have been made to study the thermodynamic behavior of 1,3 butadiene purification columns with the aim of retrofitting those columns to more energy efficient separation schemes. 1,3 butadiene is purified in two columns in series through being separated from methyl acetylene and 1,2 butadiene in the first and second column respectively. comparisons have been made among different therm...
During the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. We provide an empirical comparison of alternative MGARCH models, namely BEKK, DCC, Corrected DCC (cDCC), CCC, OGARCH Exponentially Weighted Moving Average, and covariance shrinkin...
The effectiveness of an orthogonal to backward mean transformation is investigated in the context a non-stationary panel data model. It shown that corresponding estimator as efficient Transformed Maximum Likelihood when autoregressive parameter equal unity. Furthermore, recently introduced bias-corrected version almost Pooled Least Squares estimator.
رابطه متقابل بین تورم و رشد تولید واقعی یکی از مسائل اساسی محققین و سیاستگزاران هم از لحاظ نظری و هم از لحاظ کاربردی است. این مطالعه رابطه علّی تورم و رشد را در دوره 1387:4-1351:1 برای ایران با مدل varma(2,2)-asy-mgarch(1,1) in mean مورد بررسی قرار می دهد. این رویکرد می تواند به طور همزمان میانگین و واریانس های شرطی تورم و رشد تولید را برآورد کند؛ و همچنین میتواند بین اثر مثبت و منفی تکانههای...
in new management approaches, in the organizations with inflexible structure, existing of red tapes and interruptions caused by limitations and also non-compliance with environmental changes, create demotivation among staff. with regard to the influence of job motivational potential and its relationship to the type of organizational structure( enabling and dissuasive), the goal of this research...
the primary goal of the current project was to examine the effect of three different treatments, namely, models with explicit instruction, models with implicit instruction, and models alone on differences between the three groups of subjects in the use of the elements of argument structures in terms of toulmins (2003) model (i.e., claim, data, counterargument claim, counterargument data, rebutt...
We propose a method for defining and measuring the spatial contagion between two financial markets. Next we investigate which from the large family of multivariate GARCH models is the best tool for modeling spatial contagion.
insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...
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