the prime objective of the study is to identify the long-run and short-run relationship between indian stock price viz., bse sensex (hereafter named as bse) and gold price (gold) in india. the daily closing price data were collected for the period of ten years ranging from 1st april 2004 to 31st march 2014 with 2490 observations. the study employed two models: model one used gold as dependent v...

This study primarily focuses on the analysis of contributions foreign exchange reserve to economic growth Nepal by using time series data obtained from year 1975 2018 A.D. In order assess a relationship between these variables, statistical procedure unit root test, cointegration and Vector Error Correction Model (VECM) are applied. addition t-statistics, Wald-test for joint significance coeffic...

Several previous investigations have appeared in the literature which discuss the nature of the set T in »-dimensional space spanned by the vectors ifsdui, ■ ■ ■ , fsdp.n) where 5 ranges over all measurable sets. It was first shown by Liapounov that xi ui, • • ■ , un are atomless measures, then the set F is convex and closed. Extensions of this result were achieved by D. Blackwell [l] and Dvore...

Consider a measurable space with an atomless finite vector measure. This measure defines a mapping of the σ-field into an Euclidean space. According to the Lyapunov convexity theorem, the range of this mapping is a convex compactum. Similar ranges are also defined for measurable subsets of the space. Two subsets with the same vector measure may have different ranges. We investigate the question...

Las crecientes que ocurren en nuestro país cada año generan daños y ponen peligro a los embalses, cuyo dimensionamiento hidrológico está basado el hidrograma de la creciente diseño. La estimación más simple tal se basa análisis frecuencias conjunto del gasto pico volumen anuales. En este estudio ajustó distribución general valores extremos bivariada (GVEb), al registro 55 anuales estación hidro...

A well-known equivalence of randomization result of Wald and Wolfowitz states that any Young measure can be regarded as a probability measure on the set of all measurable functions. Here we give a suucient condition for the Young measure to be equivalent to a probability measure on the set of all integrable selectors of a given multifunction. In this way, Aumann's identity for integrals of mult...

This study aims investigate the short- and long-run causal relationship between foreign trade economic growth in Libya over period of 1990 - 2017. employs Johansen co-integration test, error correction model (VECM), Wald test to meet objective study. The variables utilised this are gross domestic product (GDP) rate, exports imports; data is extracted from various sources such as Libyan Central ...

It is pointed out that Corollary 1 in a recent paper by Khan et al. (Int J Game Theory 34:91–104, 2006), presented there as an extension of the Dvoretzky– Wald–Wolfowitz theorem, is a special case of Lyapunov’s theorem for Young measures (Balder in Rend Instit Mat Univ Trieste 31 Suppl. 1:1–69) It is also pointed out that Theorems 1–4 in Khan et al. (Int J Game Theory 34:91–104, 2006) follow fr...

This paper first establishes the asymptotic normality of plug-in sieve M estimators of possibly irregular functionals of semi-nonparametric time series models. We show that, even when the sieve score process is not a martingale difference, the asymptotic variances of plug-in sieve M estimators of irregular (i.e., slower than root-T estimable) functionals are the same as those for independent da...