نتایج جستجو برای: panel in mean mgarch models
تعداد نتایج: 17126219 فیلتر نتایج به سال:
the paper presents an analysis of both energy intensity and energy demand for the italianindustrial sector. the aim of the paper is twofold: making a decomposition of energy intensity at the aggregate level and modeling energy demand at the firm level. the decomposition of energy intensity shows different patterns for the different sub-sectors in the period of interest. in the micro approach, p...
In this paper we propose a new multivariate GARCH model with timevarying correlations. We adopt the vech representation based on the conditional variances and the conditional correlations. While each conditional-variance term is assumed to follow a univariate GARCH formulation, the conditional-correlation matrix is postulated to follow an autoregressive moving average type of analogue. By impos...
the purpose of the present study was to see which one of the two instruction-processing instruction (pi) and meaningful output based instruction (mobi) accompanied with prompt and recast- is more effective on efl learners’ writing accuracy. in order to homogenize the participants in term of language proficiency a preliminary english test (pet) was administrated between 74 intermediate students ...
this study was an attempt to investigate the effect of subtitling on vocabulary learning among iranian intermediate students. to find the homogeneity of the groups, tofel test was administered to student in kish mehr institute in garmsar. after analyzing the data, 60 participants (female students) who scored within the range of one standard deviation above and below the mean, were selected as h...
this study was intended to analyze the listening tapescripts of the elementary and pre-intermediate levels of total english textbooks from the pragmatic dimension of language functions and speech acts in order to see whether the listening tasks are pragmatically informative or not. for this purpose, 8 conversations from the two books were selected randomly, and then, the two pragmatic models of...
Purpose The purpose of the study is to measure cross-country stock market correlation and volatility transmission during global coronavirus disease 2019 (COVID-19) pandemic. paper traces trajectory Islamic equity investments in order get insights on behavior markets crisis. Design/methodology/approach uses generalized method moments (GMM), autoregressive distributed lag (ARDL) multivariate GARC...
the paper presents an analysis of both energy intensity and energy demand for the italianindustrial sector. the aim of the paper is twofold: making a decomposition of energy intensity at the aggregate level and modeling energy demand at the firm level. the decomposition of energy intensity shows different patterns for the different sub-sectors in the period of interest. in the micro approach, p...
Modeling pavement performance by combining field and experimental data The accurate prediction of pavement performance is important for efficient management of the surface transportation infrastructure. By reducing the error of the pavement deterioration prediction, agencies can obtain significant budget savings through timely intervention and accurate planning. The goal of this research was to...
in recent years, there has been a growing interest among researchers to investigate the relationship betweenteacher self-efficacy and classroom behavior management, especially students misbehavior. therefore, this study aimed to comparatively investigate english and arabic teachers’ use of different behavior managementstrategies, their self-efficacy, and their success in an iranian context. th...
We analyze labor productivity in coal mining in the United States using indices of productivity change associated with the concepts of panel data modeling. This approach is valuable when there is extensive heterogeneity in production units, as with coal mines. We ̄nd substantial returns to scale for coal mining in all geographical regions, and ̄nd that smooth technical progress is exhibited by ...
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