this study is an attempt to develop a model of the simultaneous structure of the aggregate dynamic supply and demand to be used for estimation of parameters from data related to iran’s economy. the method for developing the model is an application of the dynamic and simultaneous process of aggregate supply and demand. obtained differential equations are used for solve the model. to estimate the...

This paper presents the empirical results of an econometric investigation of the demand and supply of real money with Livingston‟s price expectations and real Federal debt in the U.S.A. economy as a Vector Auto-Regressions System with subsequent „Hendryfication‟. This allows the study to focus on a partial equilibrium model of the money market that pinpoints the crucial variables of fiscal and ...

We develop a new class of random-graph models for the statistical estimation of network formation that allow for substantial correlation in links. Various subgraphs (e.g., links, triangles, cliques, stars) are generated and their union results in a network. The challenge in estimating the frequencies with which subgraphs ‘truly’ form is that subgraphs can overlap and may also incidentally gener...

À partir des données issues du recensement général de la population 2014, nous analysons à l’échelle bassins vie, le lien entre migration résidentielle destination espaces ruraux et périurbains ségrégation socio-spatiale. Nos résultats montrent que les individus sont sensibles aux caractéristiques sociodémographiques voisina...

We consider testing about the slope parameter β when Y −Xβ is assumed to be an exchangeable process conditionally on X. This framework encompasses the semi-parametric linear regression model. We show that the usual Fisher’s procedure have non trivial exact rejection bound under the null hypothesis Rβ = γ. This bound derives from the Markov inequality and a close inspection of multivariate momen...

This paper considers a decision-maker who prefers to make a point decision when the object of interest is interval-identi…ed with regular bounds. When the bounds are just identi…ed along with known interval length, the local asymptotic minimax decision with respect to a symmetric convex loss function takes an obvious form: an e¢ cient lower bound estimator plus the half of the known interval le...

We study the asymptotic distribution of three-step estimators of a …nite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the …rst step. The …rst step estimator is either parametric or non-parametric. Using Newey’s (1994) path-derivative method we derive the contribution of the …rst step estimator to the in‡...

Consumption is the principal feature of Iran’s Gross National Production. Therefore, recognizing of factors that influence it is quite crucial. This article, investigates habit formation, durability, relative risk aversion and intertemporal substitution in consumption expenditures of Iranian households. For empirical study, at first, we constructed two weighted portfolio of the main assets re...