The asymptotics of characters $\chi_{k\lambda}(\exp(h/k))$ irreducible representations a compact Lie group $G$ for large values the scaling factor $k$ are given by Duistermaat-Heckman (DH) integrals over coadjoint orbits $G$. This phenomenon generalises to central extensions loop groups $\widehat{LG}$ and diffeomorphisms circle $\widehat{\rm Diff}(S^1)$. We show that integrable modules affine K...

Using recent econometric developments about causal inference, I examine whether diversification destroys value. I estimate the value effect of diversification by matching diversifying and single-segment firms on their propensity score-the predicted values from a probit model of the propensity to diversify. I also use Heckman 's (1979) two-stage estimator for comparison purposes. Ifind that on a...

background: the aim of this study was to assess the associations between nutrition and dental caries in permanent dentition among schoolchildren. methods: a cross-sectional survey was undertaken on 698 schoolchildren aged 10 to 12 yr from a random sample of primary schools in kermanshah, western iran, in 2014. the study was based on the data obtained from the questionnaire containing informatio...

the purpose of this research was to investigate the effectiveness of eclectic model based on acceptance and commitment therapy (act) and metacognitive therapy (mct) on symptoms in patient with pure generalized anxiety disorder. the research method was clinical experimentation with pre-posttest and control group. statistic community was all of the men and women patients that suffered from pure g...

This study assessed the determinants of intensity of improved rice varieties adoption using the Tobit model and also employed. The Heckman Two-stage model was used to identify the determinants of market participation and its potential impact on farming households’ welfare in three states selected from the three notable rice producing ecologies in Nigeria. A crosssectional data of 600 rice farme...

Time varying correlations are often estimated with multivariate generalized autoregressive conditional heteroskedasticity (GARCH) models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation models is proposed. These have the  exibility of univariate GARCH models coupled with parsimonious parametric models for the c...