نتایج جستجو برای: johansen model
تعداد نتایج: 2104922 فیلتر نتایج به سال:
abstract the objective of this study is to investigate the long run and short run interactions between agricultural trade liberalization and shares of the two sectors of agriculture and services in the total export and import products and services of iran during the years 1961-2008. to figure out interactions, the vector correction model was used. the ratio of the sum of imports and exports to ...
K. R. Paap and L. S. Johansen (1994) proposed that word frequency effects do not occur on a lexical decision task (LDT) when postmasked target exposure duration is sufficiently brief because such a task prevents verification--their hypothesized locus of the word frequency effect. In making this assertion, they proposed that the activation interpretation of A. R. Dobbs, A. Friedman, and J. Lloyd...
P, Dentith H, Smith D. A concurrent outbreak of Barmah Forest and Ross River disease in Nhulunbuy, Northern Territory. Comm Dis Intell (Aust) 1992;16:110-1. 10. Broom AK, Mackenzie JS, Lindsay MD, Wright AE. Epidemiology of Murray Valley encephalitis and Kunjin viruses in Western Australia, 1980-89. Arbovirus Research in Australia 1989;5:14-8. CSIRO and Queensland Institute of Medical Research....
Attention-deficit/hyperactivity disorder (ADHD) is a neurobehavioral disorder of childhood onset that is characterized by inattentiveness, hyperactivity, and impulsiveness. All clinical criteria are behavioural. Inattentiveness, overactivity, and impulsiveness are presently regarded as the main clinical symptoms. The dynamic developmental behavioural theory (DDT) is based on the hypothesis that...
s This paper investigates the long run relationship between education and economic growth in Nigeria between 1970 and 2003 through the application of Johansen Cointegration technique and Vector Error Correction Methodology. It examines two different channels through which human capital can affect long run economic growth in Nigeria. The first channel is when human capital is a direct input in t...
The study of long-run equilibrium processes is a significant component of economic and finance theory. The Johansen technique for identifying the existence of such long-run stationary equilibrium conditions among financial time series allows the identification of all potential linearly independent cointegrating vectors within a given system of eligible financial time series. The practical appli...
This paper investigates market integration and asymmetric price transmission in the world rice export markets. Using monthly rice prices from Thailand, Vietnam, and United States, we employ the Johansen test and estimate the threshold vector error correction model (TVECM). Our main findings are that export prices in the three countries are cointegrated, with Thailand and the United States the p...
The interrelationship between international stock markets has been a key study area among the financial market researchers for international portfolio management and risk measurement. The characteristics of security returns and their dynamics play a vital role in the financial market theory. This study is an attempt to find out the dynamic linkages among the equity market of USA and emerging ma...
A vector autoregressive model allowing for unit roots as well as explosive characteristic roots is developed. The Granger-Johansen representation shows that this results in processes with two common features: a random walk and an explosively growing process. Co-integrating and co-explosive vectors can be found which eliminate these common factors. Likelihood ratio tests for linear restrictions ...
We consider model selection facing uncertainty over the choice of variables and the occurrence and timing of multiple location shifts. General-to-simple selection is extended by adding an impulse indicator for every observation to the set of candidate regressors: see Johansen and Nielsen (2009). We apply that approach to a fat-tailed distribution, and to processes with breaks: Monte Carlo exper...
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