This study constructs a panel threshold regression model to explore the price impact of foreign institutional herding of firms listed in the Taiwan Stock Exchange during January 2000 to June 2008. Our panel threshold model is constructed to explore the price impact of foreign institutional investors’ herding in the Taiwan stock market after controlling the firm size. By examining the presence o...

We propose a new, generic and flexible methodology for nonparametric function estimation, in which we first estimate the number and locations of any features that may be present in the function, and then estimate the function parametrically between each pair of neighbouring detected features. Examples of features handled by our methodology include change-points in the piecewise-constant signal ...

During the process of economic development, different economic policies are adopted in accordance with particular circumstances. Therefore, conventional methods of time-series analysis may give misleading results if the problems associated with regime switches are not considered. The relationship between export growth and output growth is explored using a multivariate threshold model with regim...

In this paper, I reflect on the developments of the threshold model in time series analysis since its birth in 1978, with particular reference to econometrics.

The paper investigates the relationship between inflation and inflation uncertainty using the Iranian data over the period 1959:03 – 2008:02. GARCH models are used to examine this relationship. Granger methods are employed to provide statistical evidence for the relationship between average inflation and inflation uncertainty. Threshold GARCH (TGARCH) models are considered to investigate asymme...

1.1 Abstract . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.3 Social Influence And Influence Maximization . . . . . . . . . . . . . . . . . . . . . . . . . . . ....

There are many unavoidable noise interferences in image acquisition and transmission. To make it better for subsequent processing, the noise in the image should be removed in advance. There are many kinds of image noises, mainly including salt and pepper noise and Gaussian noise. This paper focuses on the research of the Gaussian noise removal. It introduces many wavelet threshold denoising alg...

We compare the individual-based "threshold model" of innovation diffusion in the version which has been studied by Young (1998), with an aggregate model we derived from it. This model allows us to formalise and test hypotheses on the influence of individual characteristics upon global evolution. The classical threshold model supposes that an individual adopts a behaviour according to a trade-of...

The paper studys the mathematical model between element marketization and technology progress though Chinese provinces data. Empirical test showed that capital and labor element marketization promote Chinese technology progress significantly. Finally, threshold model showed the existence of threshold range that capital and labor element marketization promoting TFP (total factor productivity) gr...

We compare the individual-based “threshold model” of innovation diffusion (Valente 95), in the version which has been studied by P. Young, and an aggregate deterministic model we constructed from it. The classical threshold model supposes that an individual adopts a behaviour according to a trade-off between a social pressure (the number of his neighbours adopting the behaviour) and a personal ...