نتایج جستجو برای: derived from our cointegration model

تعداد نتایج: 7634058  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده فنی مهندسی 1388

the purpose of this study is identifying effective factors which make customers shop online in iran and investigating the importance of discovered factors in online customers’ decision. in the identifying phase, to discover the factors affecting online shopping behavior of customers in iran, the derived reference model summarizing antecedents of online shopping proposed by change et al. was us...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تبریز 0

a semi-empirical mathematical model for predicting physical part of ignition delay period in the combustion of direct - injection diesel engines with swirl is developed . this model based on a single droplet evaporation model . the governing equations , namely , equations of droplet motion , heat and mass transfer were solved simultaneously using a rung-kutta step by step unmerical method . the...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

پایان نامه :0 1391

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه اراک - دانشکده علوم انسانی 1389

this study investigates the cohesive devices used in the textbook of english for the students of psychology. the research questions and hypotheses in the present study are based on what frequency and distribution of grammatical and lexical cohesive devices are. then, to answer the questions all grammatical and lexical cohesive devices in reading comprehension passages from 6 units of 21units th...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس 1382

‏‎the main purpose of this research was to:1.develop a coking model for thermal cracking of naphtha.2.study coke inhibition methods using different coke inhibitors.developing a coking model in naphtha cracking reactors requires a suitable model of the thermal cracking reactor based on a reliable kinetic model.to obtain reliable results all these models shall be solved simultaneously.for this pu...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده مهندسی 1387

abstract this paper discusses several commonly used models for strategic marketing¹ including market environmental analysis methods (i.e. swot and pest analysis) and strategic marketing tools and techniques (i.e. boston matrix and shell directional policy matrix)and shows how these models may help a firm to achieve its strategic goals. at first, the main reason for doing this research is de...

Journal: :تحقیقات اقتصادی 0
ابوالقاسم مهدوی دانشیار دانشکده ی اقتصاد دانشگاه تهران حمید عزیزمحمدلو استادیار دانشگاه بین المللی امام خمینی قزوین

social capital can improve industrial growth via different mechanisms. in this study, taking the improvement of technology through social capital as one of the mechanisms, we have analyzed the effect of social capital on industrial growth theoretically and empirically. according to the findings of the article, derived from our cointegration model, and iranian economic data (1966-2006), social c...

2007
Yan Zhao Changli He

In this paper, we study a smooth-transition type of nonlinear cointegration among a dynamic system, in which the proposed definition nests Engle and Granger (1987)’s linear cointegration. Based on the Smooth Transition Autoregressive (STAR) models, a triangular representation for the nonlinearly cointegrated system is introduced. Furthermore, two tests for nonlinear cointegration are derived in...

2012
Chris Bracegirdle David Barber

Cointegration is an important topic for timeseries, and describes a relationship between two series in which a linear combination is stationary. Classically, the test for cointegration is based on a two stage process in which first the linear relation between the series is estimated by Ordinary Least Squares. Subsequently a unit root test is performed on the residuals. A well-known deficiency o...

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