نتایج جستجو برای: threshold regression model

تعداد نتایج: 2414942  

Journal: :international journal of business and development studies 0

we apply the two-sector production function developed by ram (1986) to estimate the threshold regression model for iran, concerning the effect of government size on economic growth. three government size indicators are used to find out the different threshold points. the results show a non-linear relationship of the armey curve in iran, in which the threshold effects corresponding to total gove...

2012
Yang-Cheng Lu Hao Fang Chien-Chung Nieh

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...

Journal: :iranian journal of economic studies 2014
haniyeh sedaghat kalmarzi mir hosein mousavi

laffer curve indicates relationship between tax rate and tax income. the aim of this paper is estimating of laffer curve in iranian economy. to do so, we have used threshold regression method. empirical results indicate that since the tax rate is low (the threshold value is less than 0.0848) in two-regime model, tax rate and tax income have a significant positive relationship, but when the tax ...

Journal: :JOURNAL OF MECHANICS OF CONTINUA AND MATHEMATICAL SCIENCES 2020

Journal: :Econometric Theory 2015

Journal: :TEMA - Tendências em Matemática Aplicada e Computacional 2011

We apply the two-sector production function developed by Ram (1986) to estimate the threshold regression model for Iran, concerning the effect of government size on economic growth. Three government size indicators are used to find out the different threshold points. The results show a non-linear relationship of the Armey curve in Iran, in which the threshold effects corresponding to total gove...

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...

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