نتایج جستجو برای: johansen co
تعداد نتایج: 333820 فیلتر نتایج به سال:
Erickson and Kruschke (1998) provided a demonstration that in certain situations people will classify novel stimuli according to an extrapolated rule, even when the most similar training exemplar is an exception to the rule. This result challenged exemplar models. Nosofsky and Johansen (2000) have called this finding into question by offering an exemplar-based explanation for those data based o...
After the recessions and recent economic crises (especially The Great Recession), many policymakers, economists and researchers have done the theoretical and empirical studies under the conditions of banking and financial crisis or various credit conditions to find out that how monetary and financial policies affect the macroeconomic system. This paper investigates the effect of fiscal policy ...
The present study investigates the efficiency of Bitcoin futures in price discovery process by assessing lead-lag relationship between and spot prices Bitcoin. tests whether market is leading mechanism for market. considers daily closing both future indices from December 12, 2017 to 31, 2020. stationarity two time-series variables tested using Augmented Dickey-Fuller test while long-run co-inte...
The present study examines the relationship between FDI inflows and export performance in Bangladesh by considering issue of structural breaks utilizing annual time-series data from 1972 to 2019. In study, unit root tests were conducted without (ADF test PP test) with (ZA LP presence probable dataset. A Johansen co-integration was employed determine whether variables co-integrated. VECM used fo...
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...
In this paper we will present a numerical method for computing incompressible free surface ows in irregular ge ometries in three dimensions The approach we are taking is based on three ideas The rst is the second order ac curate projection method of Bell Colella and Glaz Bell et al for computing nite di erence approximations to the incompressible ow equations on rectangular grids The second is ...
The octopus circulatory system is atypical of the molluscs, with a medially situated ventricle generating high arterial blood pressures (Johansen & Martin, 1962; Wells, 1979). Using free-moving Octopus dofleini, Johansen & Martin (1962) demonstrated the presence of an accessory branchial pump, boosting the venous blood pressure, between the anterior vena cava and the afferent branchial vessel. ...
This paper considers the importance of moving average errors for the Johansen trace test of cointegrating rank based upon approximating vector autoregressions (VARs). Two cases are emphasized and explored, both taking as their starting point the Wold decomposition. Though each case defined satisfies the same cointegrating vector, one is a case of multicointegration while the other, based on res...
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