Model selection and associated issues of post-model selection inference present well known challenges in empirical econometric research. These modeling issues are manifest in all applied work but they are particularly acute in multivariate time series settings such as cointegrated systems where multiple interconnected decisions can materially a¤ect the form of the model and its interpretation. ...

Sediment transport constantly influences river and civil structures and the lack ofinformation about its exact amount makes management efforts less effective. Hence,achieving a proper procedure to estimate the sediment load in rivers is important. We usedsupport vector machine model to estimate the sediments of the Kakareza River in LorestanProvince and the results were compared with those obta...

In this paper bi-annual time series data on unemployment rates (from the Labour Force Survey) are expanded to quarterly rates and linked to quarterly unemployment rates (from the Quarterly Labour Force Survey). The resultant linked series and the consumer price index (CPI) series are examined using Johansen’s cointegration approach and vector error correction modeling. The study finds that both...

An algorithm is presented for error correction in the surface code quantum memory. This is shown to correct depolarizing noise up to a threshold error rate of 18.5%, exceeding previous results and coming close to the upper bound of 18.9%. The time complexity of the algorithm is found to be polynomial with error suppression, allowing efficient error correction for codes of realistic sizes.

The selection of significant components in a sparse vector, directly observed with i.i.d. observational noise, typically proceeds by thresholding the observations. The objective in this paper is to choose the threshold that minimizes the risk (expected squared prediction error) of the estimator with respect to the noise-free sparse vector. The risk as a function of the model size (or, equivalen...

Throughout history, investors have attempted to determine the future states and prices of instruments that they consider to invest in. Thus, various econometric models have been developed in order to determine the variables influencing the prices of investment instruments, as well as the relationships between such variables. The main aim of the present study was to examine the variables that ma...

This paper examines downward price rigidity in Iranian house market and discusses whether this characteristic would result in an asymmetric relationship between house price and monetary policy. To test the downward house price rigidity the threshold GARCH model is employed. The asymmetric adjustment to monetary policy is examined using the asymmetric cointegration and error correction models. T...

exchange rate volatility is one of the effective and ambiguous factors in agricultural product export. considering the importance of agricultural trade to avoid single-product economy, the main aim of this study was to investigate the impact of exchange rate volatility on the raisin export of iran during the years1959-2011. for this purpose, exchange rate volatility index was estimated using mo...

between the two-point function of the bottom vector current and the inclusive bottom quark cross section mediated by a virtual photon, which is valid up to a small correction from bb̄ radiation from light quarks. The left hand side can be computed in perturbation theory; the right hand side from data. The parameters of the lowest Υ(nS) resonances are well-measured, but the continuum cross sectio...