It has been discussed that emotional investment in the educational process generates positive cognitive outcomes. This correlation addresses a core tenet of three learning domains, Cognitive, Affective, and Psycho-Motor where all constitute separate areas one single process. And as such, would expect to be able measure this correspondence between domains. study attempts test hypothesis affectiv...

This paper considers the well established empirical fact that conditional correlations among cross-country interest rates switch signs. Switching implies an alternation of coupling and decoupling of global bond markets over time. This evidence is robust to alternative estimation schemes. Here we use a seminonparametric (SNP) model with a BEKK-GARCH variance function to estimate conditional seco...

A new method, with an application program in Matlab code, is proposed for testing item performance models on empirical databases. This method uses data intraclass correlation statistics as expected correlations to which one compares simple functions of correlations between model predictions and observed item performance. The method rests on a data population model whose validity for the conside...

Time varying correlations are often estimated with multivariate generalized autoregressive conditional heteroskedasticity (GARCH) models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation models is proposed. These have the  exibility of univariate GARCH models coupled with parsimonious parametric models for the c...

We use an empirical study based on simple Monte Carlo integrations to exhibit the well known long-range correlations between linear congruential random numbers. In contrast to former studies, our long-range correlation test is carried out to asses more than only two parallel streams. The results show that critical distances derived from earlier papers have to be updated. In addition we performe...

It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gauss...

A capacity fade prediction model has been developed for Li-ion cells based on a semi-empirical approach. Correlations for variation of capacity fade parameters with cycling were obtained with two different approaches. The first approach takes into account only the active material loss, while the second approach includes rate capability losses too. Both methods use correlations for variation of ...

Multivariate stochastic volatility models with skew distributions are proposed. Exploiting Cholesky stochastic volatility modeling, univariate stochastic volatility processes with leverage effect and generalized hyperbolic skew t-distributions are embedded to multivariate analysis with time-varying correlations. Bayesian prior works allow this approach to provide parsimonious skew structure and...