نتایج جستجو برای: mazandaran province jel classification c13

تعداد نتایج: 578464  

2013
Farshad Hasanzadeh Kiabi Aria Soleimani Mohammad Reza Habibi Amir Emami Zeydi

Received January 14, 2013. Accepted January 29, 2013. Correspondence to: Mohammad Reza Habibi, MD Mazandaran Heart Center, Hazrat Fatima Hospital, Artesh Boulevard, Mazandaran Province, Sari, Iran Tel: +98-1512226262, Fax: +98-1512268915, E-mail: [email protected] This is an open-access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http:// ...

2011
Chuan-Hsiang Han Wei-Han Liu Tzu-Ying Chen

This paper proposes an improved procedure for stochastic volatility model estimation with an application in risk management. This procedure is composed of the following instrumental components: Fourier transform method for volatility estimation with a price correction scheme, and importance sampling for extremal event probability estimation with applications to estimate Value-at-Risk and condit...

2003
Subal C. Kumbhakar Efthymios G. Tsionas

In this paper we propose simulation based Bayesian inference procedures in a cost system that includes the cost function and the cost share equations augmented to accommodate technical and allocative inefficiency. Markov Chain Monte Carlo techniques are proposed and implemented for Bayesian inferences on costs of technical and allocative inefficiency, input price distortions and over(under-) us...

2006
Ekaterini Panopoulou

The purpose of this paper is to investigate the ability of parameter instability tests in regressions with I(1) processes to discriminate between changes in the cointegrating relationship and changes in the marginal distribution of the regressors. Using annual data for the G-7 countries and the Purchasing Power Parity, we conclude that the regression coefficient between the price level differen...

2006
Frank Windmeijer

This chapter gives an account of the recent literature on estimating models for panel count data. Specifically, the treatment of unobserved individual heterogeneity that is correlated with the explanatory variables and the presence of explanatory variables that are not strictly exogenous are central. Moment conditions are discussed for these type of problems that enable estimation of the parame...

2015
Raymond Kan Nikolay Gospodinov Cesare Robotti

This paper derives explicit expressions for the asymptotic variances of the maximum likelihood and continuously updated GMM estimators under potentially misspecified models. The proposed misspecification-robust variance estimators allow the researcher to conduct valid inference on the model parameters even when the model is rejected by the data. Although the results for the maximum likelihood e...

2004
Richard J. Smith

This paper proposes a new class of HAC covariance matrix estimators. The standard HAC estimation method re-weights estimators of the autocovariances. Here we initially smooth the data observations themselves using kernel function based weights. The resultant HAC covariance matrix estimator is the normalised outer product of the smoothed random vectors and is therefore automatically positive sem...

2015
Nikolay Gospodinov

In this paper, we propose a model based on multivariate decomposition of multiplicative— absolute values and signs—components of several returns. In the m-variate case, the marginals for the m absolute values and the binary marginals for the m directions are linked through a 2m-dimensional copula. The approach is detailed in the case of a bivariate decomposition. We outline the construction of ...

2012
Yoosoon Chang Michael Chung Joon Y. Park

This paper presents a novel characterization of continuous time processes that captures the primary idiosyncratic features of many financial time series. We extend the analysis of unit root behaviors to incorporate series that have continuous sampling, but do so in such a way that the overall series does not tend towards explosive paths, as is implied by many unit root setups. In doing so, we e...

2009
Guangjie Li Roberto Leon-Gonzalez

Following Lancaster (2002), we propose a strategy to solve the incidental parameter problem. The method is demonstrated under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental parameter problem when t...

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