نتایج جستجو برای: conditional integration
تعداد نتایج: 280349 فیلتر نتایج به سال:
In several economic applications (e.g. marketing research, microsimulation models) there is the need to consider different data sources and to integrate the information coming from them. In this paper we show how integration problems can be managed by means of coherence for partial conditional probabilistic assessments. Coherence allows us to combine the knowledge coming from the different sour...
The multivariate reduced rank regression model plays an important role in econometrics. Examples include co-integration analysis and models with a factor structure. Geweke (1996) provided the foundations for a Bayesian analysis of this model. Unfortunately several of the full conditional posterior distributions, which forms the basis for constructing a Gibbs sampler for the poster distribution,...
We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the conditional variance is modelled by a stochastic volatility process. We develop a Monte Carlo maximum likelihood method to obtain efficient estimates of...
The multitude of murine genetic resources available worldwide, including inbred mouse lines, spontaneous and induced mutants, and ES lines ready for conditional gene targeting, represent a unique resource for the biomedical community. Recent international efforts are striving to complete the functional annotation the mouse genome, which will allow a systems-based view of mammalian biological ne...
The Rényi entropy is a generalization of Shannon entropy to a one-parameter family of entropies. Tsallis entropy too is a generalization of Shannon entropy. The measure for Tsallis entropy is non-logarithmic. After the introduction of Shannon entropy , the conditional Shannon entropy was derived and its properties became known. Also, for Tsallis entropy, the conditional entropy was introduced a...
Abstract What are the long-term differences in propensity of immigrants to acquire destination country citizenship under different institutional contexts and how do these vary between migrant groups? This article draws on micro-level longitudinal data from administrative registers Denmark, Netherlands, Sweden—three countries with widely changing requirements for acquisition citizenship—to track...
The term statistical learning in infancy research originally referred to sensitivity to transitional probabilities. Subsequent research has demonstrated that statistical learning contributes to infant development in a wide array of domains. The range of statistical learning phenomena necessitates a broader view of the processes underlying statistical learning. Learners are sensitive to a much w...
We analyse two potential effects arising from regional (and with EU) integration—increased quality of institutions (including the quality of financial institutions) and, economic policies and reduced multilateral exchange rate volatility—in a conditional convergence growth framework for MENA countries. To this purpose we outline an ad hoc methodology which implements the traditional bilateral e...
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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