نتایج جستجو برای: johansens co integration technique
تعداد نتایج: 1131831 فیلتر نتایج به سال:
............................................................................................................................ iii ACKNOWLEDGMENTS .........................................................................................................v IMPLEMENTATION STATEMENT .................................................................................... vii TABLE OF CONTENTS ................
Co-movement between futures prices can arise when commodities are substitutes. Using Johansen’s co-integration procedure, we fail to find a significant long-run link between soybean and corn prices on the Dalian Commodity Exchange of China. This relationship is re-examined using Johansen’s co-integration procedure that permits structural breaks. Results show evidence of co-integration and...
This paper presents a novel model of co-reference knowledge, which is based on the distinction of (i) a model of a common reality, (ii) a model of an agent’s opinion about reality, and (iii) a model of agents’ opinions if they talk about the same object or not. Thereby it is for the first time possible to describe consistently the evolution of the agent’s knowledge and its relative consistency,...
An algorithm for the integration of meshes derived from range data is presented. All of the triangles from either mesh which have sampled the same surface patch of the object are identified as co-measurements and only the most confidently acquired one is kept. Co-measurement identification is based on the position and orientation of the range scanner when each triangle was sampled. Once the red...
Embedded system architectures comprising of software programmable components (e.g. DSP, ASIP, and micro-controller cores) and customized hardware co-processors, integrated into a single cost-efficient VLSI chip, are emerging as a key solution to today's microelectronics design problems. This trend is being driven by new emerging applications in the areas of wireless communication, highspeed opt...
Successful treatments against bacterial infections depend on antimicrobial susceptibility testing (AST). However, conventional AST requires more than 24 h to obtain an outcome, thereby contributing to high patient mortality. An antibiotic therapy based on experiences is therefore necessary for saving lives and escalating the emergence of multidrug-resistant pathogens. Accordingly, a fast and ef...
An improved technique of co-channel speech separation, S-AADF/LMS, and its integration with automatic speech recognition is presented. The S-AADF/LMS technique is based on the algorithms of accelerated adaptive decorrelation filtering (AADF) and LMS noise cancellation, where a switching between the two algorithms is made depending upon the active/inactive status of the co-channel signal sources...
Co-development processes are an instrument used in several industries to gain a competitive advantage and to reduce development costs. An overview of the literature is given with the identification of a gap in current literature: the patterns of supplier participation in new product development. The main goal of this article is to seek possible ways of controlling the supplier integration proce...
To achieve productive infection, the reverse transcribed cDNA of human immunodeficiency virus type 1 (HIV-1) is inserted in the host cell genome. The main protein responsible for this reaction is the viral integrase. However, studies indicate that the virus is assisted by cellular proteins, or co-factors, to achieve integration into the infected cell. The barrier-to-autointegration factor (BAF)...
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