As one of the important channels technology spillover, foreign direct investment (FDI) has a significant impact on regional innovation capability, which is restricted by intensity intellectual property protection. In order to explore relationship between these three factors, this paper constructs nonlinear threshold regression model based China’s provincial panel data from 2009 2018, and empiri...

This paper is based on the research hypothesis that development of digital economy can enable urban carbon emission reduction. We use panel data 275 prefecture-level cities in China from 2011 to 2019, static panel-data interaction-effect model, and panel-threshold model verify non-linear impact mechanism heterogeneity industrial structure upgrading affecting emissions. The results demonstrate f...

in this research, a new control policy for the acceptance sampling problem is introduced. decision is made based on the number of defectives items in an inspected batch. the objective of the model is to find a constant control level that minimizes the total costs, including the cost of rejecting the batch, the cost of inspection and the cost of defective items. the optimization is performed by ...

When analyzing panel data using regression models, it is often reasonable to allow for time-varying covariate effects. We propose a novel approach to modelling timevarying coefficients in panel data regressions, which is based on penalized regression techniques. To illustrate the usefulness of this approach, we revisit the well-known empirical puzzle of the ‘death of distance’ in international ...

Common approaches to monotonic regression focus on the case of a unidimensional covariate and continuous dependent variable. Here a general approach is proposed that allows for additive and multiplicative structures where one or more variables have monotone influence on the dependent variable. In addition the approach allows for dependent variables from an exponential family, including binary a...

Recent empirical evidence suggests that stock market returns are predictable from a variety of financial and macroeconomic variables. However, with two exceptions this predictability is based upon a linear functional form. This paper extends this research by considering whether a nonlinear relationship exists between stock market returns and these conditioning variables, and whether this nonlin...

We study the effects of monetary policy surprises on stock returns under low and high uncertainty in U.S. using Panel Smooth Transition Regression (PSTR) model to identify regimes. Monetary are unexpected changes Federal Funds Rate (FFR) Open Market Committee (FOMC) announcement days, where mimicking portfolio method is used obtain a regular time series with since announcements occur an irregul...

Let X be a smooth hypersurface of degree n ≥ 3 in P. We prove that the log canonical threshold of H ∈ |−KX| is at least n−1 n . Under the assumption of the Log minimal model program, we also prove that a hyperplane section H of X is a cone in P over a smooth hypersurface of degree n in P if and only if the log canonical threshold of H is n−1 n . Bibliography : 20 titles.