This study examines the causal relationship between economic growth, financial development, and national governance. To analyze three-way link of stated variables, Panel Vector Auto-Regressive (PVAR) model was applied to 115 economies 1996 2018. The impact each variable shock is explored through Impulse Response Function (IRF) variance decomposition. results indicate that development governance...

We characterise the relationship between two network based oligopoly markets when local players share the interconnection’s ownership. To that purpose, we analyse the case of the Bacton (UK)-Zeebrugge (Belgium) natural gas pipeline using Vector Auto-regressive Representation techniques. We conclude that there is a threshold of capacity deployment after which the two local markets split. As a re...

Three different methodologies for automatic speaker identification have been evaluated in the paper, namely the well known Dynamic Time Warping (DTW), the Auto-Regressive Vector Models (ARVM) and an Algebraic Approach (AA). The aim of our study is to examine the effectiveness of these approaches in the fixed-text speaker identification task with short phrases in Bulgarian language collected ove...

In this paper, the performance of different predictive vector quantization (PVQ) structures is studied and compared for different degrees of channel noise. Predictive quantization schemes with an auto-regressive (AR) decoder structure are compared with schemes that employ a moving average (MA) decoder. For noisy channels MA prediction performs better than AR. It is shown here that a combination...

We consider batch size selection for a general class of multivariate means variance estimators, which are computationally viable high-dimensional Markov chain Monte Carlo simulations. derive the asymptotic mean squared error this estimators. Further, we propose parametric technique estimating optimal sizes and discuss practical issues regarding process. Vector auto-regressive, Bayesian logistic...

This paper presents a robust receiver for uplink directsequence code-division multiple access (DS-CDMA) systems. The receiver uses low order auto-regressive models to approximate the multi-path fading channel taps, and a post correlation-based uncertain model for estimation purposes. keywords: RAKE receiver, Kalman filter, robust filter, multipath fading, multiuser detection.

A two-yers longitudinal study waz conducted in 1996.the data are letated to a cohort of 317 healthy neonated(164 girls and 153 boys) randomly selected in june 1996 from the city of shiraz followed from birth to two years of age.Firstly,logistic regression model and HRY (Healy-Rashash-Yang)method were used on ten selected milestones separately.secondly, we use an auto-regressive multivariate mul...

abstract-due to the important role productivity plays in future decision making and programming, the productivity indexes should have accurate quantities. in this study, auto-regressive distributed lag (ardl) and genetic algorithm (ga) methods are applied to time series of 1978-2008 to accurately measure total factor productivity (tfp) in the agricultural sector of iran. the comparison of these...

The CICAAR algorithm (convolutive independent component analysis with an auto-regressive inverse model) allows separation of white (i.i.d) source signals from convolutive mixtures. We introduce a source color model as a simple extension to the CICAAR which allows for a more parsimoneous representation in many practical mixtures. The new filter-CICAAR allows Bayesian model selection and can help...