دانلود مقالات ISI درباره C12 + ترجمه فارسی

Legal institutions and high-growth aspiration entrepreneurship

Keywords: C12; F55; K00; M13; O50; P48; Property rights institutions; Rule of law; Contracting institutions; Entrepreneurship; Legal systems; Regulatory burden;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2011 سفارش ترجمه

Generalized runs tests for the IID hypothesis

Keywords: C12; C23; C80; IID condition; Runs test; Geometric distribution; Gaussian process; Dependence; Structural break;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2011 سفارش ترجمه

Subsampling high frequency data

Keywords: C12; C13; C14; Subsampling; Market microstructure noise; High frequency data; Realised volatility;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2011 سفارش ترجمه

Semi-nonparametric estimation and misspecification testing of diffusion models

Keywords: C12; C13; C14; C22; Diffusion process; Kernel estimation; Nonparametric; Specification testing; Semiparametric; Transition density;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2011 سفارش ترجمه

Panels with non-stationary multifactor error structures

Keywords: C12; C13; C33; Cross-section dependence; Large panels; Unit roots; Principal components; Common correlated effects;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2011 سفارش ترجمه

A martingale approach for testing diffusion models based on infinitesimal operator

Keywords: C12; C14; Diffusion; Markov; Martingale problem; Semi-group; Infinitesimal operator;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2011 سفارش ترجمه

How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference

Keywords: Bootstrap; US model; DSGE; VAR; New Keynesian; New Classical; Indirect inference; Wald statistic; Regime change; Structural break; Great moderation; C12; C32; C52; E1;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2011 سفارش ترجمه

An encompassing test for non-nested quantile regression models

Keywords: C12; C52; Encompassing test; Non-nested model; Quantile regression; Rank score test;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2010 سفارش ترجمه

The Hausman pretest estimator

Keywords: C12; C20; Pretest estimator; Hausman test; Endogeneity;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2010 سفارش ترجمه

Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: An application to the NAIRU

Keywords: C12; C20; E24; Fieller Method; Confidence ellipse; 1st derivative function; Eviews; Stata;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2010 سفارش ترجمه

A new score test for unit roots in heterogeneous panels - Residual likelihood approach

Keywords: C12; C32; C33; Tests for unit roots; Residual likelihood; Heterogeneous panels; Nuisance mean parameters;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2010 سفارش ترجمه

Spurious correlation under fractional integration in output series

Keywords: C12; E32; F42; Fractional integration; Output correlations; Stochastic systems;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2010 سفارش ترجمه

Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process

Keywords: C12; ARMA(1, 1); Local power; Nearly integrated; Nearly white noise process;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2010 سفارش ترجمه

Testing hypotheses about interaction terms in nonlinear models

Keywords: C12; C25; C51; Interaction effect; Interaction term; Partial effect; Probit; Nonlinear models;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2010 سفارش ترجمه

The impact of a Hausman pretest on the size of a hypothesis test: The panel data case

Keywords: C12; C23; C52; Fixed effects estimation; Hausman specification test; Panel data; Pretest; Random effects estimation; Size distortion;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2010 سفارش ترجمه

Threshold effects in panel data stochastic frontier models of dairy production in Canada

Keywords: C12; C13; C23; C52; Stochastic frontier models; Threshold regression; Technical efficiency; Bootstrap; Dairy production;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2010 سفارش ترجمه

Market symmetry in time-changed Brownian models

Keywords: G12; G13; C02; C12; Time-changed Brownian motion; Subordination; Symmetry;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2010 سفارش ترجمه

Inflation and the finance-growth nexus

Keywords: C12; C13; O11; O16; Financial development; Economic growth; Threshold regression; Instrumental variable; Inflation;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

Estimation of conditional time-homogeneous credit quality transition matrices

Keywords: C12; C41; E44; G21; Credit risk; Transition probabilities; Hazard functions;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

Gender wage gaps by college major in Taiwan: Empirical evidence from the 1997–2003 Manpower Utilization Survey

Keywords: C12; J31; J71Salary wage differentials; Human capital; Rate of return

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

A net beta test of asset pricing models

Keywords: G12; C12; C15; Factor models; Capital asset pricing; Conditional beta tests;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

A generalized nonlinear IV unit root test for panel data with cross-sectional dependence

Keywords: C12; C33; Panel unit root test; Principal components; Non-linear instruments; Cross-sectional dependence;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

A consistent nonparametric test of affiliation in auction models

Keywords: C12; C14; Auction models; Affiliation; Empirical distributions; Nonparametric tests;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2010 سفارش ترجمه

Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?

Keywords: C12; C14; C15; Nonlinearity; Portmanteau tests; Bicorrelation; Tricorrelation; Trimming; Deep structure;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

The crude oil market and the gold market: Evidence for cointegration, causality and price discovery

Keywords: C01; C12; G12Crude oil market; Gold market; Granger causality; Permanent transitory model; Information Share model; Price discovery

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Distribution-free tests for time series models specification

Keywords: C12; C14; C22; Optimal tests; Residuals autocorrelation function; Specification tests; Time series models; Dynamic regression model;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Testing stochastic income convergence in seasonal heterogeneous panels

Keywords: C12; C15; O47; Bootstrap; Convergence; HEGY; Seasonal panel unit root;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Likelihood based testing for no fractional cointegration

Keywords: C12; C15; C32; Error correction model; Gaussian VAR model; Maximum likelihood estimation; Fractional cointegration; Likelihood ratio tests; Fractional Brownian motion;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

Testing semiparametric conditional moment restrictions using conditional martingale transforms

Keywords: C12; C14; C52; Semiparametric models; Conditional moment restrictions; Martingale transform; Asymptotically distribution-free tests;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

Labour taxes and unemployment evidence from a panel unobserved component model

Keywords: Labour taxes; Unemployment; Panel cointegration; Unobserved components; Kalman filter; C12; C13; C33; E24;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

Is health capital formation good for long-term economic growth? - Panel Granger-causality evidence for OECD countries

Keywords: C12; C23; I10; O40; Human capital; Health and growth; Panel Granger-causality tests;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

The 'Puzzles' methodology: En route to Indirect Inference?

Keywords: C12; C32; C52; E1; Bootstrap; US-EU model; DSGE; VAR; Indirect Inference; Wald statistic; Anomaly; Puzzle;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Demand for ISO 14001 adoption in the global supply chain: An empirical analysis focusing on environmentally conscious markets

Keywords: C12; C23; M20; Q56Adoption of ISO 14001; Environmental preferences and pressures of customers; Environmentally conscious markets; Economic performance; Tobit model; Random-effects Tobit model

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Specification tests of parametric dynamic conditional quantiles

Keywords: C12; C22; Omnibus tests; Conditional quantiles; Nonlinear time series; Empirical processes; Quantile processes; Subsampling; Value-at-risk; Tail risk;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias

Keywords: C12; C32; C52; G11Data snooping; Exchange traded funds; Reality check; SPA test; Stepwise test; Technical trading rules

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

An open-economy macro-finance model of international interdependence: The OECD, US and the UK

Keywords: C12; E43; F41; G12; Macroeconomics; Spillover effects; Common shocks; Macro-finance model; Term structure;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

A flexible two-part random effects model for correlated medical costs

Keywords: C12; C13; C16; C51; C52; I19; Medical cost data; Mixed model; Random effect; Health econometrics; Zero-inflated data;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Out-of-sample comparison of copula specifications in multivariate density forecasts

Keywords: Copula-based density forecast; Empirical copula; Kullback-Leibler information criterion; Out-of-sample forecast evaluation; Semi-parametric statistics; C12; C14; C32; C52; C53;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Detecting fuzzy relationships in regression models: The case of insurer solvency surveillance in Germany

Keywords: C12; C15; C16; C21; G22; G28; Test for fuzziness; Possibilistic fuzzy regression; Financial statement data; Insurance regulation;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Cointegration, dynamic structure, and the validity of purchasing power parity in African countries

Keywords: C12; C22; F31; F41; PPP; Real exchange rate; Econometric analysis;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Nonlinearity and temporal dependence

Keywords: C12; C13; C22; C50; Diffusion; Strong dependence; Long memory; Poisson sampling; Quadratic forms;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Inconsistency of the MLE and inference based on weighted LS for LARCH models

Keywords: C22; C12; C13; C52; Conditional homoscedasticity testing; Leverage effect; Linear ARCH; Quasi-maximum likelihood; Weighted least-squares;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

New evidence on the pricing and performance of initial public offerings in Thailand, 1997-2008

Keywords: C12; C23; G24; G32; Initial public offerings; Pricing; Abnormal returns; Stock Exchange of Thailand;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Short and long run causality measures: Theory and inference

Keywords: C1; C12; C15; C32; C51; C53; E3; E4; E52; Time series; Granger causality; Indirect causality; Multiple horizon causality; Causality measure; Predictability; Autoregressive model; Vector autoregression; VAR; Bootstrap; Monte Carlo; Macroeconomics; Money; I

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Testing for spatial autocorrelation in a fixed effects panel data model

Keywords: C12; C21; C23; C5Spatial autocorrelation; Panel data; Test statistics

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2010 سفارش ترجمه

EL inference for partially identified models: Large deviations optimality and bootstrap validity

Keywords: C12; C14; C21; Empirical likelihood; Partial identification; Large deviations; Empirical likelihood bootstrap; Asymptotic optimality;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2010 سفارش ترجمه

Micro versus macro cointegration in heterogeneous panels

Keywords: C12; C13; C23; Heterogeneous panels; Aggregation; Cointegration; Spurious regression; Bootstrap;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2010 سفارش ترجمه

Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance

Keywords: C12; C52; λ-sharp cusp; Asymptotic Distribution; Convergence; Discretized estimator; Integral estimator; Jump; Leave-one-out cross validation; Lipschitz continuous; Normal distribution; Resolution level selection;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2010 سفارش ترجمه

A comparison of mean-variance efficiency tests

Keywords: C12; C13; C14; C16; G11; G12; Adaptivity; Elliptical distributions; Financial returns; Portfolio choice; Semiparametric estimators;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2010 سفارش ترجمه

Efficient estimation of a multivariate multiplicative volatility model

Keywords: C12; C13; C14; GARCH; Kernel estimation; Local stationarity; Semiparametric;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2010 سفارش ترجمه