دانلود مقالات ISI درباره C13 + ترجمه فارسی

Panel regression with multiplicative measurement errors

Keywords: C2; C4; C8; C13; Panel regression; Multiplicative measurement errors; Bias correction; Asymptotic variance; Disclosure control;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

Estimating expenditure impacts without expenditure data using asset proxies

Keywords: C13; C81; Asset index; Proxy variables; Attenuation; Obesity;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2011 سفارش ترجمه

A comment on “School choice: An experimental study” [J. Econ. Theory 127 (1) (2006) 202–231]

Keywords: C70; C13; C91School choice; Efficiency; Recombinant estimator; Robustness

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2011 سفارش ترجمه

Multi-band frequency encoding method for metabolic imaging with hyperpolarized [1-13C]pyruvate

Keywords: Hyperpolarized; C13; Preclinical; MRSI; TRAMP;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2011 سفارش ترجمه

Semiparametric EGARCH model with the case study of China stock market

Keywords: C13; C14; C53; Markov; Mixing; Local Polynomial Estimate; Semiparametric method; Asymptotic normality; Stock market;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2011 سفارش ترجمه

Regression with imputed covariates: A generalized missing-indicator approach

Keywords: C12; C13; C19; Missing covariates; Imputations; Bias-precision trade-off; Model reduction; Model averaging; BMI and income;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2011 سفارش ترجمه

Price premium for high-efficiency refrigerators and calculation of price-elasticities for close-substitutes: a methodology using hedonic pricing and demand systems

Keywords: C13; C21Demand systems; Hedonic pricing; Energy efficiency labelling; Household appliances (refrigerators)

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2011 سفارش ترجمه

The impact of trade costs on exports: An empirical modeling

Keywords: B41; C13; C82; F13; F19; Trade costs; Export growth decomposition; Behind the border costs; Beyond the border costs; Pakistan;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2011 سفارش ترجمه

Observed and unobserved heterogeneity in stochastic frontier models: An application to the electricity distribution industry

Keywords: C13; C23; D24; L51; L94; Cost efficiency; Heterogeneity; Electricity distribution; Benchmarking; Random parameter;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2011 سفارش ترجمه

Variance dynamics: Joint evidence from options and high-frequency returns

Keywords: C13; C51; G12; G13; Return variance dynamics; Variance risk premium; Options; Variance swap rates; High-frequency returns; Market microstructure; Realized variance; Quadratic variation; Time-changed Lévy processes;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

The effect of climate change on optimal wetlands and waterfowl management in Western Canada

Keywords: Q57; C61; Q25; Q54; C13; Climate change; Bioeconomic modeling; Wetland protection; Wildlife management; Prairie pothole region;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Measuring price discovery: The variance ratio, the R2, and the weighted price contribution

Keywords: C13; C15; C58; G14; Market microstructure; Price discovery; Weighted price contribution;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Application of factor models for the identification of countries sharing international reference-cycles

Keywords: F41; C13; E32; Business fluctuations; Cycles; Factor models; Principal components;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2011 سفارش ترجمه

Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas

Keywords: C13; C15; C63; IM11; IM12; IM22; Credit risk; Archimedean copula; Nested Archimedean copula; Basket default swap; Importance sampling;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa

Keywords: C12; C13; C22; C52; C53; R31; Bayesian autoregressive models; Housing market; Smooth transition autoregressive models; Forecast accuracy;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Willingness to pay and price elasticities of demand for energy-efficient appliances: Combining the hedonic approach and demand systems

Keywords: C13; C21; Demand systems; Hedonic method; Energy efficiency labelling; Household appliances (dishwashers);

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Control variate method for stationary processes

Keywords: C02; C10; C13; C14; C15; C22; Control variate method; Stationary processes; Spectral density matrix; Nonparametric spectral estimator;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses

Keywords: C13; C14; C16; D81; Proportional-hazard premium; Proportional-hazard transform; Distortion risk measure; Distortion parameter; Extreme value; Heavy tail; Risk aversion index;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Nonparametric estimation and testing of stochastic discount factor

Keywords: C13; C14; C52; G12; Stochastic discount factor; Nonparametric estimation; HJ distance;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Oil and stock market volatility: A multivariate stochastic volatility perspective

Keywords: C11; C13; C22; G12; G17; Multivariate stochastic volatility; Oil prices; Stock market; MCMC;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Variance swaps and intertemporal asset pricing

Keywords: C13; C14; G10; G12Variance risk premium; Intertemporal asset pricing

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model

Keywords: C13; C15; Q23; Q28Armington elasticities; International timber trade; Forest Sector Modeling; France

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

A family of empirical likelihood functions and estimators for the binary response model

Keywords: C13; C14; C25; C51; Binary response models and estimators; Conditional moment equations; Cressie-Read family of likelihood functions; Information theoretic methods; Minimum power divergence; Minimum discrimination information;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE

Keywords: C12; C13; C22; Conditional heteroskedasticity; Efficiency of estimators; Quasi maximum likelihood estimation;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Asset market linkages: Evidence from financial, commodity and real estate assets

Keywords: C13; C32; G11; Markov switching; Asset linkages; Flight to quality; Flight from quality; Contagion;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2011 سفارش ترجمه

Dynamic factors in the presence of blocks

Keywords: C13; C33; C43; Panel data; High dimensional time series data; Dynamic factor model; Dynamic principal components;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Robust-efficient credibility models with heavy-tailed claims: A mixed linear models perspective

Keywords: IB 83; C13; C14; C15; C16; IM10; IM31; IM41; IM54; Adaptive robust-efficient estimation; Asymmetric heavy-tailed residuals; Credibility ratemaking; Mixed linear model; Treatment of excess claims;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Estimation of stable distributions by indirect inference

Keywords: C13; C15; G11; Stable distribution; Indirect inference; Constrained indirect inference; Skewed-t distribution;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

A new method of projection-based inference in GMM with weakly identified nuisance parameters

Keywords: C12; C13; C30; Projection test; Nuisance parameters; C(α) statistic; GMM; Weak identification;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Time series analysis for financial market meltdowns

Keywords: C13; C16; C22; C65; G32; ARMA-GARCH model; α-stable distribution; Tempered stable distribution; Value-at-risk (VaR); Average value-at-risk (AVaR);

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study

Keywords: C13; C22; C32; C52; C53Asymmetric power ARCH; Fractional integration; Stock returns; Volatility forecast evaluation

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2011 سفارش ترجمه

Edgeworth expansions for realized volatility and related estimators

Keywords: C13; C14; C15; C22; Bias correction; Edgeworth expansion; Market microstructure; Martingale; Realized volatility; Two scales realized volatility;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Bayesian estimation of an extended local scale stochastic volatility model

Keywords: C11; C13; C15; C22; State space models; Markov chain Monte Carlo; Simulation smoothing; Generalized error distribution; Generalized t distribution;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2011 سفارش ترجمه

Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations

Keywords: C13; C14; C22; Integrated variance; Realized variance; Microstructure noise; Kernel-based estimators;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Estimating covariation: Epps effect, microstructure noise

Keywords: C01; C13; C14; C46; G11; Bias-variance tradeoff; Epps effect; High frequency data; Measurement error; Market microstructure; Martingale; Nonsynchronous trading; Realized covariance; Realized variance; Two scales estimation;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Robust estimation of intraweek periodicity in volatility and jump detection

Keywords: C13; C14; C22High-frequency foreign exchange data; Jump detection; Long memory; Periodicity

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

Education and economic growth in Pakistan: A cointegration and causality analysis

Keywords: C13; C51; I21; N1; O51; O53Education; Economic growth; Causality; Cointegration

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2011 سفارش ترجمه

A computing bias in estimating the probability of informed trading

Keywords: G12; G14; C13; Floating-point exception; Informed trading; Market microstructure;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Measuring correlations of integrated but not cointegrated variables: A semiparametric approach

Keywords: C13; C14; C20; Integrated time series; Non-cointegration; Semiparametric varying coefficient models;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

The effects of the subprime crisis on the Latin American financial markets: An empirical assessment

Keywords: C13; C22; G01; G15; Stock markets; Volatility; Financial stress; Regime-switching; Markov-switching model;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Fourth order pseudo maximum likelihood methods

Keywords: C01; C13; C16; C22; Quartic exponential family; Pseudo maximum likelihood; Skewness; Kurtosis;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2011 سفارش ترجمه

Nonlinearly weighted convex risk measure and its application

Keywords: C13; C61; D81; G11; Expected shortfall; Market frictions; Portfolio optimization; Performance ratio;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Real-time conditional forecasts with Bayesian VARs: An application to New Zealand

Keywords: C11; C13; C53Bayesian VAR; Conditional forecasts; Real time

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

The convergence of inflation rates in the EU-12 area: A distribution dynamics approach

Keywords: C13; C21; C22; E31; E32; Inflation rate convergence; Euro area; Thick modeling; Trend-cycle decomposition; Distribution dynamics;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Instrumental variable methods for recovering continuous linear functionals

Keywords: C13; C14; C21; Instrumental variables; Partial identification;

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

Robustness and inference in nonparametric partial frontier modeling

Keywords: C13; C14; D20; Asymptotics; Breakdown values; Econometric frontiers; Outlier detection;

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

Particle filters for continuous likelihood evaluation and maximisation

Keywords: C01; C13; C15; C32; C58; E32; Importance sampling; Volatility; Filtering; Particle filter; Simulation; SIR; State space;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2011 سفارش ترجمه

Model selection criteria in multivariate models with multiple structural changes

Keywords: C13; C32; Structural breaks; AIC; Mallows' Cp; BIC; Information criteria;

دانلود رایگان متن کامل مقاله ISI 21 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

Robust trend inference with series variance estimator and testing-optimal smoothing parameter

Keywords: C13; C14; C32; C51; Asymptotic expansion; F-distribution; Hotelling's T2 distribution; Long run variance; Robust standard error; Series method; Testing-optimal smoothing parameter choice; Trend inference; Type I and type II errors;

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