دانلود مقالات ISI درباره C15 + ترجمه فارسی

Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions

Keywords: C14; C15; G15Asymmetric Power ARCH model; MENA equity markets; Value at Risk models

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2015 سفارش ترجمه

Does the Greenspan era provide evidence on leadership in the FOMC?

Keywords: C15; C53; D72; E58; Federal Reserve Districts; Greenspan era; Real-time data; Individual reaction functions; Bootstrap;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2015 سفارش ترجمه

Estimation of ergodic agent-based models by simulated minimum distance

Keywords: C15; C63; Agent-based models; Consistent estimation; Method of simulated moments;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2015 سفارش ترجمه

On the bootstrap for Moran's I test for spatial dependence

Keywords: C12; C15; C21; R15; Bootstrap; Spatial; Moran's I; Consistency; Asymptotic refinement; Linear-quadratic form;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2015 سفارش ترجمه

Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality

Keywords: Spatial dependence; Unknown heteroskedasticity; Nonnormality; Modified QML estimator; Robust standard error; SARAR modelsC10; C13; C15; C21

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2015 سفارش ترجمه

Robust inference in nonlinear models with mixed identification strength

Keywords: C12; C15; Mixed rates; Nonlinear regression; Robust inference; Uniformity; Weak identification;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2015 سفارش ترجمه

ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models

Keywords: Approximate Bayesian Computation; Continuous-time processes; Filtering; Indirect inference; Jumps; Realized volatilityC13; C14; C15; C33; G17

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2015 سفارش ترجمه

LM tests of spatial dependence based on bootstrap critical values

Keywords: C12; C15; C18; C21; Asymptotic refinements; Bootstrap; Edgeworth expansion; LM tests; Spatial dependence; Size; Power; Local misspecification; Heteroskedasticity; Wild bootstrap;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2015 سفارش ترجمه

QML estimation of dynamic panel data models with spatial errors

Keywords: C10; C13; C21; C23; C15; Bootstrap standard errors; Dynamic panel; Fixed effects; Initial observations; Quasi maximum likelihood; Random effects; Spatial error dependence;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2015 سفارش ترجمه

The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break

Keywords: C12; C15; C22; Time-varying cointegration; Chebyshev time polynomials; Structural break; FMLS-based CUSUM test;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2014 سفارش ترجمه

Aggregation of the generalized fractional processes

Keywords: C1; C5; C15; Aggregation; Long memory; Frequency domain; Generalized fractional processes;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2014 سفارش ترجمه

A fast resample method for parametric and semiparametric models

Keywords: C12; C15; C22; C52; Score function; Bootstrap; Subsampling; Nonlinear models;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2014 سفارش ترجمه

Exploring the impacts of a carbon tax on the Chinese economy using a CGE model with a detailed disaggregation of energy sectors

Keywords: Carbon tax; Computable general equilibrium model; Carbon emissions; C15; O13; Q47; Q48; Q56; Q58;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2014 سفارش ترجمه

Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area

Keywords: C11; C15; C32; Kalman filter; Bayesian VAR; Time-varying parameters; Forecasting;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2014 سفارش ترجمه

Major cleavage-dependent epitopes for linear IgA bullous dermatosis are formed at the boundary between the non-collagenous 16A and collagenous 15 domains of BP180

Keywords: LAD; linear IgA bullous dermatosis; NC16A; non-collagenous 16th A; BP; bullous pemphigoid; C15; collagenous 15th; AA; amino acid; TRX; thioredoxin; MAb; monoclonal antibody; PAb; polyclonal antibody; Linear IgA bullous dermatosis; Bullous pemphigoid antig

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2014 سفارش ترجمه

Minimum distance estimation of the errors-in-variables model using linear cumulant equations

Keywords: C15; C26; E22; G31; Errors-in-variables; Higher cumulants; Investment; Leverage;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2014 سفارش ترجمه

Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV

Keywords: C14; C15; C19; Average treatment effect; Counterfactual mean outcome; Kernel estimation; Partial identification;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2014 سفارش ترجمه

Non-linear adjustments to intranational PPP

Keywords: F15; C15; C32; Multivariate threshold cointegration; Non-linear impulse responses; Mean bias; Unconditional half-life; Absorption of shocks; Canada;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2014 سفارش ترجمه

Marginal likelihood for Markov-switching and change-point GARCH models

Keywords: C11; C15; C22; C58; Bayesian inference; Simulation; GARCH; Markov-switching model; Change-point model; Marginal likelihood; Particle MCMC;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2014 سفارش ترجمه

Extracting market information from equity options with exponential Lévy processes

Keywords: C15; C52; C54; G15; Risk-neutral density; Exponential Lévy processes; Pricing kernel; Relative risk-aversion coefficient;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2014 سفارش ترجمه

Equilibrium Heterogeneous-Agent models as measurement tools: Some Monte Carlo evidence

Keywords: C15; C54; C68; D52; Monte Carlo; Heterogeneous agents; Incomplete markets; Ex-ante policy evaluation; Welfare;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2014 سفارش ترجمه

A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models

Keywords: C11; C15; C22; C53; C58; Bayesian inference; Structural breaks; Recurrent regimes; Marginal likelihood; GARCH; Forecasting;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2014 سفارش ترجمه

Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

Keywords: C15; C58; G11; G23; Mutual funds; Unit trusts; Open-ended investment companies; Performance measurement; Factor benchmark models; Panel methods; Bootstrap methods;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2014 سفارش ترجمه

On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility

Keywords: C13; C15; G11; O13; Q18; TVP-VAR model with stochastic volatility; Volatility spillovers; Portfolio diversification; Hedge effectiveness;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2014 سفارش ترجمه

Volatility and persistence of simulated DSGE real exchange rates

Keywords: F41; F47; C15; C32; Volatility; Persistence; Real exchange rate dynamics; DSGE modeling;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2013 سفارش ترجمه

Are the determinants of CO2 emissions converging among OECD countries?

Keywords: C15; C22; Q53; Q54; Convergence; OECD; CO2emission intensity; Energy intensity; Carbonisation index;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2013 سفارش ترجمه

Model selection for regression with heteroskedastic and autocorrelated errors

Keywords: C10; C15; C52; Information criterion; Model selection; Selection consistency;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2013 سفارش ترجمه

Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP

Keywords: C12; C14; C15; C32; E32; G12; Time-frequency domain; Time-spectral density; Wavelets; Covariance-stationarity; Monte Carlo simulation;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2013 سفارش ترجمه

Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue

Keywords: C32; C15; C58; G15; Fractional cointegration; Frequency domain; Full-band estimator; Monte Carlo simulation; Parametric estimation;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2013 سفارش ترجمه

Risk-return incentives in liberalised electricity markets

Keywords: Monte Carlo simulation; Mean-variance portfolio theory; Electricity generation investment; C15; C63; L94;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions

Keywords: O47; F43; C11; C15; C52; Growth; Openness; Cross-country growth regression; Model uncertainty; Bayesian model averaging;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Continuous-time VIX dynamics: On the role of stochastic volatility of volatility

Keywords: C15; C32; G13; G15; VIX; Volatility indices; Jumps; Stochastic volatility of volatility;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2013 سفارش ترجمه

انشعاب نوآوری، نوآوری نوترکیب، و انتقال فن آوری درون زا

Branching innovation, recombinant innovation, and endogenous technological transitions

Keywords: C15; O33Lock-in; Network externalities; Punctuated change; Switching costs; Variety

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Estimation of tail-related risk measures in the Indian stock market: An extreme value approach

Keywords: C15; G1Extreme value theory; Peak over threshold method; GARCH; Value at Risk; Expected shortfall

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2013 سفارش ترجمه

Performance, stock selection and market timing of the German equity mutual fund industry

Keywords: C15; G11; C14Mutual fund performance; False discovery rate; Market timing

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

And yet they Co-move! Public capital and productivity in OECD

Keywords: C33; C15; H54; O47Public capital; Productivity; Panel cointegration; Cross-section dependence

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Estimation of the spatial weights matrix under structural constraints

Keywords: C14; C15; C30; C31; R21; R31Spatial econometrics; Spatial autocorrelation; Spatial weights matrix; Spatial error model; Partial identification; Housing demand; Gradient projection

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

Investigating finite sample properties of estimators for approximate factor models when N is small

Keywords: C13; C15; C33; Approximate factor model; Principal components; Quasi-maximum likelihood;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

Estimating technical efficiency in micro panels

Keywords: C15; C23; D24; Max operator; Stochastic frontier model; Bootstrap; Micro panel data;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

Optimal unemployment insurance in GE: A robust calibration approach

Keywords: C15; E21; D52; D58; Calibration methods; Unemployment risk; Optimal unemployment insurance; Heterogeneous agents; Incomplete markets;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

A nice estimation of Gini index and power Pen's parade

Keywords: C81; D31; D63; C15; Applied econometrics; Development economics; Gini index; Income inequality; Pen's parade; World development indicators;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2012 سفارش ترجمه

How do skilled traders change the structure of the market

Keywords: C15; D84; G14; Heterogeneous agent model; Market structure; Skilled traders; Hurst exponent;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2012 سفارش ترجمه

A simple test for linearity against exponential smooth transition models with endogenous variables

Keywords: C12; C15; C22; Exponential smooth transition model; Endogeneity; Linearity test;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2012 سفارش ترجمه

Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test

Keywords: C12; C15; C22; C23; Monte Carlo Simulation; Panel non-linear panel unit root test; Real exchange rate; ASEAN countries;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2012 سفارش ترجمه

A new energy model to capture the behavior of energy price processes

Keywords: C15; C22; C32; Energy model; Maximum likelihood estimation; Malliavin calculus; Fractional Ornstein-Uhlenbeck processes; Monte Carlo simulation;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2012 سفارش ترجمه

Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest

Keywords: C15; C63; G12; G13; Credit value adjustment; Contagion model; Stochastic pre-intensities and interest; Survival measure; Affine specification;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2012 سفارش ترجمه

Further empirical evidence on stochastic volatility models with jumps in returns

Keywords: C13; C14; C15; C32; Stochastic volatility; Jumps; Efficient Method of Moments (EMM); SNP; Skewness; Kurtosis;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2012 سفارش ترجمه

The efficiency of government promotion of inbound tourism: The case of Australia

Keywords: D50; H21; D43; D61; C15; Promotion; Inbound tourism; Increasing returns; Welfare;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2012 سفارش ترجمه

Distribution-free tests of stochastic monotonicity

Keywords: C14; C15; Stochastic monotonicity; Conditional moments; Least concave majorant; Copula process; Distribution-free in finite samples; Tests invariant to monotone transforms;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2012 سفارش ترجمه

A simple test for regression specification with non-nested alternatives

Keywords: C12; C15; C52; Non-nested testing; Multiple testing; Bootstrap; Finite-sample size;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2012 سفارش ترجمه