دانلود مقالات ISI درباره C15 + ترجمه فارسی

Family background variables as instruments for education in income regressions: A Bayesian analysis

Keywords: C11; C13; C15; J30; I21Education; Family background variables; Earnings; Income; Instrumental variables; Bayesian analysis; Exclusion restriction

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

A systematic approach to multi-period stress testing of portfolio credit risk

Keywords: G28; G32; G20; C15; Stress testing; Credit risk; Worst case search; Maximum loss;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

Cost probability analysis of reprocessing spent nuclear fuel in the US

Keywords: C02; C15; H54; H43; P43; P48; Reprocessing; Nuclear power; Spent fuel;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

Structural sign patterns and reduced form restrictions

Keywords: C15; C18; C51; C52; Qualitative analysis; Structural form; Reduced form; Identification; Model falsification;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

Clusters of firms in an inhomogeneous space: The high-tech industries in Milan

Keywords: c15; c21; c59; r12; Industrial clustering; K-function; Spatial concentration; Spatial dependence; Spatial heterogeneity;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

Adaptive ARFIMA models with applications to inflation

Keywords: C15; C22; ARFIMA; FIGARCH; Long memory; Structural change; Inflation; G7;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2012 سفارش ترجمه

A semiparametric stochastic volatility model

Keywords: G12; C11; C15; Leverage effect; Simulated maximum likelihood; Laplace approximation; Spline;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Pricing of temperature index insurance

Keywords: C15; C22; G22; Q14Burn analysis; Index modelling; Seasonal autoregressive time series; Monte-Carlo simulation; Weather derivatives

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Combination schemes for turning point predictions

Keywords: C11; C15; C53; E37Turning points; Markov-switching; Forecast combination; Bayesian model averaging

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

Self-affinity in financial asset returns

Keywords: C15; C16; G15; Market efficiency; Self-affinity; Fractional integration; Long memory; L-stable process;

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

Modeling dependence dynamics through copulas with regime switching

Keywords: C15; C46; G15; Asymmetric dependence; Copulas; Markov switching; Bootstrap test;

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

Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method

Keywords: C14; C15; C51; D44; First-price auctions; Semi-nonparametric estimation; Sieve estimation; Empirical characteristic functions; Simulated moments; Legendre polynomials; Integrated moment test;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements

Keywords: C14; C15; D44; L50; L74; First-price auctions; Independent private values; Asymmetric risk aversion; Semiparametric identification and estimation;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Job search incentives and job match quality

Keywords: C14; C15; C41; J64; J65; J68; Multivariate hazards; Job search; Job quality; Timing-of-events; NPMLE; MMPH;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models

Keywords: G12; G13; C15; CEV short rate models; American interest rate options; CIR short rate model; Jump-diffusion processes; Longstaff and Schwartz LSM approach;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour

Keywords: C15; E44; G21; G32Banking; Financial stability; Stress-tests; Liquidity risk

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Do institutional changes affect business cycles? Evidence from Europe

Keywords: C15; C33; E32; E42; Business cycles; European Monetary Union; Panel VAR; Structural changes;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Taking a new contour: A novel approach to panel unit root tests

Keywords: C12; C15; C32; C33; Panel unit root test; Nonlinear IV methodology; Equi-squared-sum contour; Bootstrap; Cauchy estimator;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

On the volatility-volume relationship in energy futures markets using intraday data

Keywords: C15; C32; C53; G1; Q4; Trading volume; Price volatility; Crude oil futures; Natural gas futures; Realized volatility; Realized semivariance;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Variable selection and functional form uncertainty in cross-country growth regressions

Keywords: C11; C14; C15; O40; O57; Growth regression; Variable selection; Model uncertainty; Model averaging; Semi-parametric Bayes; Gaussian process prior; MCMC;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Robust subsampling

Keywords: C12; C13; C15; Subsampling; Bootstrap; Breakdown point; Robustness;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Tikhonov regularization for nonparametric instrumental variable estimators

Keywords: C13; C14; C15; D12; Nonparametric estimation; Ill-posed inverse problems; Tikhonov regularization; Endogeneity; Instrumental variable;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

Confidence intervals for the quantile of treatment effects in randomized experiments

Keywords: C14; C15; C19; Heterogeneous treatment effects; Partial identification; Quantile treatment effects; Order statistic approach;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2012 سفارش ترجمه

Disability benefit microsimulation models in the Netherlands

Keywords: C15; H55; J26; Microsimulation; Disability; Forecasting; Policy reform;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2012 سفارش ترجمه

Residual based tests for cointegration in dependent panels

Keywords: C12; C15; C22; Panel cointegration tests; Testing instruments; Nonstationary panel; Cross-sectional dependency;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2012 سفارش ترجمه

Technical trading revisited: False discoveries, persistence tests, and transaction costs

Keywords: Technical trading; False discovery rate; Persistence; Transaction costsC12; C15; G11; G14

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2012 سفارش ترجمه

Macro stress testing of credit risk focused on the tails

Keywords: C14; C15; E32; G28Macro stress test; Credit risk; Financial system; Quantile regression

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2012 سفارش ترجمه

Jump-robust volatility estimation using nearest neighbor truncation

Keywords: C14; C15; C22; C80; G10; High-frequency data; Integrated variance; Finite activity jumps; Realized volatility; Jump robustness; Nearest neighbor truncation; Intraday U-shape patterns;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2012 سفارش ترجمه

A Poisson mixture model of discrete choice

Keywords: C11; C13; C14; C15; C23; C25; Bayesian nonparametric analysis; Markov chain Monte Carlo; Dirichlet process prior;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2012 سفارش ترجمه

A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation

Keywords: C11; C15; C22; C26; C58; Mixture of Student-t distributions; Importance sampling; Kullback-Leibler divergence; Expectation Maximization; Metropolis-Hastings algorithm; Predictive likelihood; DCC GARCH; Mixture GARCH; Instrumental variables;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2012 سفارش ترجمه

A new country risk index for emerging markets: A stochastic dominance approach

Keywords: C12; C13; C14; C15; G01Nonparametric stochastic dominance; Mixed Integer programming; Sovereign risk; Emerging economies

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2012 سفارش ترجمه

Predicting dividends in log-linear present value models

Keywords: C12; C15; C32; G12Predictability; Dividend yield; Cashflows; Dividend growth; Time-varying risk premium

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2012 سفارش ترجمه

Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles

Keywords: Monte-Carlo analysis; Method of moments; Perturbation methods; Skewness; Asymmetric shocks; C15; E2;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2012 سفارش ترجمه

The determinants of sovereign credit spread changes in the Euro-zone

Keywords: C22; E45; E43; C15; Credit risk; Structural models; Term structure of interest rates; Gaussian HJM multi-factor models;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2012 سفارش ترجمه

The regulatory loss cut-off level: Does it undervalue the operational capital at risk?

Keywords: C15; C16; G28Banking regulation; Loss cut-off level; Operational Value at Risk (OpVaR)

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

A spatial–temporal analysis of the impact of access restrictions on forest landscapes and household welfare in Tanzania

Keywords: C15; Q23Participatory forest management; Non-timber forest products; Spatial–temporal modelling; Tanzania

دانلود رایگان متن کامل مقاله ISI 7 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

Performance assessment of mining operations using nonparametric production analysis: A bootstrapping approach in DEA

Keywords: C14; C15; Data Envelopment Analysis (DEA); Bootstrapping; Coal mining; Environmental effects; Illinois;

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

Genetically modified crops as real options: Identifying regional and country-specific differences

Keywords: C61; C63; C15; Q16; Real options; Dynamic programming; GM crops; R&D;

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

Adaptive Importance Sampling for simulating copula-based distributions

Keywords: IM 22; C15; C63; Adaptive Importance Sampling; Copula; Cross-entropy; Finite mixture;

دانلود رایگان متن کامل مقاله ISI 9 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

Mixture models of choice under risk

Keywords: C15; C29; C51; C87; C91; D81; Expected utility theory; Maximum simulated likelihood; Mixture models; Rank dependent expected utility theory; Heterogeneity;

دانلود رایگان متن کامل مقاله ISI 10 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 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

Robust estimation of skewness and kurtosis in distributions with infinite higher moments

Keywords: C15; C16; C58; C63; Skewness; Kurtosis; Fat tails; Outliers;

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

Jumps and stochastic volatility in oil prices: Time series evidence

Keywords: C11; C15; C52; C22; G13; Q40; Oil prices; Stochastic volatility; Jump diffusion; Markov Chain Monte Carlo; Investment;

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

Modeling volatility with time-varying FIGARCH models

Keywords: C12; C15; C22; C51; C52; G1; Q4; FIGARCH; Long memory; Nonlinear time series; Structural change; Time-varying parameter model;

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

Bayesian inference in a sample selection model

Keywords: C11; C14; C15; C34; Sample selection; Gibbs sampling; Mixture distributions; Dirichlet process;

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

Structural models, information and inherited restrictions

Keywords: C15; C18; C51; C52; Qualitative analysis; Structural form; Reduced form; Identification; Entropy; Model falsification;

دانلود رایگان متن کامل مقاله ISI 12 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