The Case With A Varying
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds
... significance level, albeit for EM and LSE the null of stability is very close to rejection. 15 Figure 1 reports the estimated smoothed alphas for the 9 hedge fund cate- gories, obtained from the first element of the ...
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Vehicle routing and scheduling with time-varying data: A case study
... A heuristic algorithm is described for vehicle routing and scheduling problems to minimise the total travel time, where the time required for a vehicle to travel along any road in the network varies according to the time ...
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Estimating time-varying exposure-outcome associations using case-control data: logistic and case-cohort analyses
... in case-control studies has been considered previously in work which is closely connected to ...‘multitime case-control design’ for estimating the associ- ations between time-varying exposures and an ...
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Using INLA to fit a complex point process model with temporally varying effects – a case study
... models accessible. In the specific case considered here, a simple analysis of each of the patterns that does take the spatially explicit information into account would not be sufficient. The small size of the ...
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A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis.
... a case-study. A time-varying parameter model of a monetary policy reaction function is proposed to integrate various trade-offs to be made about various macroeconomic variables -- inflation, the output gap ...
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Local Empirical Likelihood Diagnosis of Varying Coefficient Density Ratio Models Based on Case Control Data
... a varying-coefficient density-ratio model for case-control studies is ...of varying coefficient density-ratio model for case-control ...
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The Case for Varying Standards of Proof
... The point of this section is to argue that this distributive analysis of evidence law also supports a system with varying standards of proof. If the level of the applicable standard is seen—together with the rest ...
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Ship scheduling with time-varying draft restrictions: a case study in optimisation with time-varying costs
... the case of the S ervice S pd method, one cargo gets left behind possibly because ships need to sail fast in order to deliver this cargo within the time windows, and ships sailing at service speeds are unable to ...
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The Time-Varying Long-Run Unemployment Rate: The Colombian Case
... From these results we underline two facts. Firstly, long-run unemployment rate I Colombia is time-varying. Second, monetary policy does not have possibilities of reducing the long-run unemployment. In the short ...
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Time-Varying Monetary Policy Reaction Function: The Case of Iran
... n this paper, we consider the estimation of a time-varying parameter monetary growth rate reaction function for monetary policy in Iran. In order to deal with implicit inflation targets and time-varying ...
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The case for Divisia monetary statistics: A Bayesian time-varying approach
... To complement this statistical evaluation, it is noteworthy to mention that simply replacing simple sum measures with their Divisia counterparts yields substantial saves in the computati[r] ...
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Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries
... 21 lead to a more broadly market-based price in which the current crude-oil price fluc- tuates closely around its fundamental value. Second, all markets we study exhibit predictable patterns almost since the mid- 1999 ...
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Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries
... 21 lead to a more broadly market-based price in which the current crude-oil price fluc- tuates closely around its fundamental value. Second, all markets we study exhibit predictable patterns almost since the mid- 1999 ...
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What determines the varying relation of case and agreement? Evidence from the Ugric languages
... 4. PARTIAL INDEPENDENCE OF CASE AND AGREEMENT: EASTERN AND NORTHERN KHANTY, AND NORTHERN MANSI 4.1. The loosening of word order In most of the extant Khanty and Mansi dialects, SOV word order and the fusion of ...
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The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation
... In addition, Figure 2 suggests that for the US economy the values of ρ t do not fluctuate substantially around 0.4, and therefore the relationship between inflation and inflation volatility is not time-varying. ...
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Impact of Varying Climate Conditions on Apple A Case Study of Shimla District, Himachal Pradesh
... CASE STUDY: REGIONAL HORTICULTURE RESEARCH STATION, CRAIG NANO The Regional Horticulture Research Station is located at a distance of sixteen kilometers from Shimla on Shimla-Tattapani-Mandi highway. It is ...
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Adaptive output-feedback tracking: The case of MIMO plants with unknown, time-varying state delay
... ∗ Corresponding author. Tel.: +972 48292811; fax: +972 48228898. E-mail addresses: [email protected] (B. Mirkin), [email protected] (P.-O. Gutman). Within the framework of adaptive neural networks and sliding mode ...
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Impact of farmer education on farm productivity under varying technologies: case of paddy growers in India
... the case of both adopters and non-adopters confirming the differential marginal impacts of factors on paddy yield between adopters and ...the case of both modern and traditional paddy ...the case of ...
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Impact of varying debris cover thickness on ablation: a case study for Koxkar Glacier in the Tien Shan
... Abstract. To quantify the ablation processes on a debris cov- ered glacier, a simple distributed ablation model has been de- veloped and applied to a selected glacier. For this purpose, a set of field measurements was ...
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Simulation of left-truncated and case-k interval censored survival data with time-varying covariates
... and case-k interval censored (LTIC) survival data , where left- truncated observations are existing cases (prevalence cohort) usually sampled from medical registry ...
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