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overflow: hidden; text-overflow: ellipsis; -webkit-line-clamp: 3; -webkit-box-orient: vertical; }</style><div class="col-xs-12 clearfix"><div class="u-floatLeft"><h1 class="PageHeader-title u-m0x u-fs30">Econometrics</h1><div class="u-tcGrayDark">279,082 Followers</div><div class="u-tcGrayDark u-mt2x">Recent papers in <b>Econometrics</b></div></div></div></div></div></div><div class="TabbedNavigation"><div class="container"><div class="row"><div class="col-xs-12 clearfix"><ul class="nav u-m0x u-p0x list-inline u-displayFlex"><li class="active"><a href="https://www.academia.edu/Documents/in/Econometrics">Top Papers</a></li><li><a href="https://www.academia.edu/Documents/in/Econometrics/MostCited">Most Cited Papers</a></li><li><a href="https://www.academia.edu/Documents/in/Econometrics/MostDownloaded">Most Downloaded Papers</a></li><li><a href="https://www.academia.edu/Documents/in/Econometrics/MostRecent">Newest Papers</a></li><li><a class="" href="https://www.academia.edu/People/Econometrics">People</a></li></ul></div><style type="text/css">ul.nav{flex-direction:row}@media(max-width: 567px){ul.nav{flex-direction:column}.TabbedNavigation li{max-width:100%}.TabbedNavigation li.active{background-color:var(--background-grey, #dddde2)}.TabbedNavigation li.active:before,.TabbedNavigation li.active:after{display:none}}</style></div></div></div><div class="container"><div class="row"><div class="col-xs-12"><div class="u-displayFlex"><div class="u-flexGrow1"><div class="works"><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_67816926 coauthored" data-work_id="67816926" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/67816926/Population_ageing_time_allocation_and_human_capital_A_general_equilibrium_analysis_for_Canada">Population ageing, time allocation and human capital: A general equilibrium analysis for Canada</a></div></div><div class="u-pb4x u-mt3x"><div class="summary u-fs14 u-fw300 u-lineHeight1_5 u-tcGrayDarkest"><div class="summarized">This study explores the long-term impact of population ageing on labour supply and human capital investment in Canada, as well as the induced effects on productive capacity. The analysis is conducted with a dynamic computable overlapping... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_67816926" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">This study explores the long-term impact of population ageing on labour supply and human capital investment in Canada, as well as the induced effects on productive capacity. 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href="https://www.academia.edu/Documents/in/Economic_Theory">Economic Theory</a>, <script data-card-contents-for-ri="6208" type="text/json">{"id":6208,"name":"Economic Theory","url":"https://www.academia.edu/Documents/in/Economic_Theory?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="13805" href="https://www.academia.edu/Documents/in/Behavioral_Economics">Behavioral Economics</a><script data-card-contents-for-ri="13805" type="text/json">{"id":13805,"name":"Behavioral Economics","url":"https://www.academia.edu/Documents/in/Behavioral_Economics?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=8487193]'), work: {"id":8487193,"title":"Prospect theory: An analysis of decision under 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Economics","url":"https://www.academia.edu/Documents/in/Behavioral_Economics?f_ri=747","nofollow":false},{"id":23040,"name":"Utility Theory","url":"https://www.academia.edu/Documents/in/Utility_Theory?f_ri=747"},{"id":69827,"name":"Risk Aversion","url":"https://www.academia.edu/Documents/in/Risk_Aversion?f_ri=747"},{"id":69831,"name":"Prospect Theory","url":"https://www.academia.edu/Documents/in/Prospect_Theory?f_ri=747"},{"id":233223,"name":"Expected Utility Theory","url":"https://www.academia.edu/Documents/in/Expected_Utility_Theory?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_6676644" data-work_id="6676644" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/6676644/National_culture_and_corporate_investment">National culture and corporate investment</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/6676644" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="ccba896476b936d5aa6f94fd9bafb7f6" rel="nofollow" data-download="{"attachment_id":33404964,"asset_id":6676644,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/33404964/download_file?st=MTczMzAyNjkwNiw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="10867340" href="https://independent.academia.edu/EricHumanda">Eric Humanda</a><script data-card-contents-for-user="10867340" type="text/json">{"id":10867340,"first_name":"Eric","last_name":"Humanda","domain_name":"independent","page_name":"EricHumanda","display_name":"Eric Humanda","profile_url":"https://independent.academia.edu/EricHumanda?f_ri=747","photo":"/images/s65_no_pic.png"}</script></span></span></li><li class="js-paper-rank-work_6676644 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="6676644"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 6676644, container: ".js-paper-rank-work_6676644", }); });</script></li><li class="js-percentile-work_6676644 InlineList-item InlineList-item--bordered hidden u-tcGrayDark"><span class="percentile-widget hidden"><span class="u-mr2x percentile-widget" style="display: none">•</span><span class="u-mr2x work-percentile"></span></span><script>$(function () { var workId = 6676644; window.Academia.workPercentilesFetcher.queue(workId, function (percentileText) { var container = $(".js-percentile-work_6676644"); container.find('.work-percentile').text(percentileText.charAt(0).toUpperCase() + percentileText.slice(1)); container.find('.percentile-widget').show(); container.find('.percentile-widget').removeClass('hidden'); }); });</script></li><li class="js-view-count-work_6676644 InlineList-item InlineList-item--bordered hidden"><div><span><span class="js-view-count view-count u-mr2x" data-work-id="6676644"><i class="fa fa-spinner fa-spin"></i></span><script>$(function () { var workId = 6676644; window.Academia.workViewCountsFetcher.queue(workId, function (count) { var description = window.$h.commaizeInt(count) + " " + window.$h.pluralize(count, 'View'); $(".js-view-count[data-work-id=6676644]").text(description); $(".js-view-count-work_6676644").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_6676644").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="6676644"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i>  <a class="InlineList-item-text u-positionRelative">6</a>  </div><span class="InlineList-item-text u-textTruncate u-pl9x"><a class="InlineList-item-text" data-has-card-for-ri="47" href="https://www.academia.edu/Documents/in/Finance">Finance</a>, <script data-card-contents-for-ri="47" type="text/json">{"id":47,"name":"Finance","url":"https://www.academia.edu/Documents/in/Finance?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="32201" href="https://www.academia.edu/Documents/in/Economics_of_R_and_D_and_innovation">Economics of R&D and innovation</a>, <script data-card-contents-for-ri="32201" type="text/json">{"id":32201,"name":"Economics of R\u0026D and innovation","url":"https://www.academia.edu/Documents/in/Economics_of_R_and_D_and_innovation?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="135008" href="https://www.academia.edu/Documents/in/Cultural_Dimensions">Cultural Dimensions</a><script data-card-contents-for-ri="135008" type="text/json">{"id":135008,"name":"Cultural Dimensions","url":"https://www.academia.edu/Documents/in/Cultural_Dimensions?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=6676644]'), work: {"id":6676644,"title":"National culture and corporate investment","created_at":"2014-04-06T14:40:55.118-07:00","url":"https://www.academia.edu/6676644/National_culture_and_corporate_investment?f_ri=747","dom_id":"work_6676644","summary":null,"downloadable_attachments":[{"id":33404964,"asset_id":6676644,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":10867340,"first_name":"Eric","last_name":"Humanda","domain_name":"independent","page_name":"EricHumanda","display_name":"Eric Humanda","profile_url":"https://independent.academia.edu/EricHumanda?f_ri=747","photo":"/images/s65_no_pic.png"}],"research_interests":[{"id":47,"name":"Finance","url":"https://www.academia.edu/Documents/in/Finance?f_ri=747","nofollow":false},{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":32201,"name":"Economics of R\u0026D and innovation","url":"https://www.academia.edu/Documents/in/Economics_of_R_and_D_and_innovation?f_ri=747","nofollow":false},{"id":135008,"name":"Cultural Dimensions","url":"https://www.academia.edu/Documents/in/Cultural_Dimensions?f_ri=747","nofollow":false},{"id":314294,"name":"National Culture","url":"https://www.academia.edu/Documents/in/National_Culture?f_ri=747"},{"id":832585,"name":"Technology and Innovation","url":"https://www.academia.edu/Documents/in/Technology_and_Innovation?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_657208" data-work_id="657208" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/657208/Situated_rationality">Situated rationality</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/657208" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="ae7b1a165c537fa86d5782ac28be34c6" rel="nofollow" data-download="{"attachment_id":51309158,"asset_id":657208,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/51309158/download_file?st=MTczMzAyNjkwNiw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="150122" href="https://cambridge.academia.edu/TonyLawson">Tony Lawson</a><script data-card-contents-for-user="150122" type="text/json">{"id":150122,"first_name":"Tony","last_name":"Lawson","domain_name":"cambridge","page_name":"TonyLawson","display_name":"Tony Lawson","profile_url":"https://cambridge.academia.edu/TonyLawson?f_ri=747","photo":"https://0.academia-photos.com/150122/85404319/74052293/s65_tony.lawson.png"}</script></span></span></li><li class="js-paper-rank-work_657208 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" 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hidden"><div><span><span class="js-view-count view-count u-mr2x" data-work-id="657208"><i class="fa fa-spinner fa-spin"></i></span><script>$(function () { var workId = 657208; window.Academia.workViewCountsFetcher.queue(workId, function (count) { var description = window.$h.commaizeInt(count) + " " + window.$h.pluralize(count, 'View'); $(".js-view-count[data-work-id=657208]").text(description); $(".js-view-count-work_657208").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_657208").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="657208"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i>  <a class="InlineList-item-text u-positionRelative">3</a>  </div><span class="InlineList-item-text u-textTruncate u-pl9x"><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="6208" href="https://www.academia.edu/Documents/in/Economic_Theory">Economic Theory</a>, <script data-card-contents-for-ri="6208" type="text/json">{"id":6208,"name":"Economic Theory","url":"https://www.academia.edu/Documents/in/Economic_Theory?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="13711" href="https://www.academia.edu/Documents/in/Economic_Methodology">Economic Methodology</a><script data-card-contents-for-ri="13711" type="text/json">{"id":13711,"name":"Economic Methodology","url":"https://www.academia.edu/Documents/in/Economic_Methodology?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=657208]'), work: {"id":657208,"title":"Situated rationality","created_at":"2011-06-10T00:40:09.381-07:00","url":"https://www.academia.edu/657208/Situated_rationality?f_ri=747","dom_id":"work_657208","summary":null,"downloadable_attachments":[{"id":51309158,"asset_id":657208,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":150122,"first_name":"Tony","last_name":"Lawson","domain_name":"cambridge","page_name":"TonyLawson","display_name":"Tony Lawson","profile_url":"https://cambridge.academia.edu/TonyLawson?f_ri=747","photo":"https://0.academia-photos.com/150122/85404319/74052293/s65_tony.lawson.png"}],"research_interests":[{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":6208,"name":"Economic Theory","url":"https://www.academia.edu/Documents/in/Economic_Theory?f_ri=747","nofollow":false},{"id":13711,"name":"Economic Methodology","url":"https://www.academia.edu/Documents/in/Economic_Methodology?f_ri=747","nofollow":false}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_1262247" data-work_id="1262247" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/1262247/DETERMINANTS_OF_FOREIGN_DIRECT_INVESTMENT_A_TALE_OF_NINE_THEORETICAL_MODELS">DETERMINANTS OF FOREIGN DIRECT INVESTMENT - A TALE OF NINE THEORETICAL MODELS</a></div></div><div class="u-pb4x u-mt3x"><div class="summary u-fs14 u-fw300 u-lineHeight1_5 u-tcGrayDarkest"><div class="summarized">Abstract This paper presents a review of nine theoretical models of foreign direct investment (FDI). Discussed are early studies of determinants of FDI (1) as well as determinants of FDI based on the neoclassical trade theory (2),... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_1262247" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">Abstract This paper presents a review of nine theoretical models of foreign direct investment (FDI). Discussed are early studies of determinants of FDI (1) as well as determinants of FDI based on the neoclassical trade theory (2), ownership advantages (3), aggregate variables (4), the ownership, location and internalization advantage framework (5), horizontal and vertical FDI models (6), the knowledge-capital model (7), diversified FDI and risk diversification models (8) and policy variables (9). From each of the nine theories, the relevant determinants of FDI are derived. Empirical studies indicate the importance of these determinants in the real world. The paper shows that there is not one single theory of FDI, but a variety of theoretical models attempting to explain FDI and the location decision of multinational firms. Therefore, any analysis of determinants of FDI should not be based on a single theoretical model. Instead, FDI should be explained more broadly by a combination of factors from a variety of theoretical models such as ownership advantages or agglomeration economics, market size and characteristics, cost factors, transport costs, protection, risk factors and policy variables.</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/1262247" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="eeac9209219cf1160c88cc59734a5a3a" rel="nofollow" data-download="{"attachment_id":51048045,"asset_id":1262247,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/51048045/download_file?st=MTczMzAyNjkwNiw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="2027536" href="https://independent.academia.edu/IsabelFaeth">Isabel Faeth</a><script data-card-contents-for-user="2027536" type="text/json">{"id":2027536,"first_name":"Isabel","last_name":"Faeth","domain_name":"independent","page_name":"IsabelFaeth","display_name":"Isabel Faeth","profile_url":"https://independent.academia.edu/IsabelFaeth?f_ri=747","photo":"/images/s65_no_pic.png"}</script></span></span></li><li class="js-paper-rank-work_1262247 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="1262247"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 1262247, container: ".js-paper-rank-work_1262247", }); 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Discussed are early studies of determinants of FDI (1) as well as determinants of FDI based on the neoclassical trade theory (2), ownership advantages (3), aggregate variables (4), the ownership, location and internalization advantage framework (5), horizontal and vertical FDI models (6), the knowledge-capital model (7), diversified FDI and risk diversification models (8) and policy variables (9). From each of the nine theories, the relevant determinants of FDI are derived. Empirical studies indicate the importance of these determinants in the real world. The paper shows that there is not one single theory of FDI, but a variety of theoretical models attempting to explain FDI and the location decision of multinational firms. Therefore, any analysis of determinants of FDI should not be based on a single theoretical model. Instead, FDI should be explained more broadly by a combination of factors from a variety of theoretical models such as ownership advantages or agglomeration economics, market size and characteristics, cost factors, transport costs, protection, risk factors and policy variables.","downloadable_attachments":[{"id":51048045,"asset_id":1262247,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":2027536,"first_name":"Isabel","last_name":"Faeth","domain_name":"independent","page_name":"IsabelFaeth","display_name":"Isabel Faeth","profile_url":"https://independent.academia.edu/IsabelFaeth?f_ri=747","photo":"/images/s65_no_pic.png"}],"research_interests":[{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":8759,"name":"Foreign Direct Investment","url":"https://www.academia.edu/Documents/in/Foreign_Direct_Investment?f_ri=747","nofollow":false},{"id":27659,"name":"Applied Economics","url":"https://www.academia.edu/Documents/in/Applied_Economics?f_ri=747","nofollow":false},{"id":192721,"name":"Risk factors","url":"https://www.academia.edu/Documents/in/Risk_factors?f_ri=747","nofollow":false},{"id":219474,"name":"Empirical Study","url":"https://www.academia.edu/Documents/in/Empirical_Study?f_ri=747"},{"id":620049,"name":"Risk Factors","url":"https://www.academia.edu/Documents/in/Risk_Factors-1?f_ri=747"},{"id":1190050,"name":"FDI","url":"https://www.academia.edu/Documents/in/FDI?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_6791097 coauthored" data-work_id="6791097" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/6791097/An_Analysis_of_the_Performance_of_Manufacturing_Industries_in_Karnataka_State">An Analysis of the Performance of Manufacturing Industries in Karnataka State</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/6791097" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="0abd7b31d7fbf7f41baeab863dc24eee" rel="nofollow" data-download="{"attachment_id":33494262,"asset_id":6791097,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/33494262/download_file?st=MTczMzAyNjkwNiw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="637890" href="https://iisc.academia.edu/BalaSubrahmanyaMungilaHillemane">Bala Subrahmanya Mungila Hillemane</a><script data-card-contents-for-user="637890" type="text/json">{"id":637890,"first_name":"Bala Subrahmanya","last_name":"Mungila Hillemane","domain_name":"iisc","page_name":"BalaSubrahmanyaMungilaHillemane","display_name":"Bala Subrahmanya Mungila Hillemane","profile_url":"https://iisc.academia.edu/BalaSubrahmanyaMungilaHillemane?f_ri=747","photo":"https://0.academia-photos.com/637890/3302297/3886057/s65_bala_subrahmanya.mungila_hilemane.jpg"}</script></span></span><span class="u-displayInlineBlock InlineList-item-text"> and <span class="u-textDecorationUnderline u-clickable InlineList-item-text js-work-more-authors-6791097">+1</span><div class="hidden js-additional-users-6791097"><div><span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a href="https://anu-au.academia.edu/KalikappaKalirajan">Kalikappa Kalirajan</a></span></div></div></span><script>(function(){ var popoverSettings = { el: $('.js-work-more-authors-6791097'), placement: 'bottom', hide_delay: 200, html: true, content: function(){ return $('.js-additional-users-6791097').html(); 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The construction industry professionals face difficulties in times... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_81474262" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">Construction Material Time Series ANN NARNET The price of materials is dependent on different factors such as raw material costs, production costs, and cost of logistics. The construction industry professionals face difficulties in times when there are fluctuations in material prices. This study aimed to model the expectancy of trends in material prices through a time series analysis, as the expectancy of trend is a time dependent dataset.. In this context, the study is focused on utilization of a special type of ANN (and special type of RNN) architecture known as Nonlinear Autoregressive Neural Network (NARNET). Ten different NARNET configurations were implemented in MATLAB and their performance were tested in the study. The results have shown that NARNETs are able to model the expectancy of trend accurately.</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/81474262" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="c639b731f78f7fcbe8ae11ec9965ab5d" rel="nofollow" data-download="{"attachment_id":87505235,"asset_id":81474262,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/87505235/download_file?st=MTczMzAyNjkwNiw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="27602" href="https://mimarsinan.academia.edu/umit">Ümit Işıkdağ</a><script data-card-contents-for-user="27602" type="text/json">{"id":27602,"first_name":"Ümit","last_name":"Işıkdağ","domain_name":"mimarsinan","page_name":"umit","display_name":"Ümit Işıkdağ","profile_url":"https://mimarsinan.academia.edu/umit?f_ri=747","photo":"https://0.academia-photos.com/27602/9019/72913241/s65__mit.i_kda_.jpg"}</script></span></span><span class="u-displayInlineBlock InlineList-item-text"> and <span class="u-textDecorationUnderline u-clickable InlineList-item-text js-work-more-authors-81474262">+1</span><div class="hidden js-additional-users-81474262"><div><span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a href="https://independent.academia.edu/%C4%B0MRES%C3%9CREYYA">SÜREYYA İMRE</a></span></div></div></span><script>(function(){ var popoverSettings = { el: $('.js-work-more-authors-81474262'), placement: 'bottom', hide_delay: 200, html: true, content: function(){ return $('.js-additional-users-81474262').html(); 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container.find('.percentile-widget').removeClass('hidden'); }); });</script></li><li class="js-view-count-work_81474262 InlineList-item InlineList-item--bordered hidden"><div><span><span class="js-view-count view-count u-mr2x" data-work-id="81474262"><i class="fa fa-spinner fa-spin"></i></span><script>$(function () { var workId = 81474262; window.Academia.workViewCountsFetcher.queue(workId, function (count) { var description = window.$h.commaizeInt(count) + " " + window.$h.pluralize(count, 'View'); $(".js-view-count[data-work-id=81474262]").text(description); $(".js-view-count-work_81474262").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_81474262").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="81474262"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i></div><span class="InlineList-item-text u-textTruncate u-pl6x"><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a><script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (false) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=81474262]'), work: {"id":81474262,"title":"Modeling the trend of construction materials industry with NARNETs","created_at":"2022-06-14T07:17:41.121-07:00","url":"https://www.academia.edu/81474262/Modeling_the_trend_of_construction_materials_industry_with_NARNETs?f_ri=747","dom_id":"work_81474262","summary":"Construction Material Time Series ANN NARNET The price of materials is dependent on different factors such as raw material costs, production costs, and cost of logistics. The construction industry professionals face difficulties in times when there are fluctuations in material prices. This study aimed to model the expectancy of trends in material prices through a time series analysis, as the expectancy of trend is a time dependent dataset.. In this context, the study is focused on utilization of a special type of ANN (and special type of RNN) architecture known as Nonlinear Autoregressive Neural Network (NARNET). Ten different NARNET configurations were implemented in MATLAB and their performance were tested in the study. The results have shown that NARNETs are able to model the expectancy of trend accurately.","downloadable_attachments":[{"id":87505235,"asset_id":81474262,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":27602,"first_name":"Ümit","last_name":"Işıkdağ","domain_name":"mimarsinan","page_name":"umit","display_name":"Ümit Işıkdağ","profile_url":"https://mimarsinan.academia.edu/umit?f_ri=747","photo":"https://0.academia-photos.com/27602/9019/72913241/s65__mit.i_kda_.jpg"},{"id":201249809,"first_name":"SÜREYYA","last_name":"İMRE","domain_name":"independent","page_name":"İMRESÜREYYA","display_name":"SÜREYYA İMRE","profile_url":"https://independent.academia.edu/%C4%B0MRES%C3%9CREYYA?f_ri=747","photo":"https://0.academia-photos.com/201249809/62612180/72256397/s65_s_reyya.i_mre.jpg"}],"research_interests":[{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_81474193 coauthored" data-work_id="81474193" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/81474193/Modeling_the_trend_of_construction_materials_industry">Modeling the trend of construction materials industry</a></div></div><div class="u-pb4x u-mt3x"><div class="summary u-fs14 u-fw300 u-lineHeight1_5 u-tcGrayDarkest"><div class="summarized">Construction Material Price ARIMA Time Series Construction materials has a key impact on the cost of construction. In construction industry it is important to foresee the trends of material prices to prevent, cost overruns during the... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_81474193" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">Construction Material Price ARIMA Time Series Construction materials has a key impact on the cost of construction. In construction industry it is important to foresee the trends of material prices to prevent, cost overruns during the construction stage and bankruptcy of the contractors. The material price trends have a time dependent nature, and time series analysis methods can be utilized to model and estimate them. This study focuses on modeling and forecasting the trends in material prices through Box-Jenkins methodology. In this context, an economic indicator named General Trend in Construction Materials Industry is modelled with an ARIMA (1,1,0) model. The forecasts done with the model indicate that the model can successfully predict the future values of the indicator.</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/81474193" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="b8733ca4e2b0ce5fe8efac13596718a0" rel="nofollow" data-download="{"attachment_id":87505206,"asset_id":81474193,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/87505206/download_file?st=MTczMzAyNjkwNiw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="27602" href="https://mimarsinan.academia.edu/umit">Ümit Işıkdağ</a><script data-card-contents-for-user="27602" type="text/json">{"id":27602,"first_name":"Ümit","last_name":"Işıkdağ","domain_name":"mimarsinan","page_name":"umit","display_name":"Ümit Işıkdağ","profile_url":"https://mimarsinan.academia.edu/umit?f_ri=747","photo":"https://0.academia-photos.com/27602/9019/72913241/s65__mit.i_kda_.jpg"}</script></span></span><span class="u-displayInlineBlock InlineList-item-text"> and <span class="u-textDecorationUnderline u-clickable InlineList-item-text js-work-more-authors-81474193">+1</span><div class="hidden js-additional-users-81474193"><div><span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a href="https://independent.academia.edu/%C4%B0MRES%C3%9CREYYA">SÜREYYA İMRE</a></span></div></div></span><script>(function(){ var popoverSettings = { el: $('.js-work-more-authors-81474193'), placement: 'bottom', hide_delay: 200, html: true, content: function(){ return $('.js-additional-users-81474193').html(); 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In construction industry it is important to foresee the trends of material prices to prevent, cost overruns during the construction stage and bankruptcy of the contractors. The material price trends have a time dependent nature, and time series analysis methods can be utilized to model and estimate them. This study focuses on modeling and forecasting the trends in material prices through Box-Jenkins methodology. In this context, an economic indicator named General Trend in Construction Materials Industry is modelled with an ARIMA (1,1,0) model. The forecasts done with the model indicate that the model can successfully predict the future values of the indicator.","downloadable_attachments":[{"id":87505206,"asset_id":81474193,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":27602,"first_name":"Ümit","last_name":"Işıkdağ","domain_name":"mimarsinan","page_name":"umit","display_name":"Ümit Işıkdağ","profile_url":"https://mimarsinan.academia.edu/umit?f_ri=747","photo":"https://0.academia-photos.com/27602/9019/72913241/s65__mit.i_kda_.jpg"},{"id":201249809,"first_name":"SÜREYYA","last_name":"İMRE","domain_name":"independent","page_name":"İMRESÜREYYA","display_name":"SÜREYYA İMRE","profile_url":"https://independent.academia.edu/%C4%B0MRES%C3%9CREYYA?f_ri=747","photo":"https://0.academia-photos.com/201249809/62612180/72256397/s65_s_reyya.i_mre.jpg"}],"research_interests":[{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_80322842" data-work_id="80322842" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/80322842/Effect_Heterogeneity_and_Bias_in_Main_Effects_Only_Regression_Models">Effect Heterogeneity and Bias in Main-Effects-Only Regression Models</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/80322842" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" 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In this paper, we propose adaptive Lasso quantile regression (BALQR) from a Bayesian perspective. The method extends the Bayesian Lasso quantile... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_77186143" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">Recently, variable selection by penalized likelihood has attracted much research interest. In this paper, we propose adaptive Lasso quantile regression (BALQR) from a Bayesian perspective. The method extends the Bayesian Lasso quantile regression by allowing different penalization parameters for different regression coefficients. Inverse gamma prior distributions are placed on the penalty parameters. We treat the hyperparameters of the inverse gamma prior as unknowns and estimate them along with the other parameters. A Gibbs sampler is developed to simulate the parameters from the posterior distributions. Through simulation studies and analysis of a prostate cancer dataset, we compare the performance of the BALQR method proposed with six existing Bayesian and non-Bayesian methods. The simulation studies and the prostate cancer data analysis indicate that the BALQR method performs well in comparison to the other approaches.</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/77186143" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="abfa6e684f7d2ec8cb7d48c22188996d" rel="nofollow" data-download="{"attachment_id":84909057,"asset_id":77186143,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/84909057/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="12642650" href="https://independent.academia.edu/KemingYu">Keming Yu</a><script data-card-contents-for-user="12642650" type="text/json">{"id":12642650,"first_name":"Keming","last_name":"Yu","domain_name":"independent","page_name":"KemingYu","display_name":"Keming Yu","profile_url":"https://independent.academia.edu/KemingYu?f_ri=747","photo":"https://0.academia-photos.com/12642650/67752117/56123410/s65_keming.yu.png"}</script></span></span></li><li class="js-paper-rank-work_77186143 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="77186143"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 77186143, container: ".js-paper-rank-work_77186143", }); 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In this paper, we propose adaptive Lasso quantile regression (BALQR) from a Bayesian perspective. The method extends the Bayesian Lasso quantile regression by allowing different penalization parameters for different regression coefficients. Inverse gamma prior distributions are placed on the penalty parameters. We treat the hyperparameters of the inverse gamma prior as unknowns and estimate them along with the other parameters. A Gibbs sampler is developed to simulate the parameters from the posterior distributions. Through simulation studies and analysis of a prostate cancer dataset, we compare the performance of the BALQR method proposed with six existing Bayesian and non-Bayesian methods. The simulation studies and the prostate cancer data analysis indicate that the BALQR method performs well in comparison to the other approaches.","downloadable_attachments":[{"id":84909057,"asset_id":77186143,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":12642650,"first_name":"Keming","last_name":"Yu","domain_name":"independent","page_name":"KemingYu","display_name":"Keming Yu","profile_url":"https://independent.academia.edu/KemingYu?f_ri=747","photo":"https://0.academia-photos.com/12642650/67752117/56123410/s65_keming.yu.png"}],"research_interests":[{"id":300,"name":"Mathematics","url":"https://www.academia.edu/Documents/in/Mathematics?f_ri=747","nofollow":false},{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":892,"name":"Statistics","url":"https://www.academia.edu/Documents/in/Statistics?f_ri=747","nofollow":false},{"id":4205,"name":"Data Analysis","url":"https://www.academia.edu/Documents/in/Data_Analysis?f_ri=747","nofollow":false},{"id":26957,"name":"Statistical Modelling","url":"https://www.academia.edu/Documents/in/Statistical_Modelling?f_ri=747"},{"id":62081,"name":"Quantile Regression","url":"https://www.academia.edu/Documents/in/Quantile_Regression?f_ri=747"},{"id":85879,"name":"Variable Selection","url":"https://www.academia.edu/Documents/in/Variable_Selection?f_ri=747"},{"id":2485951,"name":"Posterior distribution","url":"https://www.academia.edu/Documents/in/Posterior_distribution?f_ri=747"},{"id":2645546,"name":"Gibbs Sampler","url":"https://www.academia.edu/Documents/in/Gibbs_Sampler?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_76283366" data-work_id="76283366" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/76283366/Models_and_Simulations_for_Portfolio_Rebalancing">Models and Simulations for Portfolio Rebalancing</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/76283366" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="d0efe8a2eac1676012cbb7097b70289b" rel="nofollow" data-download="{"attachment_id":84038085,"asset_id":76283366,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/84038085/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="47627494" href="https://brescia-it.academia.edu/RMansini">R. Mansini</a><script data-card-contents-for-user="47627494" type="text/json">{"id":47627494,"first_name":"R.","last_name":"Mansini","domain_name":"brescia-it","page_name":"RMansini","display_name":"R. Mansini","profile_url":"https://brescia-it.academia.edu/RMansini?f_ri=747","photo":"/images/s65_no_pic.png"}</script></span></span></li><li class="js-paper-rank-work_76283366 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="76283366"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 76283366, container: ".js-paper-rank-work_76283366", }); });</script></li><li class="js-percentile-work_76283366 InlineList-item InlineList-item--bordered hidden u-tcGrayDark"><span class="percentile-widget hidden"><span class="u-mr2x percentile-widget" style="display: none">•</span><span class="u-mr2x work-percentile"></span></span><script>$(function () { var workId = 76283366; window.Academia.workPercentilesFetcher.queue(workId, function (percentileText) { var container = $(".js-percentile-work_76283366"); container.find('.work-percentile').text(percentileText.charAt(0).toUpperCase() + percentileText.slice(1)); container.find('.percentile-widget').show(); container.find('.percentile-widget').removeClass('hidden'); }); });</script></li><li class="js-view-count-work_76283366 InlineList-item InlineList-item--bordered hidden"><div><span><span class="js-view-count view-count u-mr2x" data-work-id="76283366"><i class="fa fa-spinner fa-spin"></i></span><script>$(function () { var workId = 76283366; window.Academia.workViewCountsFetcher.queue(workId, function (count) { var description = window.$h.commaizeInt(count) + " " + window.$h.pluralize(count, 'View'); $(".js-view-count[data-work-id=76283366]").text(description); $(".js-view-count-work_76283366").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_76283366").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="76283366"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i>  <a class="InlineList-item-text u-positionRelative">15</a>  </div><span class="InlineList-item-text u-textTruncate u-pl10x"><a class="InlineList-item-text" data-has-card-for-ri="725" href="https://www.academia.edu/Documents/in/Computational_Economics">Computational Economics</a>, <script data-card-contents-for-ri="725" type="text/json">{"id":725,"name":"Computational Economics","url":"https://www.academia.edu/Documents/in/Computational_Economics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="11820" href="https://www.academia.edu/Documents/in/Modeling_and_Simulation">Modeling and Simulation</a>, <script data-card-contents-for-ri="11820" type="text/json">{"id":11820,"name":"Modeling and Simulation","url":"https://www.academia.edu/Documents/in/Modeling_and_Simulation?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="12061" href="https://www.academia.edu/Documents/in/Risk_Management">Risk Management</a><script data-card-contents-for-ri="12061" type="text/json">{"id":12061,"name":"Risk Management","url":"https://www.academia.edu/Documents/in/Risk_Management?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=76283366]'), work: {"id":76283366,"title":"Models and Simulations for Portfolio Rebalancing","created_at":"2022-04-12T22:12:09.098-07:00","url":"https://www.academia.edu/76283366/Models_and_Simulations_for_Portfolio_Rebalancing?f_ri=747","dom_id":"work_76283366","summary":null,"downloadable_attachments":[{"id":84038085,"asset_id":76283366,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":47627494,"first_name":"R.","last_name":"Mansini","domain_name":"brescia-it","page_name":"RMansini","display_name":"R. Mansini","profile_url":"https://brescia-it.academia.edu/RMansini?f_ri=747","photo":"/images/s65_no_pic.png"}],"research_interests":[{"id":725,"name":"Computational Economics","url":"https://www.academia.edu/Documents/in/Computational_Economics?f_ri=747","nofollow":false},{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":11820,"name":"Modeling and Simulation","url":"https://www.academia.edu/Documents/in/Modeling_and_Simulation?f_ri=747","nofollow":false},{"id":12061,"name":"Risk Management","url":"https://www.academia.edu/Documents/in/Risk_Management?f_ri=747","nofollow":false},{"id":56735,"name":"Portfolio Optimization","url":"https://www.academia.edu/Documents/in/Portfolio_Optimization?f_ri=747"},{"id":105569,"name":"Financial Institutions","url":"https://www.academia.edu/Documents/in/Financial_Institutions?f_ri=747"},{"id":208947,"name":"Theory and Practice","url":"https://www.academia.edu/Documents/in/Theory_and_Practice?f_ri=747"},{"id":221822,"name":"Historical Data","url":"https://www.academia.edu/Documents/in/Historical_Data?f_ri=747"},{"id":311931,"name":"STOCK EXCHANGE","url":"https://www.academia.edu/Documents/in/STOCK_EXCHANGE?f_ri=747"},{"id":639625,"name":"Investment Strategies","url":"https://www.academia.edu/Documents/in/Investment_Strategies?f_ri=747"},{"id":1817786,"name":"Conditional Value at Risk","url":"https://www.academia.edu/Documents/in/Conditional_Value_at_Risk?f_ri=747"},{"id":2157649,"name":"Mean-variance analysis","url":"https://www.academia.edu/Documents/in/Mean-variance_analysis?f_ri=747"},{"id":2631911,"name":"Portfolio analysis","url":"https://www.academia.edu/Documents/in/Portfolio_analysis?f_ri=747"},{"id":3079413,"name":"Finance and Investment Banking Area","url":"https://www.academia.edu/Documents/in/Finance_and_Investment_Banking_Area?f_ri=747"},{"id":3079415,"name":"Finance and Investment Banking","url":"https://www.academia.edu/Documents/in/Finance_and_Investment_Banking?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_74131885" data-work_id="74131885" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/74131885/Investigating_Day_of_the_Week_Effect_in_Stock_Returns_Evidence_from_Karachi_Stock_Exchange_Pakistan">Investigating Day-of-the-Week Effect in Stock Returns: Evidence from Karachi Stock Exchange - Pakistan</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/74131885" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="a3ebe77be3e2b251786233738ad64dcb" rel="nofollow" data-download="{"attachment_id":82393760,"asset_id":74131885,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/82393760/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="21144660" href="https://isra.academia.edu/NidaShah">Nida Shah</a><script data-card-contents-for-user="21144660" type="text/json">{"id":21144660,"first_name":"Nida","last_name":"Shah","domain_name":"isra","page_name":"NidaShah","display_name":"Nida Shah","profile_url":"https://isra.academia.edu/NidaShah?f_ri=747","photo":"/images/s65_no_pic.png"}</script></span></span></li><li class="js-paper-rank-work_74131885 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="74131885"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 74131885, container: ".js-paper-rank-work_74131885", }); });</script></li><li class="js-percentile-work_74131885 InlineList-item InlineList-item--bordered hidden u-tcGrayDark"><span class="percentile-widget hidden"><span class="u-mr2x percentile-widget" style="display: none">•</span><span class="u-mr2x work-percentile"></span></span><script>$(function () { var workId = 74131885; window.Academia.workPercentilesFetcher.queue(workId, function (percentileText) { var container = $(".js-percentile-work_74131885"); container.find('.work-percentile').text(percentileText.charAt(0).toUpperCase() + percentileText.slice(1)); container.find('.percentile-widget').show(); container.find('.percentile-widget').removeClass('hidden'); }); });</script></li><li class="js-view-count-work_74131885 InlineList-item InlineList-item--bordered hidden"><div><span><span class="js-view-count view-count u-mr2x" data-work-id="74131885"><i class="fa fa-spinner fa-spin"></i></span><script>$(function () { var workId = 74131885; window.Academia.workViewCountsFetcher.queue(workId, function (count) { var description = window.$h.commaizeInt(count) + " " + window.$h.pluralize(count, 'View'); $(".js-view-count[data-work-id=74131885]").text(description); $(".js-view-count-work_74131885").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_74131885").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="74131885"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i>  <a class="InlineList-item-text u-positionRelative">6</a>  </div><span class="InlineList-item-text u-textTruncate u-pl9x"><a class="InlineList-item-text" data-has-card-for-ri="47" href="https://www.academia.edu/Documents/in/Finance">Finance</a>, <script data-card-contents-for-ri="47" type="text/json">{"id":47,"name":"Finance","url":"https://www.academia.edu/Documents/in/Finance?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="724" href="https://www.academia.edu/Documents/in/Economics">Economics</a>, <script data-card-contents-for-ri="724" type="text/json">{"id":724,"name":"Economics","url":"https://www.academia.edu/Documents/in/Economics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="157591" href="https://www.academia.edu/Documents/in/Karachi_Stock_Exchange">Karachi Stock Exchange</a><script data-card-contents-for-ri="157591" type="text/json">{"id":157591,"name":"Karachi Stock Exchange","url":"https://www.academia.edu/Documents/in/Karachi_Stock_Exchange?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=74131885]'), work: {"id":74131885,"title":"Investigating Day-of-the-Week Effect in Stock Returns: Evidence from Karachi Stock Exchange - Pakistan","created_at":"2022-03-20T06:24:37.821-07:00","url":"https://www.academia.edu/74131885/Investigating_Day_of_the_Week_Effect_in_Stock_Returns_Evidence_from_Karachi_Stock_Exchange_Pakistan?f_ri=747","dom_id":"work_74131885","summary":null,"downloadable_attachments":[{"id":82393760,"asset_id":74131885,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":21144660,"first_name":"Nida","last_name":"Shah","domain_name":"isra","page_name":"NidaShah","display_name":"Nida Shah","profile_url":"https://isra.academia.edu/NidaShah?f_ri=747","photo":"/images/s65_no_pic.png"}],"research_interests":[{"id":47,"name":"Finance","url":"https://www.academia.edu/Documents/in/Finance?f_ri=747","nofollow":false},{"id":724,"name":"Economics","url":"https://www.academia.edu/Documents/in/Economics?f_ri=747","nofollow":false},{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":157591,"name":"Karachi Stock Exchange","url":"https://www.academia.edu/Documents/in/Karachi_Stock_Exchange?f_ri=747","nofollow":false},{"id":290969,"name":"OLS Regression","url":"https://www.academia.edu/Documents/in/OLS_Regression?f_ri=747"},{"id":548413,"name":"Day of the Week Effect","url":"https://www.academia.edu/Documents/in/Day_of_the_Week_Effect?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_72746673" data-work_id="72746673" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/72746673/The_Impact_of_Governance_on_Income_Inequality_in_Ten_Asian_Countries">The Impact of Governance on Income Inequality in Ten Asian Countries</a></div></div><div class="u-pb4x u-mt3x"><div class="summary u-fs14 u-fw300 u-lineHeight1_5 u-tcGrayDarkest"><div class="summarized">This study utilizes panel data analysis over the 1996 to 2015 period to investigate the impact of governance quality (including democratic quality and technical quality) on income inequality in ten Asain countries, classified as "advanced... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_72746673" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">This study utilizes panel data analysis over the 1996 to 2015 period to investigate the impact of governance quality (including democratic quality and technical quality) on income inequality in ten Asain countries, classified as "advanced economies" and "emerging market and developing economies". The empirical results show that the impacts of democratic quality and technical quality on income inequality are significantly negative within "emerging market and developing economies". However, for the "advanced economies", the effects of democratic quality and technical quality on income inequality are nonsignificantly positive and significantly positive, respectively. These findings imply that promoting good governance is useful to reduce income inequality for "emerging market and developing economies" but the effect may not be effective for "advanced economies.</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/72746673" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="a98380490c34a6f5700c98f91fec7d60" rel="nofollow" data-download="{"attachment_id":81552337,"asset_id":72746673,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/81552337/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="211349963" href="https://independent.academia.edu/lifescienceglobal">Lifescience Global Canada</a><script data-card-contents-for-user="211349963" type="text/json">{"id":211349963,"first_name":"Lifescience","last_name":"Global Canada","domain_name":"independent","page_name":"lifescienceglobal","display_name":"Lifescience Global Canada","profile_url":"https://independent.academia.edu/lifescienceglobal?f_ri=747","photo":"https://0.academia-photos.com/211349963/71416544/59860660/s65_lifescience.global_canada.jpg"}</script></span></span></li><li class="js-paper-rank-work_72746673 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="72746673"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 72746673, container: ".js-paper-rank-work_72746673", }); 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$(".js-view-count[data-work-id=72746673]").text(description); $(".js-view-count-work_72746673").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_72746673").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="72746673"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i>  <a class="InlineList-item-text u-positionRelative">3</a>  </div><span class="InlineList-item-text u-textTruncate u-pl9x"><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="5167" href="https://www.academia.edu/Documents/in/Governance">Governance</a>, <script data-card-contents-for-ri="5167" type="text/json">{"id":5167,"name":"Governance","url":"https://www.academia.edu/Documents/in/Governance?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="49459" href="https://www.academia.edu/Documents/in/Income_inequality">Income inequality</a><script data-card-contents-for-ri="49459" type="text/json">{"id":49459,"name":"Income inequality","url":"https://www.academia.edu/Documents/in/Income_inequality?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=72746673]'), work: {"id":72746673,"title":"The Impact of Governance on Income Inequality in Ten Asian Countries","created_at":"2022-03-01T22:36:24.771-08:00","url":"https://www.academia.edu/72746673/The_Impact_of_Governance_on_Income_Inequality_in_Ten_Asian_Countries?f_ri=747","dom_id":"work_72746673","summary":"This study utilizes panel data analysis over the 1996 to 2015 period to investigate the impact of governance quality (including democratic quality and technical quality) on income inequality in ten Asain countries, classified as \"advanced economies\" and \"emerging market and developing economies\". The empirical results show that the impacts of democratic quality and technical quality on income inequality are significantly negative within \"emerging market and developing economies\". However, for the \"advanced economies\", the effects of democratic quality and technical quality on income inequality are nonsignificantly positive and significantly positive, respectively. These findings imply that promoting good governance is useful to reduce income inequality for \"emerging market and developing economies\" but the effect may not be effective for \"advanced economies.","downloadable_attachments":[{"id":81552337,"asset_id":72746673,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":211349963,"first_name":"Lifescience","last_name":"Global Canada","domain_name":"independent","page_name":"lifescienceglobal","display_name":"Lifescience Global Canada","profile_url":"https://independent.academia.edu/lifescienceglobal?f_ri=747","photo":"https://0.academia-photos.com/211349963/71416544/59860660/s65_lifescience.global_canada.jpg"}],"research_interests":[{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":5167,"name":"Governance","url":"https://www.academia.edu/Documents/in/Governance?f_ri=747","nofollow":false},{"id":49459,"name":"Income inequality","url":"https://www.academia.edu/Documents/in/Income_inequality?f_ri=747","nofollow":false}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_71449416" data-work_id="71449416" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/71449416/Inference_on_a_stochastic_two_compartment_model_in_tumor_growth">Inference on a stochastic two-compartment model in tumor growth</a></div></div><div class="u-pb4x u-mt3x"><div class="summary u-fs14 u-fw300 u-lineHeight1_5 u-tcGrayDarkest"><div class="summarized">A continuous-time model that incorporates several key elements in tumor dynamics is analyzed. More precisely, the form of proliferating and quiescent cell lines comes out from their relations with the whole tumor mass, giving rise to a... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_71449416" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">A continuous-time model that incorporates several key elements in tumor dynamics is analyzed. More precisely, the form of proliferating and quiescent cell lines comes out from their relations with the whole tumor mass, giving rise to a two-dimensional diffusion ...</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/71449416" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="ff20d166df6ec6da54bed9c25c43e7a0" rel="nofollow" data-download="{"attachment_id":80786887,"asset_id":71449416,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/80786887/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="213023614" href="https://independent.academia.edu/GiuseppinaALBANO">Giuseppina ALBANO</a><script data-card-contents-for-user="213023614" type="text/json">{"id":213023614,"first_name":"Giuseppina","last_name":"ALBANO","domain_name":"independent","page_name":"GiuseppinaALBANO","display_name":"Giuseppina ALBANO","profile_url":"https://independent.academia.edu/GiuseppinaALBANO?f_ri=747","photo":"https://0.academia-photos.com/213023614/72005937/60462118/s65_giuseppina.albano.png"}</script></span></span></li><li class="js-paper-rank-work_71449416 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="71449416"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 71449416, container: ".js-paper-rank-work_71449416", }); 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$(".js-view-count[data-work-id=71449416]").text(description); $(".js-view-count-work_71449416").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_71449416").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="71449416"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i>  <a class="InlineList-item-text u-positionRelative">8</a>  </div><span class="InlineList-item-text u-textTruncate u-pl9x"><a class="InlineList-item-text" data-has-card-for-ri="422" href="https://www.academia.edu/Documents/in/Computer_Science">Computer Science</a>, <script data-card-contents-for-ri="422" type="text/json">{"id":422,"name":"Computer Science","url":"https://www.academia.edu/Documents/in/Computer_Science?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="892" href="https://www.academia.edu/Documents/in/Statistics">Statistics</a>, <script data-card-contents-for-ri="892" type="text/json">{"id":892,"name":"Statistics","url":"https://www.academia.edu/Documents/in/Statistics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="57808" href="https://www.academia.edu/Documents/in/Cell_line">Cell line</a><script data-card-contents-for-ri="57808" type="text/json">{"id":57808,"name":"Cell line","url":"https://www.academia.edu/Documents/in/Cell_line?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=71449416]'), work: {"id":71449416,"title":"Inference on a stochastic two-compartment model in tumor growth","created_at":"2022-02-14T00:25:52.672-08:00","url":"https://www.academia.edu/71449416/Inference_on_a_stochastic_two_compartment_model_in_tumor_growth?f_ri=747","dom_id":"work_71449416","summary":"A continuous-time model that incorporates several key elements in tumor dynamics is analyzed. More precisely, the form of proliferating and quiescent cell lines comes out from their relations with the whole tumor mass, giving rise to a two-dimensional diffusion ...","downloadable_attachments":[{"id":80786887,"asset_id":71449416,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":213023614,"first_name":"Giuseppina","last_name":"ALBANO","domain_name":"independent","page_name":"GiuseppinaALBANO","display_name":"Giuseppina ALBANO","profile_url":"https://independent.academia.edu/GiuseppinaALBANO?f_ri=747","photo":"https://0.academia-photos.com/213023614/72005937/60462118/s65_giuseppina.albano.png"}],"research_interests":[{"id":422,"name":"Computer Science","url":"https://www.academia.edu/Documents/in/Computer_Science?f_ri=747","nofollow":false},{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":892,"name":"Statistics","url":"https://www.academia.edu/Documents/in/Statistics?f_ri=747","nofollow":false},{"id":57808,"name":"Cell line","url":"https://www.academia.edu/Documents/in/Cell_line?f_ri=747","nofollow":false},{"id":107672,"name":"Regression","url":"https://www.academia.edu/Documents/in/Regression?f_ri=747"},{"id":1289397,"name":"Statistics and Data Analysis","url":"https://www.academia.edu/Documents/in/Statistics_and_Data_Analysis?f_ri=747"},{"id":1496485,"name":"Computational Statistics and Data Analysis","url":"https://www.academia.edu/Documents/in/Computational_Statistics_and_Data_Analysis?f_ri=747"},{"id":3476481,"name":"Compartment Model","url":"https://www.academia.edu/Documents/in/Compartment_Model?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_68511387" data-work_id="68511387" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/68511387/The_Dilemma_of_Intellectual_Property_Agreements_and_R_and_D_in_Developing_Economies_A_Game_Theory_Approach">The Dilemma of Intellectual Property Agreements and R&D in Developing Economies: A Game Theory Approach</a></div></div><div class="u-pb4x u-mt3x"><div class="summary u-fs14 u-fw300 u-lineHeight1_5 u-tcGrayDarkest"><div class="summarized">This paper models and predicts how the strengthening of intellectual property (IP) protection will impact R&D in developing economies. International agreements such as TRIPs and free trade agreements are enhancing the level of... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_68511387" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">This paper models and predicts how the strengthening of intellectual property (IP) protection will impact R&D in developing economies. International agreements such as TRIPs and free trade agreements are enhancing the level of international control on IP. This is changing deeply the R&D environment in developing economies by restraining illegal channels of knowledge accumulation such as imitation, reverse engineering and piracy. An asymmetric and non-cooperative two-stage (R&D-Production) game is proposed to model a developing market where two local firms compete with a more innovative foreign firm. Equilibrium R&D expenditures and profits of the competing firms are compared for different levels of: market technology, technological gaps and IP protection. The proposed model shows clearly that a stringent enforcement of IP agreements will dramatically decrease the innovative abilities of developing economies especially in high technological sectors. The maintain and increase of their...</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/68511387" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="9a943fd3533e617b1cb667b6f8f07e23" rel="nofollow" data-download="{"attachment_id":78959733,"asset_id":68511387,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/78959733/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="1225521" href="https://fsegn.academia.edu/MhamedAliElAroui">Mhamed-Ali El-Aroui</a><script data-card-contents-for-user="1225521" type="text/json">{"id":1225521,"first_name":"Mhamed-Ali","last_name":"El-Aroui","domain_name":"fsegn","page_name":"MhamedAliElAroui","display_name":"Mhamed-Ali El-Aroui","profile_url":"https://fsegn.academia.edu/MhamedAliElAroui?f_ri=747","photo":"https://0.academia-photos.com/1225521/443641/551651/s65_mhamed-ali.el-aroui.jpg"}</script></span></span></li><li class="js-paper-rank-work_68511387 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="68511387"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 68511387, container: ".js-paper-rank-work_68511387", }); 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$(".js-view-count[data-work-id=68511387]").text(description); $(".js-view-count-work_68511387").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_68511387").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="68511387"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i>  <a class="InlineList-item-text u-positionRelative">3</a>  </div><span class="InlineList-item-text u-textTruncate u-pl9x"><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="27659" href="https://www.academia.edu/Documents/in/Applied_Economics">Applied Economics</a>, <script data-card-contents-for-ri="27659" type="text/json">{"id":27659,"name":"Applied Economics","url":"https://www.academia.edu/Documents/in/Applied_Economics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="170845" href="https://www.academia.edu/Documents/in/Quantitative_Economics">Quantitative Economics</a><script data-card-contents-for-ri="170845" type="text/json">{"id":170845,"name":"Quantitative Economics","url":"https://www.academia.edu/Documents/in/Quantitative_Economics?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=68511387]'), work: {"id":68511387,"title":"The Dilemma of Intellectual Property Agreements and R\u0026D in Developing Economies: A Game Theory Approach","created_at":"2022-01-17T03:22:46.867-08:00","url":"https://www.academia.edu/68511387/The_Dilemma_of_Intellectual_Property_Agreements_and_R_and_D_in_Developing_Economies_A_Game_Theory_Approach?f_ri=747","dom_id":"work_68511387","summary":"This paper models and predicts how the strengthening of intellectual property (IP) protection will impact R\u0026D in developing economies. International agreements such as TRIPs and free trade agreements are enhancing the level of international control on IP. This is changing deeply the R\u0026D environment in developing economies by restraining illegal channels of knowledge accumulation such as imitation, reverse engineering and piracy. An asymmetric and non-cooperative two-stage (R\u0026D-Production) game is proposed to model a developing market where two local firms compete with a more innovative foreign firm. Equilibrium R\u0026D expenditures and profits of the competing firms are compared for different levels of: market technology, technological gaps and IP protection. The proposed model shows clearly that a stringent enforcement of IP agreements will dramatically decrease the innovative abilities of developing economies especially in high technological sectors. The maintain and increase of their...","downloadable_attachments":[{"id":78959733,"asset_id":68511387,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":1225521,"first_name":"Mhamed-Ali","last_name":"El-Aroui","domain_name":"fsegn","page_name":"MhamedAliElAroui","display_name":"Mhamed-Ali El-Aroui","profile_url":"https://fsegn.academia.edu/MhamedAliElAroui?f_ri=747","photo":"https://0.academia-photos.com/1225521/443641/551651/s65_mhamed-ali.el-aroui.jpg"}],"research_interests":[{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":27659,"name":"Applied Economics","url":"https://www.academia.edu/Documents/in/Applied_Economics?f_ri=747","nofollow":false},{"id":170845,"name":"Quantitative Economics","url":"https://www.academia.edu/Documents/in/Quantitative_Economics?f_ri=747","nofollow":false}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 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processes","url":"https://www.academia.edu/Documents/in/Gaussian_processes?f_ri=747"},{"id":82241,"name":"Cramer Rao Lower Bound","url":"https://www.academia.edu/Documents/in/Cramer_Rao_Lower_Bound?f_ri=747"},{"id":244976,"name":"Transfer Function","url":"https://www.academia.edu/Documents/in/Transfer_Function?f_ri=747"},{"id":370219,"name":"Matrix Decomposition","url":"https://www.academia.edu/Documents/in/Matrix_Decomposition?f_ri=747"},{"id":384140,"name":"Moving average","url":"https://www.academia.edu/Documents/in/Moving_average?f_ri=747"},{"id":474077,"name":"Large classes","url":"https://www.academia.edu/Documents/in/Large_classes?f_ri=747"},{"id":568878,"name":"Covariance Matrix","url":"https://www.academia.edu/Documents/in/Covariance_Matrix?f_ri=747"},{"id":1113523,"name":"White Noise","url":"https://www.academia.edu/Documents/in/White_Noise?f_ri=747"},{"id":1191609,"name":"Likelihood 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GLIM</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/29228113" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="bde23e1b30b299b8e262da4fe9a674ea" rel="nofollow" data-download="{"attachment_id":49681140,"asset_id":29228113,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/49681140/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i 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Analysis","url":"https://www.academia.edu/Documents/in/Computational_Statistics_and_Data_Analysis?f_ri=747","nofollow":false},{"id":2445099,"name":"Multinomial Logit Model","url":"https://www.academia.edu/Documents/in/Multinomial_Logit_Model?f_ri=747","nofollow":false}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_7270114" data-work_id="7270114" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/7270114/Factors_Affecting_New_Product_Forecasting_Accuracy_in_New_Firms">Factors Affecting New Product Forecasting Accuracy in New Firms</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a 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Economics","url":"https://www.academia.edu/Documents/in/Applied_Economics?f_ri=747","nofollow":false},{"id":29074,"name":"Policy modeling","url":"https://www.academia.edu/Documents/in/Policy_modeling?f_ri=747","nofollow":false},{"id":380315,"name":"Public Administration and Policy","url":"https://www.academia.edu/Documents/in/Public_Administration_and_Policy?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_18316332" data-work_id="18316332" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/18316332/Some_problems_in_actuarial_finance_involving_sums_of_dependent_risks">Some problems in actuarial finance involving sums of dependent risks</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/18316332" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="d95fc6c86a66cb4068ca47ee1ce3cbbe" rel="nofollow" data-download="{"attachment_id":39990790,"asset_id":18316332,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/39990790/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" 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href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="892" href="https://www.academia.edu/Documents/in/Statistics">Statistics</a><script data-card-contents-for-ri="892" type="text/json">{"id":892,"name":"Statistics","url":"https://www.academia.edu/Documents/in/Statistics?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=18316332]'), work: {"id":18316332,"title":"Some problems in actuarial finance involving sums of dependent 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data-work_id="78900267" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/78900267/Class_Size_and_Educational_Policy_Who_Benefits_from_Smaller_Classes">Class Size and Educational Policy: Who Benefits from Smaller Classes?</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/78900267" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="99a1881707edc12ea1c270d264013cd3" rel="nofollow" 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window.Academia.workPercentilesFetcher.queue(workId, function (percentileText) { var container = $(".js-percentile-work_78900267"); container.find('.work-percentile').text(percentileText.charAt(0).toUpperCase() + percentileText.slice(1)); container.find('.percentile-widget').show(); container.find('.percentile-widget').removeClass('hidden'); }); });</script></li><li class="js-view-count-work_78900267 InlineList-item InlineList-item--bordered hidden"><div><span><span class="js-view-count view-count u-mr2x" data-work-id="78900267"><i class="fa fa-spinner fa-spin"></i></span><script>$(function () { var workId = 78900267; window.Academia.workViewCountsFetcher.queue(workId, function (count) { var description = window.$h.commaizeInt(count) + " " + window.$h.pluralize(count, 'View'); $(".js-view-count[data-work-id=78900267]").text(description); $(".js-view-count-work_78900267").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_78900267").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="78900267"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i>  <a class="InlineList-item-text u-positionRelative">10</a>  </div><span class="InlineList-item-text u-textTruncate u-pl10x"><a class="InlineList-item-text" data-has-card-for-ri="202" href="https://www.academia.edu/Documents/in/Program_Evaluation">Program Evaluation</a>, <script data-card-contents-for-ri="202" type="text/json">{"id":202,"name":"Program Evaluation","url":"https://www.academia.edu/Documents/in/Program_Evaluation?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="9822" href="https://www.academia.edu/Documents/in/Education_Policy">Education Policy</a>, <script data-card-contents-for-ri="9822" type="text/json">{"id":9822,"name":"Education Policy","url":"https://www.academia.edu/Documents/in/Education_Policy?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="20316" href="https://www.academia.edu/Documents/in/Stochastic_dominance">Stochastic dominance</a><script data-card-contents-for-ri="20316" type="text/json">{"id":20316,"name":"Stochastic dominance","url":"https://www.academia.edu/Documents/in/Stochastic_dominance?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=78900267]'), work: {"id":78900267,"title":"Class 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Policy","url":"https://www.academia.edu/Documents/in/Education_Policy?f_ri=747","nofollow":false},{"id":20316,"name":"Stochastic dominance","url":"https://www.academia.edu/Documents/in/Stochastic_dominance?f_ri=747","nofollow":false},{"id":89287,"name":"Student Achievement","url":"https://www.academia.edu/Documents/in/Student_Achievement?f_ri=747"},{"id":104446,"name":"Academic achievement","url":"https://www.academia.edu/Documents/in/Academic_achievement?f_ri=747"},{"id":219474,"name":"Empirical Study","url":"https://www.academia.edu/Documents/in/Empirical_Study?f_ri=747"},{"id":715941,"name":"School Quality","url":"https://www.academia.edu/Documents/in/School_Quality?f_ri=747"},{"id":811651,"name":"School policy","url":"https://www.academia.edu/Documents/in/School_policy?f_ri=747"},{"id":996485,"name":"Causal Effect","url":"https://www.academia.edu/Documents/in/Causal_Effect?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_75914576" data-work_id="75914576" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/75914576/Asymmetry_in_Exchange_Rate_Pass_Through_to_Consumer_Prices_New_Perspective_from_Sub_Saharan_African_Countries">Asymmetry in Exchange Rate Pass-Through to Consumer Prices: New Perspective from Sub-Saharan African Countries</a></div></div><div class="u-pb4x u-mt3x"><div class="summary u-fs14 u-fw300 u-lineHeight1_5 u-tcGrayDarkest"><div class="summarized">This paper examines the asymmetrical relationship between exchange rate and consumer prices in 40 Sub-Saharan African (SSA) countries from 1990q1 to 2017q4. The exchange rate pass-through (ERPT) to consumer prices is estimated for each... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_75914576" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">This paper examines the asymmetrical relationship between exchange rate and consumer prices in 40 Sub-Saharan African (SSA) countries from 1990q1 to 2017q4. The exchange rate pass-through (ERPT) to consumer prices is estimated for each country by using the nonlinear autoregressive distributed lags (NARDL) framework and dynamic panel estimators robust to cross-sectionally correlated errors. Firstly, our findings suggest an asymmetrical ERPT in the SSA region during the short-term, whereas there are mixed results across sub-regions in the long-term. Next, we find incomplete and significant ERPT to consumer prices in the entire SSA region which is higher during the depreciation of the local currency than after appreciations. Third, we find nonlinear ERPT with respect to the size of the exchange rate. The pass-through is higher during large exchange rate changes than after small changes.&nbsp; Finally, we find that the pass-through is greater in the countries with fixed exchange rate re...</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/75914576" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="cf095ef1af857ed32e47e23e9fc66bb1" rel="nofollow" data-download="{"attachment_id":83580682,"asset_id":75914576,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/83580682/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="146577737" href="https://ahsztc.academia.edu/ThierryYobouetGnangoin">Thierry Yobouet Gnangoin</a><script data-card-contents-for-user="146577737" type="text/json">{"id":146577737,"first_name":"Thierry","last_name":"Yobouet Gnangoin","domain_name":"ahsztc","page_name":"ThierryYobouetGnangoin","display_name":"Thierry Yobouet Gnangoin","profile_url":"https://ahsztc.academia.edu/ThierryYobouetGnangoin?f_ri=747","photo":"https://0.academia-photos.com/146577737/93559555/82459673/s65_thierry.yobouet_gnangoin.png"}</script></span></span></li><li class="js-paper-rank-work_75914576 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="75914576"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 75914576, container: ".js-paper-rank-work_75914576", }); 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$(".js-view-count[data-work-id=75914576]").text(description); $(".js-view-count-work_75914576").attr('title', description).tooltip(); }); });</script></span><script>$(function() { $(".js-view-count-work_75914576").removeClass('hidden') })</script></div></li><li class="InlineList-item u-positionRelative" style="max-width: 250px"><div class="u-positionAbsolute" data-has-card-for-ri-list="75914576"><i class="fa fa-tag InlineList-item-icon u-positionRelative"></i>  <a class="InlineList-item-text u-positionRelative">9</a>  </div><span class="InlineList-item-text u-textTruncate u-pl9x"><a class="InlineList-item-text" data-has-card-for-ri="724" href="https://www.academia.edu/Documents/in/Economics">Economics</a>, <script data-card-contents-for-ri="724" type="text/json">{"id":724,"name":"Economics","url":"https://www.academia.edu/Documents/in/Economics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="747" href="https://www.academia.edu/Documents/in/Econometrics">Econometrics</a>, <script data-card-contents-for-ri="747" type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="748" href="https://www.academia.edu/Documents/in/Financial_Economics">Financial Economics</a>, <script data-card-contents-for-ri="748" type="text/json">{"id":748,"name":"Financial Economics","url":"https://www.academia.edu/Documents/in/Financial_Economics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="3180" href="https://www.academia.edu/Documents/in/International_Trade">International Trade</a><script data-card-contents-for-ri="3180" type="text/json">{"id":3180,"name":"International Trade","url":"https://www.academia.edu/Documents/in/International_Trade?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=75914576]'), work: {"id":75914576,"title":"Asymmetry in Exchange Rate Pass-Through to Consumer Prices: New Perspective from Sub-Saharan African Countries","created_at":"2022-04-09T07:45:50.899-07:00","url":"https://www.academia.edu/75914576/Asymmetry_in_Exchange_Rate_Pass_Through_to_Consumer_Prices_New_Perspective_from_Sub_Saharan_African_Countries?f_ri=747","dom_id":"work_75914576","summary":"This paper examines the asymmetrical relationship between exchange rate and consumer prices in 40 Sub-Saharan African (SSA) countries from 1990q1 to 2017q4. The exchange rate pass-through (ERPT) to consumer prices is estimated for each country by using the nonlinear autoregressive distributed lags (NARDL) framework and dynamic panel estimators robust to cross-sectionally correlated errors. Firstly, our findings suggest an asymmetrical ERPT in the SSA region during the short-term, whereas there are mixed results across sub-regions in the long-term. Next, we find incomplete and significant ERPT to consumer prices in the entire SSA region which is higher during the depreciation of the local currency than after appreciations. Third, we find nonlinear ERPT with respect to the size of the exchange rate. The pass-through is higher during large exchange rate changes than after small changes.\u0026nbsp; Finally, we find that the pass-through is greater in the countries with fixed exchange rate re...","downloadable_attachments":[{"id":83580682,"asset_id":75914576,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":146577737,"first_name":"Thierry","last_name":"Yobouet Gnangoin","domain_name":"ahsztc","page_name":"ThierryYobouetGnangoin","display_name":"Thierry Yobouet Gnangoin","profile_url":"https://ahsztc.academia.edu/ThierryYobouetGnangoin?f_ri=747","photo":"https://0.academia-photos.com/146577737/93559555/82459673/s65_thierry.yobouet_gnangoin.png"}],"research_interests":[{"id":724,"name":"Economics","url":"https://www.academia.edu/Documents/in/Economics?f_ri=747","nofollow":false},{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":748,"name":"Financial Economics","url":"https://www.academia.edu/Documents/in/Financial_Economics?f_ri=747","nofollow":false},{"id":3180,"name":"International Trade","url":"https://www.academia.edu/Documents/in/International_Trade?f_ri=747","nofollow":false},{"id":6908,"name":"Banking","url":"https://www.academia.edu/Documents/in/Banking?f_ri=747"},{"id":7292,"name":"Corporate Finance","url":"https://www.academia.edu/Documents/in/Corporate_Finance?f_ri=747"},{"id":25116,"name":"International Finance","url":"https://www.academia.edu/Documents/in/International_Finance?f_ri=747"},{"id":534864,"name":"Economies","url":"https://www.academia.edu/Documents/in/Economies?f_ri=747"},{"id":1485949,"name":"Preprints","url":"https://www.academia.edu/Documents/in/Preprints?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_73685403" data-work_id="73685403" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/73685403/Statistical_methods_for_modelling_neural_networks">Statistical methods for modelling neural networks</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/73685403" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="8270272d230b702ea9d980dddbfd1867" rel="nofollow" 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work-percentile"></span></span><script>$(function () { var workId = 73685403; window.Academia.workPercentilesFetcher.queue(workId, function (percentileText) { var container = $(".js-percentile-work_73685403"); container.find('.work-percentile').text(percentileText.charAt(0).toUpperCase() + percentileText.slice(1)); container.find('.percentile-widget').show(); container.find('.percentile-widget').removeClass('hidden'); }); });</script></li><li class="js-view-count-work_73685403 InlineList-item InlineList-item--bordered hidden"><div><span><span class="js-view-count view-count u-mr2x" data-work-id="73685403"><i class="fa fa-spinner fa-spin"></i></span><script>$(function () { var workId = 73685403; window.Academia.workViewCountsFetcher.queue(workId, function (count) { var description = window.$h.commaizeInt(count) + " " + window.$h.pluralize(count, 'View'); $(".js-view-count[data-work-id=73685403]").text(description); $(".js-view-count-work_73685403").attr('title', description).tooltip(); 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type="text/json">{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="4456" href="https://www.academia.edu/Documents/in/Time_Series">Time Series</a>, <script data-card-contents-for-ri="4456" type="text/json">{"id":4456,"name":"Time Series","url":"https://www.academia.edu/Documents/in/Time_Series?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="9961" href="https://www.academia.edu/Documents/in/Time_series_Econometrics">Time series Econometrics</a><script data-card-contents-for-ri="9961" type="text/json">{"id":9961,"name":"Time series Econometrics","url":"https://www.academia.edu/Documents/in/Time_series_Econometrics?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=73685403]'), work: {"id":73685403,"title":"Statistical methods for modelling neural networks","created_at":"2022-03-13T13:47:51.459-07:00","url":"https://www.academia.edu/73685403/Statistical_methods_for_modelling_neural_networks?f_ri=747","dom_id":"work_73685403","summary":null,"downloadable_attachments":[{"id":82110041,"asset_id":73685403,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":2319290,"first_name":"Marcelo","last_name":"Medeiros","domain_name":"puc-rio","page_name":"MarceloMedeiros","display_name":"Marcelo Medeiros","profile_url":"https://puc-rio.academia.edu/MarceloMedeiros?f_ri=747","photo":"https://0.academia-photos.com/2319290/733802/911019/s65_marcelo.medeiros.jpg"}],"research_interests":[{"id":422,"name":"Computer Science","url":"https://www.academia.edu/Documents/in/Computer_Science?f_ri=747","nofollow":false},{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":4456,"name":"Time Series","url":"https://www.academia.edu/Documents/in/Time_Series?f_ri=747","nofollow":false},{"id":9961,"name":"Time series Econometrics","url":"https://www.academia.edu/Documents/in/Time_series_Econometrics?f_ri=747","nofollow":false},{"id":11598,"name":"Neural Networks","url":"https://www.academia.edu/Documents/in/Neural_Networks?f_ri=747"},{"id":26066,"name":"Neural Network","url":"https://www.academia.edu/Documents/in/Neural_Network?f_ri=747"},{"id":54123,"name":"Artificial Neural Networks","url":"https://www.academia.edu/Documents/in/Artificial_Neural_Networks?f_ri=747"},{"id":67968,"name":"Statistical Inference","url":"https://www.academia.edu/Documents/in/Statistical_Inference?f_ri=747"},{"id":200998,"name":"Feedforward Neural Network","url":"https://www.academia.edu/Documents/in/Feedforward_Neural_Network?f_ri=747"},{"id":229390,"name":"Real Time","url":"https://www.academia.edu/Documents/in/Real_Time?f_ri=747"},{"id":664700,"name":"Statistical Model","url":"https://www.academia.edu/Documents/in/Statistical_Model?f_ri=747"},{"id":1837730,"name":"Neural Network Model","url":"https://www.academia.edu/Documents/in/Neural_Network_Model?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_68167400" data-work_id="68167400" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/68167400/Analyzing_Building_Height_Restrictions_Predicted_Impacts_Welfare_Costs_and_a_Case_Study_of_Bangalore_India_by">Analyzing Building-Height Restrictions: Predicted Impacts, Welfare Costs, and a Case Study of Bangalore, India by</a></div></div><div class="u-pb4x u-mt3x"><div class="summary u-fs14 u-fw300 u-lineHeight1_5 u-tcGrayDarkest"><div class="summarized">This paper analyzes the impacts and the welfare cost of building-height restrictions, providing a concrete welfare-cost estimate for the city of Bangalore. Relying on several theoretical results, the analysis shows that the welfare cost... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_68167400" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">This paper analyzes the impacts and the welfare cost of building-height restrictions, providing a concrete welfare-cost estimate for the city of Bangalore. Relying on several theoretical results, the analysis shows that the welfare cost imposed on its residents by Bangalore&apos;s FAR restriction ranges between 3 and 6 percent of household consumption. This burden represents a signi¯cant share of individual resources, and its presence may push many marginal households</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/68167400" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="d69e63d6c8936ad701b69dbc095c2e0b" rel="nofollow" data-download="{"attachment_id":78739796,"asset_id":68167400,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/78739796/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="80528754" href="https://wagner-nyu.academia.edu/AlainBertaud">Alain Bertaud</a><script data-card-contents-for-user="80528754" type="text/json">{"id":80528754,"first_name":"Alain","last_name":"Bertaud","domain_name":"wagner-nyu","page_name":"AlainBertaud","display_name":"Alain Bertaud","profile_url":"https://wagner-nyu.academia.edu/AlainBertaud?f_ri=747","photo":"/images/s65_no_pic.png"}</script></span></span></li><li class="js-paper-rank-work_68167400 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="68167400"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 68167400, container: ".js-paper-rank-work_68167400", }); 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Relying on several theoretical results, the analysis shows that the welfare cost imposed on its residents by Bangalore\u0026apos;s FAR restriction ranges between 3 and 6 percent of household consumption. This burden represents a signi¯cant share of individual resources, and its presence may push many marginal households","downloadable_attachments":[{"id":78739796,"asset_id":68167400,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":80528754,"first_name":"Alain","last_name":"Bertaud","domain_name":"wagner-nyu","page_name":"AlainBertaud","display_name":"Alain Bertaud","profile_url":"https://wagner-nyu.academia.edu/AlainBertaud?f_ri=747","photo":"/images/s65_no_pic.png"}],"research_interests":[{"id":26,"name":"Business","url":"https://www.academia.edu/Documents/in/Business?f_ri=747","nofollow":false},{"id":747,"name":"Econometrics","url":"https://www.academia.edu/Documents/in/Econometrics?f_ri=747","nofollow":false},{"id":20436,"name":"Urban And Regional Planning","url":"https://www.academia.edu/Documents/in/Urban_And_Regional_Planning?f_ri=747","nofollow":false},{"id":27659,"name":"Applied Economics","url":"https://www.academia.edu/Documents/in/Applied_Economics?f_ri=747","nofollow":false},{"id":1752302,"name":"Welfare costs","url":"https://www.academia.edu/Documents/in/Welfare_costs?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_65647572" data-work_id="65647572" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/65647572/Corporate_governance_practices_in_emerging_markets_The_case_of_GCC_countries">Corporate governance practices in emerging markets: The case of GCC countries</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/65647572" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="db07bd939fb7526d47882180686d57c2" rel="nofollow" data-download="{"attachment_id":77152620,"asset_id":65647572,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/77152620/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="157570972" href="https://independent.academia.edu/HusamAldinAlMalkawi">Husam-Aldin Al-Malkawi</a><script data-card-contents-for-user="157570972" type="text/json">{"id":157570972,"first_name":"Husam-Aldin","last_name":"Al-Malkawi","domain_name":"independent","page_name":"HusamAldinAlMalkawi","display_name":"Husam-Aldin Al-Malkawi","profile_url":"https://independent.academia.edu/HusamAldinAlMalkawi?f_ri=747","photo":"/images/s65_no_pic.png"}</script></span></span></li><li class="js-paper-rank-work_65647572 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="65647572"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 65647572, container: ".js-paper-rank-work_65647572", }); 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To find out the... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_64075876" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">The main purpose of this research paper is to explore and understand the nature of association and the possible existence of a short run and long run relationship between US Dollar, EURO, British Pound and Japanese Yen. To find out the relationship among currencies USD/INR, EUR/INR, GBP/INR and JPY/INR pairs are considered. The main idea is to know how these selected indicators are related to each other. The daily basis 2781 observations for all four variables from year 2007 to 2018 are taken into consideration. Data are collected from website of Reserve Bank of India. The stationarity of time series is checked and differentiated as per requirement. Johansen co-integration test to know the long run relationship between variables is used. The result shows that there is no co-integration equation among the variables. The short run relationship is examined with help of Vector Auto-regression (VAR) model and the short run relationship within different lags of variables has been identifi...</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/64075876" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="b8b618488942ea4046874482ef7e9c0e" rel="nofollow" data-download="{"attachment_id":109888174,"asset_id":64075876,"asset_type":"Work","always_allow_download":false,"track":null,"button_location":"work_strip","source":null,"hide_modal":null}" class="Button Button--sm Button--inverseGreen js-download-button prompt_button doc_download" href="https://www.academia.edu/attachments/109888174/download_file?st=MTczMzAyNjkwNyw4LjIyMi4yMDguMTQ2&s=work_strip"><i class="fa fa-arrow-circle-o-down fa-lg"></i><span class="u-textUppercase u-ml1x" data-content="button_text">Download</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="15722557" href="https://charusat.academia.edu/RajeshSadhwani">Rajesh Sadhwani</a><script data-card-contents-for-user="15722557" type="text/json">{"id":15722557,"first_name":"Rajesh","last_name":"Sadhwani","domain_name":"charusat","page_name":"RajeshSadhwani","display_name":"Rajesh Sadhwani","profile_url":"https://charusat.academia.edu/RajeshSadhwani?f_ri=747","photo":"https://0.academia-photos.com/15722557/130312140/119719886/s65_rajesh.sadhwani.png"}</script></span></span></li><li class="js-paper-rank-work_64075876 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="64075876"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 64075876, container: ".js-paper-rank-work_64075876", }); 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To find out the relationship among currencies USD/INR, EUR/INR, GBP/INR and JPY/INR pairs are considered. The main idea is to know how these selected indicators are related to each other. The daily basis 2781 observations for all four variables from year 2007 to 2018 are taken into consideration. Data are collected from website of Reserve Bank of India. The stationarity of time series is checked and differentiated as per requirement. Johansen co-integration test to know the long run relationship between variables is used. The result shows that there is no co-integration equation among the variables. The short run relationship is examined with help of Vector Auto-regression (VAR) model and the short run relationship within different lags of variables has been identifi...","downloadable_attachments":[{"id":109888174,"asset_id":64075876,"asset_type":"Work","always_allow_download":false}],"ordered_authors":[{"id":15722557,"first_name":"Rajesh","last_name":"Sadhwani","domain_name":"charusat","page_name":"RajeshSadhwani","display_name":"Rajesh 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type="text/json">{"id":892,"name":"Statistics","url":"https://www.academia.edu/Documents/in/Statistics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="275103" href="https://www.academia.edu/Documents/in/Value_of_Information">Value of Information</a><script data-card-contents-for-ri="275103" type="text/json">{"id":275103,"name":"Value of Information","url":"https://www.academia.edu/Documents/in/Value_of_Information?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ el: $('*[data-has-card-for-ri-list=8943855]'), work: {"id":8943855,"title":"Reasoning to a Foregone 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href="https://www.academia.edu/Documents/in/Current_accounts">Current accounts</a>, <script data-card-contents-for-ri="21200" type="text/json">{"id":21200,"name":"Current accounts","url":"https://www.academia.edu/Documents/in/Current_accounts?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="27659" href="https://www.academia.edu/Documents/in/Applied_Economics">Applied Economics</a>, <script data-card-contents-for-ri="27659" type="text/json">{"id":27659,"name":"Applied Economics","url":"https://www.academia.edu/Documents/in/Applied_Economics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="29074" href="https://www.academia.edu/Documents/in/Policy_modeling">Policy modeling</a><script data-card-contents-for-ri="29074" type="text/json">{"id":29074,"name":"Policy modeling","url":"https://www.academia.edu/Documents/in/Policy_modeling?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) 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work_11145331" data-work_id="11145331" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/11145331/Detecting_defects_with_image_data">Detecting defects with image data</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/11145331" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><div class="download"><a id="b2b2b1cee013b9a236f559370a173a2f" rel="nofollow" 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type="text/json">{"id":892,"name":"Statistics","url":"https://www.academia.edu/Documents/in/Statistics?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="37306" href="https://www.academia.edu/Documents/in/Quality_Control">Quality Control</a>, <script data-card-contents-for-ri="37306" type="text/json">{"id":37306,"name":"Quality Control","url":"https://www.academia.edu/Documents/in/Quality_Control?f_ri=747","nofollow":false}</script><a class="InlineList-item-text" data-has-card-for-ri="104834" href="https://www.academia.edu/Documents/in/Statistical_Techniques_in_Spatial_Analysis">Statistical Techniques in Spatial Analysis</a><script data-card-contents-for-ri="104834" type="text/json">{"id":104834,"name":"Statistical Techniques in Spatial Analysis","url":"https://www.academia.edu/Documents/in/Statistical_Techniques_in_Spatial_Analysis?f_ri=747","nofollow":false}</script></span></li><script>(function(){ if (true) { new Aedu.ResearchInterestListCard({ 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Dependence","url":"https://www.academia.edu/Documents/in/Spatial_Dependence?f_ri=747"},{"id":1496485,"name":"Computational Statistics and Data Analysis","url":"https://www.academia.edu/Documents/in/Computational_Statistics_and_Data_Analysis?f_ri=747"}]}, }) } })();</script></ul></li></ul></div></div><div class="u-borderBottom1 u-borderColorGrayLighter"><div class="clearfix u-pv7x u-mb0x js-work-card work_15524481" data-work_id="15524481" itemscope="itemscope" itemtype="https://schema.org/ScholarlyArticle"><div class="header"><div class="title u-fontSerif u-fs22 u-lineHeight1_3"><a class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/15524481/On_estimation_based_on_progressive_first_failure_censored_sampling">On estimation based on progressive first-failure-censored sampling</a></div></div><div class="u-pb4x u-mt3x"></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share 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It will be clear from the previous paragraphs that, in the problem of... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_17912762" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">... a function that is assumed to have two continuous derivatives, adding the side condition guarantees positivity and produces, uniquely, the Epanechnikov kernel. ... 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class="u-tcGrayDarkest js-work-link" href="https://www.academia.edu/4455404/Investigation_of_Matching_Fractal_Characteristics_to_Wave_Models">Investigation of Matching Fractal Characteristics to Wave Models</a></div></div><div class="u-pb4x u-mt3x"><div class="summary u-fs14 u-fw300 u-lineHeight1_5 u-tcGrayDarkest"><div class="summarized">The paper represents the research of matching Hurst exponent to Elliott wave models for financial time series. It illustrates that there are some values of Hurst exponent which match the most efficient using of Elliot Wave Principle for... <a class="more_link u-tcGrayDark u-linkUnstyled" data-container=".work_4455404" data-show=".complete" data-hide=".summarized" data-more-link-behavior="true" href="#">more</a></div><div class="complete hidden">The paper represents the research of matching Hurst exponent to Elliott wave models for financial time series. It illustrates that there are some values of Hurst exponent which match the most efficient using of Elliot Wave Principle for time series prediction. <br />Keywords: wave models, Hurst exponent, financial time series, stock market, R/S-analysis</div></div></div><ul class="InlineList u-ph0x u-fs13"><li class="InlineList-item logged_in_only"><div class="share_on_academia_work_button"><a class="academia_share Button Button--inverseBlue Button--sm js-bookmark-button" data-academia-share="Work/4455404" data-share-source="work_strip" data-spinner="small_white_hide_contents"><i class="fa fa-plus"></i><span class="work-strip-link-text u-ml1x" data-content="button_text">Bookmark</span></a></div></li><li class="InlineList-item"><ul class="InlineList InlineList--bordered u-ph0x"><li class="InlineList-item InlineList-item--bordered"><span class="InlineList-item-text">by <span itemscope="itemscope" itemprop="author" itemtype="https://schema.org/Person"><a class="u-tcGrayDark u-fw700" data-has-card-for-user="4675555" href="https://nmetau.academia.edu/OleksiiNykytenko">Oleksii Nykytenko</a><script data-card-contents-for-user="4675555" type="text/json">{"id":4675555,"first_name":"Oleksii","last_name":"Nykytenko","domain_name":"nmetau","page_name":"OleksiiNykytenko","display_name":"Oleksii Nykytenko","profile_url":"https://nmetau.academia.edu/OleksiiNykytenko?f_ri=747","photo":"https://0.academia-photos.com/4675555/1965776/2802971/s65_oleksii.nykytenko.jpg"}</script></span></span></li><li class="js-paper-rank-work_4455404 InlineList-item InlineList-item--bordered hidden"><span class="js-paper-rank-view hidden u-tcGrayDark" data-paper-rank-work-id="4455404"><i class="u-m1x fa fa-bar-chart"></i><strong class="js-paper-rank"></strong></span><script>$(function() { new Works.PaperRankView({ workId: 4455404, container: ".js-paper-rank-work_4455404", }); 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