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Social and Behavioral Sciences Commons™
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Articles 1 - 5 of 5
Full-Text Articles in Social and Behavioral Sciences
Measure Of Departure From Marginal Average Point-Symmetry For Two-Way Contingency Tables, Kiyotaka Iki, Sadao Tomizawa
Measure Of Departure From Marginal Average Point-Symmetry For Two-Way Contingency Tables, Kiyotaka Iki, Sadao Tomizawa
Journal of Modern Applied Statistical Methods
For the analysis of two-way contingency tables with ordered categories, Yamamoto, Tahata, Suzuki, and Tomizawa (2011) considered a measure to represent the degree of departure from marginal point-symmetry. The maximum value of the measure cannot distinguish two kinds of marginal complete asymmetry with respect to the midpoint. A measure is proposed which can distinguish two kinds of marginal asymmetry with respect to the midpoint. It also gives large-sample confidence interval for the proposed measure.
Specifying Asymmetric Star Models With Linear And Nonlinear Garch Innovations: Monte Carlo Approach, Olaoluwa S. Yaya, Olanrewaju I. Shittu
Specifying Asymmetric Star Models With Linear And Nonlinear Garch Innovations: Monte Carlo Approach, Olaoluwa S. Yaya, Olanrewaju I. Shittu
Journal of Modern Applied Statistical Methods
Economic and finance time series are typically asymmetric and are expected to be modeled using asymmetrical nonlinear time series models. Smooth Transition Autoregressive (STAR) models: Logistic (LSTAR) and Exponential (ESTAR) are known to be asymmetric and symmetric respectively. Under non-normal and heteroscedastic innovations, the residuals of these models are estimated using Generalized Autoregressive Conditionally Heteroscedastic (GARCH) models with variants which include linear and nonlinear forms. The small sample properties of STAR-GARCH variants are yet to be established but these properties are investigated using Monte Carlo (MC) simulation. An MC investigation was conducted to investigate the performance of selections of STAR-GARCH …
Essays On The Effects Of Oil Price Shocks And Monetary Shocks On Labor Reallocation, Mohamad Badih Karaki
Essays On The Effects Of Oil Price Shocks And Monetary Shocks On Labor Reallocation, Mohamad Badih Karaki
Wayne State University Dissertations
The debate regarding the asymmetric effects associated with oil and monetary shocks on the economy has revived interest in analyzing the channels of transmission that generate asymmetries in the response of economic activity to these shocks. This dissertation examines the role of the allocative channel in the transmission mechanism of oil shocks and monetary shocks on economic activity. Using methods by Kilian and Vigfusson (2011b), we analyze the impact of oil and monetary shocks on job creation and job destruction in manufacturing industries.
We found that an unanticipated positive oil price shock triggers costly reallocation of labor across sectors and …
Essays On The Impact Of Oil Price Shocks On The Macroeconomy, Latika Gupta Lagalo
Essays On The Impact Of Oil Price Shocks On The Macroeconomy, Latika Gupta Lagalo
Wayne State University Dissertations
ABSTRACT
ESSAYS O THE IMPACT OF OIL PRICE SHOCKS O THE
Advisor: Dr. Ana María Herrera
Major: Economics
Degree: Doctor of Philosophy
MACROECOOMY
by
LATIKA GUPTA LAGALO
December 2011
This dissertation analyzes the relationship between oil price and industrial production.
use recently developed methods and techniques to investigate the functional form and
structural stability of the relationship between oil prices and industrial production. In my
first chapter, I use both slope-based tests and impulse response based tests to provide
evidence of nonlinearity in the response of U.S. industrial production to oil price shocks
My second essay further empirically assesses the …
A Comparison Of The D’Agostino S_U Test To The Triples Test For Testing Of Symmetry Versus Asymmetry As A Preliminary Test To Testing The Equality Of Means, Kimberly T. Perry, Michael R. Stoline
A Comparison Of The D’Agostino S_U Test To The Triples Test For Testing Of Symmetry Versus Asymmetry As A Preliminary Test To Testing The Equality Of Means, Kimberly T. Perry, Michael R. Stoline
Journal of Modern Applied Statistical Methods
This paper evaluates the D’Agostino SU test and the Triples test for testing symmetry versus asymmetry. These procedures are evaluated as preliminary tests in the selection of the most appropriate procedure for testing the equality of means with two independent samples under a variety of symmetric and asymmetric sampling situations. Key words: symmetry; asymmetry; preliminary testing.