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Articles 27091 - 27120 of 33870
Full-Text Articles in Entire DC Network
Buoyancy And Wind Forcing Of A Coastal Current, Andreas Münchow, Richard W. Garvine
Buoyancy And Wind Forcing Of A Coastal Current, Andreas Münchow, Richard W. Garvine
Journal of Marine Research
Local winds and lateral buoyancy fluxes from estuaries constitute two major forcing mechanisms on the inner continental shelf of the Mid Atlantic Bight on the eastern seaboard of the U.S.A. We report observations of the resulting coastal current that suggest a linear superposition of the wind and buoyancy forced motions. This current, which we term the Delaware Coastal Current, has a mean flow of about 10 cm/s in the direction of Kelvin wave phase propagation. It opposes the generally upwelling favorable local winds there. The same winds, however, force important across-shelf flows that agree qualitatively with Ekman dynamics with Ekman …
Annual Report Of The Resolution Trust Corporation - 1992, Resolution Trust Corporation
Annual Report Of The Resolution Trust Corporation - 1992, Resolution Trust Corporation
Documents
No abstract provided.
Shaping Health Care Through Dialogue, Saint Raphael's 1992 Annual Report, Saint Raphael Healthcare System
Shaping Health Care Through Dialogue, Saint Raphael's 1992 Annual Report, Saint Raphael Healthcare System
Hospital of St. Raphael Annual Reports
No abstract provided.
Decreto-Lei N.º 298/92, De 31 De Dezembro, Portugal: Ministry Of Finance And Public Administration
Decreto-Lei N.º 298/92, De 31 De Dezembro, Portugal: Ministry Of Finance And Public Administration
Documents
No abstract provided.
Final Rule Real Estate Lending Standards, United States: Department Of The Treasury: Office Of The Comptroller Of The Currency (Occ), United States: Department Of The Treasury: Office Of Thrift Supervision, United States: Federal Deposit Insurance Corporation (Fdic), Federal Reserve System: Board Of Governors
Final Rule Real Estate Lending Standards, United States: Department Of The Treasury: Office Of The Comptroller Of The Currency (Occ), United States: Department Of The Treasury: Office Of Thrift Supervision, United States: Federal Deposit Insurance Corporation (Fdic), Federal Reserve System: Board Of Governors
Documents
No abstract provided.
Legal Framework Of Credit Institutions And Financial Companies, Banco De Portugal/Central Bank Of Portugal
Legal Framework Of Credit Institutions And Financial Companies, Banco De Portugal/Central Bank Of Portugal
Documents
No abstract provided.
Press Release A2045, Argentina: Banco De La Repºblica
Press Release A2042, Argentina: Banco De La Repºblica
Law 31 Of 1992 Regarding The Bank Of The Republic, Colombia: Congreso/ Congress
Law 31 Of 1992 Regarding The Bank Of The Republic, Colombia: Congreso/ Congress
Documents
No abstract provided.
Measures To Strengthen The Financial The System - The Business Committee's Report 1992/93:Nu16, Sweden: Riksdag
Measures To Strengthen The Financial The System - The Business Committee's Report 1992/93:Nu16, Sweden: Riksdag
Documents
Original title: Åtgärder för att stärka det finansiella systemet Näringsutskottets betänkande 1992/93:NU16
Fdicia's Discount Window Provisions, Walker F. Todd
A Portfolio Approach To Endogenous Growth: Eaton’S Model Revisited, Giancarlo Corsetti
A Portfolio Approach To Endogenous Growth: Eaton’S Model Revisited, Giancarlo Corsetti
Discussion Papers
No abstract provided.
Taxation And Risk-Taking Once Again (With And Without Tax Revenue Disposal), Giancarlo Corsetti
Taxation And Risk-Taking Once Again (With And Without Tax Revenue Disposal), Giancarlo Corsetti
Discussion Papers
No abstract provided.
Occupational Choice And Multiple Job Holding In Rural Gujarat, India, Jeemol Unni
Occupational Choice And Multiple Job Holding In Rural Gujarat, India, Jeemol Unni
Discussion Papers
No abstract provided.
Hyper-Consistent Estimation Of A Unit Root In Time Series Regression, Peter C.B. Phillips
Hyper-Consistent Estimation Of A Unit Root In Time Series Regression, Peter C.B. Phillips
Cowles Foundation Discussion Papers
It is shown that the fully modified ordinary least squares (FM-OLS) estimator of a unit root in time series regression is T 3 /2 -consistent. Relative to FM-OLS, therefore, the least squares and maximum likelihood estimators are infinitely deficient asymptotically. Simulations show that this dominance of FM-OLS persists even in small samples.
An Alternative Theory Of Firm And Industry Dynamics, Richard Ericson, Ariel Pakes
An Alternative Theory Of Firm And Industry Dynamics, Richard Ericson, Ariel Pakes
Cowles Foundation Discussion Papers
This paper provides a model of firm and industry dynamics that allows for entry, exit and firm-specific uncertainty generating variability in the fortunes of firms. It focuses on the impact of uncertainty arising from investment in research and exploration-type processes. It analyzes the behavior of individual firms exploring profit opportunities in an evolving marketplace and derives optimal policies, including exit, in this environment. Then it adds an entry process and aggregates the optimal behavior of all firms, including potential entrants, into a rational expectations, Markov perfect industry equilibrium, and proves ergodicity of the equilibrium process. Numerical examples are used to …
History Of And Rationales For The Reconstruction Finance Corporation, Walker F. Todd
History Of And Rationales For The Reconstruction Finance Corporation, Walker F. Todd
Documents
No abstract provided.
Financial Regulation: Changing The Rules Of The Game, Dimitri Vittas
Financial Regulation: Changing The Rules Of The Game, Dimitri Vittas
Documents
No abstract provided.
Yale Nurse, Yale School Of Nursing
Yale Nurse, Yale School Of Nursing
Yale School of Nursing Alumni Newsletters and Magazines
No abstract provided.
Sou_1992/93:135, Sweden: Riksdag
Canada Deposit Insurance Corp. V. Canadian Commercial Bank, Supreme Court Of Canada
Canada Deposit Insurance Corp. V. Canadian Commercial Bank, Supreme Court Of Canada
Documents
No abstract provided.
European Brief: Swedish Rate Cut, The Wall Street Journal
European Brief: Swedish Rate Cut, The Wall Street Journal
Documents
No abstract provided.
The Government Guarantee Fund And Bank Support, Suomen Pankki/Central Bank Of Finland
The Government Guarantee Fund And Bank Support, Suomen Pankki/Central Bank Of Finland
Documents
No abstract provided.
An Event History Analysis Of Divorce In China, Zeng Yi, T. Paul Schultz, Wang Deming
An Event History Analysis Of Divorce In China, Zeng Yi, T. Paul Schultz, Wang Deming
Discussion Papers
No abstract provided.
Excessive Deficits: Sense And Nonsense In The Treaty Of Maastricht, Willem H. Buiter, Giancarlo Corsetti, Nouriel Roubini
Excessive Deficits: Sense And Nonsense In The Treaty Of Maastricht, Willem H. Buiter, Giancarlo Corsetti, Nouriel Roubini
Discussion Papers
No abstract provided.
The Complex Of Maximal Lattice Free Simplices, Imre Bárány, Roger Howe, Herbert E. Scarf
The Complex Of Maximal Lattice Free Simplices, Imre Bárány, Roger Howe, Herbert E. Scarf
Cowles Foundation Discussion Papers
The simplicial complex K ( A ) is defined to be the collection of simplices, and their proper subsimplices, representing maximal lattice free bodies of the form { x : Ax < b }, with A a fixed ( n + 1) × n matrix. The topological space associated with K ( A ) is shown to be homeomorphic to R n , and the space obtained by identifying lattice translates of these simplices is homeomorphic to the n -torus.
The Large Sample Correspondence Between Classical Hypothesis Tests And Bayesian Posterior Odds Tests, Donald W.K. Andrews
The Large Sample Correspondence Between Classical Hypothesis Tests And Bayesian Posterior Odds Tests, Donald W.K. Andrews
Cowles Foundation Discussion Papers
This paper establishes a correspondence in large samples between classical hypothesis tests and Bayesian posterior odds tests for models without trends. More specifically, tests of point null hypotheses and one- or two-sided alternatives are considered (where nuisance parameters may be present under both hypotheses). It is shown that for certain priors the Bayesian posterior odds test is equivalent in large samples to classical Wald, Lagrange multiplier, and likelihood ratio tests for some significance level and vice versa.
Measuring Asset Values For Cash Settlement In Derivative Markets: Hedonic Repeated Measures Indices And Perpetual Futures, Robert J. Shiller
Measuring Asset Values For Cash Settlement In Derivative Markets: Hedonic Repeated Measures Indices And Perpetual Futures, Robert J. Shiller
Cowles Foundation Discussion Papers
Two proposals are made that may facilitate the creation of derivative market instruments, such as futures contracts, cash-settled based on economic indices. The first proposal concerns index number construction: indices based on infrequent measurements of nonstandardized items may control for quality change by using a hedonic repeated measures method, an index number construction method that follows individual assets or subjects through time and also takes account of measured quality variables. The second proposal is to establish markets for perpetual claims on cash flows matching indices of dividends or rents. Such markets may help us to measure the prices of the …
Some Dynamics Of A Strategic Market Game With A Large Number Of Agents, John M. Miller, Martin Shubik
Some Dynamics Of A Strategic Market Game With A Large Number Of Agents, John M. Miller, Martin Shubik
Cowles Foundation Discussion Papers
This paper is designed to combine the game theoretic investigation of the static or equilibrium properties of large strategic market games together with the investigation of some very simple dynamics, which nevertheless are sufficient to show differences between two related games, one in which both borrowing and trade take place. The role of banking reserves emerges as relevant and sensitive to the transient state dynamics. Several 100,000 player games are simulated and the behavior is constructed with the analytical prediction for the games with a continuum of agents.
Some Exact Distribution Theory For Maximum Likelihood Estimators Of Cointegrating Coefficients In Error Correction Models, Peter C.B. Phillips
Some Exact Distribution Theory For Maximum Likelihood Estimators Of Cointegrating Coefficients In Error Correction Models, Peter C.B. Phillips
Cowles Foundation Discussion Papers
This paper derives some exact finite sample distributions and characterizes the tail behavior of maximum likelihood estimators of the cointegrating coefficients in error correction models. It is shown that the reduced rank regression estimator has a distribution with Cauchy-like tails and no finite moments of integer order. The maximum likelihood estimator of the coefficients in a particular triangular system representation is studied and shown to have matrix t -distribution tails with finite integer moments to order T - n + r where T is the sample size, n is the total number of variables in the system and r is …