history theory and method

Theory and Method in South African Human Sciences Research pot

... Tracking trends in theory and method: Past and future Free download from www.hsrcpress.ac.za Johann Mouton and Johan Muller Why is a review of methodological and theoretical developments and innovations ... Franks and Themba Sono Endnotes Peter Franks (Chair), Johann Mouton, Johan Muller and Themba Sono CONTENTS INTRODUCTION Tracking trends in theory and method: Past and future Johann Mouton and Johan ... Persuasion and science: a review and assessment of the rhetoric of inquiry Mouton, J & Muller, J 1998 Knowledge, method and the public good Mouton, J, Muller, J., Franks, P & Sono T 1998 Theory and method...

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Popular music vol[1] 2 theory and method

Danh mục: Âm nhạc

... analysis) for the diverse and heterogeneous 'logics' of multiple social relations and practices, both modish and traditional methods are driven together into an epistemological and analytical cul-de-sac ... New Left Review carried, for the first (and last) time, a series of articles on pop music (Beckett 1966, and 1968 and 1969; Chester ~ 1970s; Merton 1968 and 1970; Parsons 1968) These, together ... product of concrete social classes and groups in different social formations, and the history of it over the last ten years is largely that of the permutations and displacement of its locus between...

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Enterprise ontology theory and methodology

Danh mục: Kỹ thuật lập trình

... Enterprise Ontology Theory and Methodology With 99 Figures and Tables 123 Author Jan L.G Dietz Department of Software Technology Faculty of Electrical Engineering, Mathematics, and Computer Science ... design and engineering, and information systems design and engineering, it is the lack of a well-founded theory about the operation of enterprises Often even the most basic notions, like action and ... realized and implemented That is the only hope for mastering the diversity and complexity in contemporary enterprises What we need is a theory in which the concepts of essence and realization and...

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inverse problem theory and methods for model parameter estimation - a. tarantola

Danh mục: Toán học

... Inverse Problem Theory and Methods for Model Parameter Estimation OT89 Tarantola FM2.qxp 11/18/2004 3:50 PM Page OT89 Tarantola FM2.qxp 11/18/2004 3:50 PM Page Inverse Problem Theory and Methods for ... study is a random realization of a Gaussian random ﬁeld, with given mean mprior and given covariance CM (examples of realizations of such random ﬁelds are displayed in chapter (Figure 2.4) and chapter ... As is traditional in probability theory, a subset A ⊆ X is called an event The union and the intersection of two events A and B are respectively denoted A ∪ B and A∩B The ﬁeld of events is called,...

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econometric theory and methods - russell davidson and james g. mackinnon

Danh mục: Kế hoạch kinh doanh

... β1 and β2 , and an unobserved error term, ut Thus, of the ﬁve quantities that appear in (1.01), two, yt and Xt , are observed, and three, β1 , β2 , and ut , are not Three of them, yt , Xt , and ... k2 , X21 of dimensions n2 × k1 , and X22 of dimensions n2 × k2 , with n1 + n2 = n and k1 + k2 = k Thus X11 and X12 have the same number of rows, and also X21 and X22 , as required for the submatrices ... normal random variable is 0, and that its variance is These two properties account for the use of the term “standard.” 1.7 A normally distributed random variable can have any mean µ and any positive...

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Báo cáo hóa học: " Editorial Recent Advances in Theory and Methods for Nonstationary Signal Analysis" potx

Danh mục: Hóa học - Dầu khí

... estimation for any family of nonstationary random processes” by J Sandberg and M Hansson-Sandsten, the covariance function estimate of a zero-mean nonstationary random process in discrete time is accomplished ... optimal for many other random processes as well Three papers are concerned with applications of wavelet and wideband signal processing In the paper “Nonstationary system analysis methods for underwater ... (CT) imaging First -and second-order derivatives of the sinogram are exploited In addition, a new method for the detection of wideband contiguous stripes using the mean curve and multilevel polyphase...

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Econometric theory and methods, Russell Davidson - Chapter 1 docx

Danh mục: Tài chính doanh nghiệp

... β1 and β2 , and an unobserved error term, ut Thus, of the ﬁve quantities that appear in (1.01), two, yt and Xt , are observed, and three, β1 , β2 , and ut , are not Three of them, yt , Xt , and ... k2 , X21 of dimensions n2 × k1 , and X22 of dimensions n2 × k2 , with n1 + n2 = n and k1 + k2 = k Thus X11 and X12 have the same number of rows, and also X21 and X22 , as required for the submatrices ... normal random variable is 0, and that its variance is These two properties account for the use of the term “standard.” 1.7 A normally distributed random variable can have any mean µ and any positive...

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Econometric theory and methods, Russell Davidson - Chapter 2 doc

Danh mục: Tài chính doanh nghiệp

... vectors w and z of length More generally, let x = αw and y = γz, for positive scalars α and γ Then x = α and y = γ Thus we have x, y = x y = αγ w z = αγ w, z Because x is parallel to w, and y is ... Figure 2.8, and imagine that the angle θ between x1 and x2 tends to zero If θ = 0, then x1 and x2 are parallel, and we can write x1 = αx2 , for some scalar α But this means that x1 −αx2 = 0, and so ... residuals and ﬁtted values are unaﬀected by our choice of temperature scale Let us denote the constant term and the slope coeﬃcient as β1 and β2 if we use the Celsius scale, and as α1 and α2 if...

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Econometric theory and methods, Russell Davidson - Chapter 3 ppt

Danh mục: Tài chính doanh nghiệp

... Calculate γ and its standard error in two diﬀerent ways One method should explicitly use the result (3.33), and the other should use a transformation of regression (3.69) which allows γ and its standard ... for which the regressors, and consequently the regressand, vary a lot, and we estimate Model using a second set of data for which both the regressors and the regressand vary much less Then, even ... the error terms and to implement more sophisticated estimation methods that require weaker assumptions Copyright c 1999, Russell Davidson and James G MacKinnon 3.6 Residuals and Error Terms 109...

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Econometric theory and methods, Russell Davidson - Chapter 4 ppt

Danh mục: Tài chính doanh nghiệp

... y1 , y2 and X ≡ X1 , X2 where y1 and y2 are, respectively, an n1 vector and an n2 vector, while X1 and X2 are n1 × k and n2 × k matrices Even if we need diﬀerent parameter vectors, β1 and β2 ... to the PDF of the standard normal distribution The F Distribution If y1 and y2 are independent random variables distributed as χ2 (m1 ) and χ2 (m2 ), respectively, then the random variable F ≡ ... distribution function, or EDF, of a random sample The EDF was introduced in Exercises 1.1 and 3.4 Suppose that X is a random variable with CDF F (X) and that we obtain a random sample of size n with typical...

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Econometric theory and methods, Russell Davidson - Chapter 5 ppsx

Danh mục: Tài chính doanh nghiệp

... discuss a simple and widelyused method for obtaining standard errors, covariance matrix estimates, and conﬁdence intervals for nonlinear functions of estimated parameters 5.2 Exact and Asymptotic ... Conﬁdence Intervals and the Delta Method Although the result (5.50) is simple and practical, it reveals some of the limˆ itations of asymptotic theory Whenever the relationship between θ and γ is ˆ nonlinear, ... evaluated at θ0 , and V ∞ (θ) is the ˆ k × k asymptotic covariance matrix of n1/2 (θ − θ0 ) ˆ 5.15 Suppose that γ = exp(β) and β = 1.324, with a standard error of 0.2432 ˆ and its standard error Calculate...

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Econometric theory and methods, Russell Davidson - Chapter 6 docx

Danh mục: Tài chính doanh nghiệp

... always positive deﬁnite In contrast to quasi-Newton methods, modiﬁed Newton methods set D(j) = H(j) , and Newton’s Method itself sets D(j) = H(j) and α(j) = Quasi-Newton algorithms involve three ... Numerous more formal methods of dealing with multiple minima have been proposed See, among others, Veall (1990), Goﬀe, Ferrier, and Rogers (1994), Dorsey and Mayer (1995), and Andrews (1997) In ... parameters δ0 , δ1 , and ρ of this model and the parameters α, β, γ0 , and γ1 of (6.94) How Copyright c 1999, Russell Davidson and James G MacKinnon 6.10 Exercises 253 many and what restrictions...

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Econometric theory and methods, Russell Davidson - Chapter 7 doc

Danh mục: Tài chính doanh nghiệp

... The regressand and regressors are −1 simply the dependent and independent variables multiplied by ωt , and the variance of the error term is clearly Copyright c 1999, Russell Davidson and James ... Davidson and James G MacKinnon 7.6 Autoregressive and Moving Average Processes 269 unconditional expectation E(ut ) and the unconditional variance Var(ut ) exist and are independent of t, and if ... the columns of U −1X and U −1Z on UX and UZ jointly ¯ ¯ Save the resulting matrices of ﬁtted values and call them X and Z, respectively Copyright c 1999, Russell Davidson and James G MacKinnon...

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Econometric theory and methods, Russell Davidson - Chapter 8 pot

Danh mục: Tài chính doanh nghiệp

... respectively, in the demand and supply functions, βd and βs are corresponding vectors of parameters, γd and γs are scalar parameters, and ud and us are the error terms in the demand and t t supply functions ... Nelson (1998), Angrist, Imbens, and Krueger (1999), Blomquist and Dahlberg (1999), Donald and Newey (2001), Hahn and Hausman (2002), Kleibergen (2002), and Stock, Wright, and Yogo (2002) There remain ... Economic theory predicts that, in most cases, γd < and γs > 0, which is equivalent to saying that the demand curve slopes downward and the supply curve slopes upward Equations (8.06) and (8.07)...

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Econometric theory and methods, Russell Davidson - Chapter 9 potx

Danh mục: Tài chính doanh nghiệp

... to have coined the name, and Pakes and Pollard (1989) Other important early papers include Lee and Ingram (1991), Keane (1994), McFadden and Ruud (1994), and Gallant and Tauchen (1996) An interesting ... early application of the method is Duﬃe and Singleton (1993) Useful references include Hajivassiliou and Ruud (1994), Gouri´roux e and Monfort (1996), and van Dijk, Monfort, and Brown (1995), which ... the asymptotic theory of GMM estimation, see Newey and McFadden (1994) Copyright c 1999, Russell Davidson and James G MacKinnon 9.6 The Method of Simulated Moments 381 9.6 The Method of Simulated...

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Econometric theory and methods, Russell Davidson - Chapter 10 pps

Danh mục: Tài chính doanh nghiệp

... 394 The Method of Maximum Likelihood probability density function, or PDF, of a scalar random variable and of the joint density function, or joint PDF, of a set of random variables If ... asymptotic properties and makes it easy to calculate standard errors and test statistics.2 Regression Models with Normal Errors It is interesting to see what happens when we apply the method of maximum ... estimators; see Donald and Paarsch (1993, 1996) However, because these estimators violate standard regularity conditions, such as those given in Theorems 8.2 and 8.3 of Davidson and MacKinnon (1993),...

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Econometric theory and methods, Russell Davidson - Chapter 11 ppt

Danh mục: Tài chính doanh nghiệp

... simulation-based methods, including the method of simulated moments, which was discussed in Section 9.6 See Hajivassiliou and Ruud (1994) and Gouri´roux and Monfort (1996) for discussions e of some of the methods ... 100 assuming that β1 = and β2 = 1, 100 assuming that β1 = −1 and β2 = 1, 100 assuming that β1 = and β1 = 2, 100 assuming that β1 = and β1 = −2, and 100 assuming that β1 = and β2 = For each of the ... forms, by Engle (1984) and Davidson and MacKinnon (1984b) Copyright c 1999, Russell Davidson and James G MacKinnon 454 Discrete and Limited Dependent Variables where s is the standard error of the...

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Econometric theory and methods, Russell Davidson - Chapter 12 pptx

Danh mục: Tài chính doanh nghiệp

... logarithms, Xtd and Xts are row vectors of exogenous or predetermined variables, βd and βs are the corresponding vectors of parameters, and γd and γs are the slopes of the demand and supply functions, ... literature on demand systems is vast; see, among many others, Christensen, Jorgenson, and Lau (1975), Barten (1977), Deaton and Muellbauer (1980), Pollak and Wales (1981, 1987), Browning and Meghir ... equations (12.08) for an arbitrary p × q matrix A and an arbitrary r × s matrix B Prove the second result for A and B as above, and for C and D arbitrary q ×t and s×u matrices, respectively Prove the...

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Econometric theory and methods, Russell Davidson - Chapter 13 potx

Danh mục: Tài chính doanh nghiệp

... by Hendry and Anderson (1977) and Davidson, Hendry, Srba, and Yeo (1978) See Banerjee, Dolado, Galbraith, and Hendry (1993) for a detailed treatment Copyright c 1999, Russell Davidson and James ... only Not all software packages provide reliable estimates and standard errors; see McCullough and Renfro (1999) and Brooks, Burke, and Persand (2001) Therefore, we strongly recommend estimating ... Bollerslev and Wooldridge (1992) These and other possible variants are discussed and compared by Fiorentini, Calzolari, and Panattoni (1996).5 Simulating ARCH and GARCH Models ARCH and GARCH models...

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Econometric theory and methods, Russell Davidson - Chapter 14 pot

Danh mục: Tài chính doanh nghiệp

... Davidson and James G MacKinnon 14.2 Random Walks and Unit Roots 597 This model is often called a random walk with drift, and the constant term is called a drift parameter To understand this terminology, ... commodities in diﬀerent countries, disposable income and consumption, government spending and tax revenues, wages and prices, and the money supply and the price level Although deterministic relationships ... yt−1,2 + ut2 , ut1 ut2 ∼ IID(0, Ω) (14.36) Let zt and ut be vectors, the former with elements yt1 and yt2 and the latter with elements ut1 and ut2 , and let Φ be the × matrix with ij th element φij...

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