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19,640
Testing for Common Trends
- Journal of the American Statistical Association
, 1988
"... Cointegrated multiple time series share at least one common trend. Two tests are developed for the number of common stochastic trends (i.e., for the order of cointegration) in a multiple time series with and without drift. Both tests involve the roots of the ordinary least squares coefficient matrix ..."
Abstract
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Cited by 464 (7 self)
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Cointegrated multiple time series share at least one common trend. Two tests are developed for the number of common stochastic trends (i.e., for the order of cointegration) in a multiple time series with and without drift. Both tests involve the roots of the ordinary least squares coefficient
Ontologies are us: A unified model of social networks and semantics
- In International Semantic Web Conference
, 2005
"... Abstract. On the Semantic Web ontologies are most commonly treated as artifacts created by knowledge engineers for a particular community. The task of the engineers is to forge a common understanding within the community and to formalize the agreements, prerequisites of reusing domain knowledge in i ..."
Abstract
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Cited by 466 (3 self)
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Abstract. On the Semantic Web ontologies are most commonly treated as artifacts created by knowledge engineers for a particular community. The task of the engineers is to forge a common understanding within the community and to formalize the agreements, prerequisites of reusing domain knowledge
Formalising trust as a computational concept
, 1994
"... Trust is a judgement of unquestionable utility — as humans we use it every day of our lives. However, trust has suffered from an imperfect understanding, a plethora of definitions, and informal use in the literature and in everyday life. It is common to say “I trust you, ” but what does that mean? T ..."
Abstract
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Cited by 529 (6 self)
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Trust is a judgement of unquestionable utility — as humans we use it every day of our lives. However, trust has suffered from an imperfect understanding, a plethora of definitions, and informal use in the literature and in everyday life. It is common to say “I trust you, ” but what does that mean
A theory of social comparison processes,”
- Human Relations,
, 1954
"... In this paper we shall present a further development of a previously published theory concerning opinion influence processes in social groups (7). This further development has enabled us to extend the theory to deal with other areas, in addition to opinion formation, in which social comparison is i ..."
Abstract
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Cited by 1318 (0 self)
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In this paper we shall present a further development of a previously published theory concerning opinion influence processes in social groups (7). This further development has enabled us to extend the theory to deal with other areas, in addition to opinion formation, in which social comparison
Common Persistence in Conditional Variances
- ECONOMETRIC REVIEWS
, 1993
"... Since the introduction of the autoregressive conditional heteroskedastic (ARCH) model in Engle (1982), numerous applications of this modeling strategy have already appeared. A common finding in many of these studies with high frequency financial or monetary data concerns the presence of an approxima ..."
Abstract
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Cited by 347 (20 self)
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Since the introduction of the autoregressive conditional heteroskedastic (ARCH) model in Engle (1982), numerous applications of this modeling strategy have already appeared. A common finding in many of these studies with high frequency financial or monetary data concerns the presence
When choice is demotivating: can one desire too much of a good thing
- Journal of Personality and Social Psychology
, 2000
"... Current psychological theory and research affirm the positive affective and motivational consequences of having personal choice. These findings have led to the popular notion that the more choice, the better--that the human ability omanage, and the human desire for, choice isunlimited. Findings from ..."
Abstract
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Cited by 438 (12 self)
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of options had been limited. Implications for future research are discussed. Ne quid nimis. (In all things moderation.)--Publius Terentius Afer (Terence), c. 171 B.C. It is a common supposition in modern society that the more choices, the better--that the human ability to manage, and the human desire for
The Determinants of Credit Spread Changes.
- Journal of Finance
, 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract
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Cited by 422 (2 self)
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are highly crosscorrelated, and principal components analysis implies they are mostly driven by a single common factor. Although we consider several macro-economic and financial variables as candidate proxies, we cannot explain this common systematic component. Our results suggest that monthly credit spread
How to make a decision: the analytic hierarchy process
- European Journal of Operational Research
, 1990
"... Policy makers at all levels of decision making in organizations use multiple criteria to analyze their complex problems. Multicriteria thinking is used formally to facilitate their decision making. Through trade-offs it clarifies the advantages and disadvantages of policy options under circumstances ..."
Abstract
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Cited by 411 (0 self)
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circumstances of risk and uncertainty. It is also a tool vital to forming corporate strategies needed for effective competition. Nearly all of us, in one way or another, have been brought up to believe that clearheaded logical thinking is our only sure way to face and solve problems. We also believe that our
The Node Distribution of the Random Waypoint Mobility Model for Wireless Ad Hoc Networks
, 2003
"... The random waypoint model is a commonly used mobility model in the simulation of ad hoc networks. It is known that the spatial distribution of network nodes moving according to this model is, in general, nonuniform. However, a closed-form expression of this distribution and an in-depth investigation ..."
Abstract
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Cited by 377 (10 self)
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The random waypoint model is a commonly used mobility model in the simulation of ad hoc networks. It is known that the spatial distribution of network nodes moving according to this model is, in general, nonuniform. However, a closed-form expression of this distribution and an in
Deciphering the liquidity and credit crunch 2007-2008
- Journal of Economic Perspectives
, 2009
"... T he financial market turmoil in 2007 and 2008 has led to the most severefinancial crisis since the Great Depression and threatens to have largerepercussions on the real economy. The bursting of the housing bubble forced banks to write down several hundred billion dollars in bad loans caused by mort ..."
Abstract
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Cited by 375 (5 self)
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by mortgage delinquencies. At the same time, the stock market capitalization of the major banks declined by more than twice as much. While the overall mortgage losses are large on an absolute scale, they are still relatively modest compared to the $8 trillion of U.S. stock market wealth lost between October
Results 1 - 10
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19,640
