Results 1  10
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732,644
Dynamic Conditional Correlation: A simple class of multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.
 Journal of Business & Economic Statistics
, 2002
"... Abstract Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models ..."
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Cited by 711 (17 self)
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Abstract Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models
CROSSED PRODUCTS BY A COALGEBRA
, 1996
"... We introduce the notion of a crossed product of an algebra by a coalgebra C, which generalises the notion of a crossed product by a bialgebra wellstudied in the theory of Hopf algebras. The result of such a crossed product is an algebra which is also a right Ccomodule. We find the necessary and s ..."
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Cited by 12 (0 self)
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We introduce the notion of a crossed product of an algebra by a coalgebra C, which generalises the notion of a crossed product by a bialgebra wellstudied in the theory of Hopf algebras. The result of such a crossed product is an algebra which is also a right Ccomodule. We find the necessary
Monopolistic competition and optimum product diversity. The American Economic Review,
, 1977
"... The basic issue concerning production in welfare economics is whether a market solution will yield the socially optimum kinds and quantities of commodities. It is well known that problems can arise for three broad reasons: distributive justice; external effects; and scale economies. This paper is c ..."
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Cited by 1911 (5 self)
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The basic issue concerning production in welfare economics is whether a market solution will yield the socially optimum kinds and quantities of commodities. It is well known that problems can arise for three broad reasons: distributive justice; external effects; and scale economies. This paper
A model for technical inefficiency effects in a stochastic frontier production function for panel data
 Empirical Economics
, 1995
"... Abstract: A stochastic frontier production function is defined for panel data on firms, in which the nonnegative technical inetGciency effects are assumed to be a function of firmspecific variables and time. The inefficiency effects are assumed to be independently distributed as truncations of nor ..."
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Cited by 555 (4 self)
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Abstract: A stochastic frontier production function is defined for panel data on firms, in which the nonnegative technical inetGciency effects are assumed to be a function of firmspecific variables and time. The inefficiency effects are assumed to be independently distributed as truncations
Hereditary crossed products
 Trans. Amer. Math. Soc
"... Abstract. We characterize when a crossed product order over a maximal order in a central simple algebra by a nite group is hereditary. We need only concentrate on the cases when the group acts as inner automorphisms and when the group acts as outer automorphisms. When the group acts as inner automor ..."
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Cited by 1 (1 self)
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Abstract. We characterize when a crossed product order over a maximal order in a central simple algebra by a nite group is hereditary. We need only concentrate on the cases when the group acts as inner automorphisms and when the group acts as outer automorphisms. When the group acts as inner
Crossed products by minimal homeomorphisms
"... Abstract. Let X be an infinite compact metric space with finite covering dimension and let h: X → X be a minimal homeomorphism. We show that the associated crossed product C*algebra A = C ∗ (Z, X, h) has tracial rank zero whenever the image of K0(A) in Aff(T(A)) is dense. As a consequence, we show ..."
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Cited by 21 (3 self)
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Abstract. Let X be an infinite compact metric space with finite covering dimension and let h: X → X be a minimal homeomorphism. We show that the associated crossed product C*algebra A = C ∗ (Z, X, h) has tracial rank zero whenever the image of K0(A) in Aff(T(A)) is dense. As a consequence, we show
A new mathematical model for relative quantification in realtime RTPCR. Nucleic Acids Res
"... Use of the realtime polymerase chain reaction (PCR) to amplify cDNA products reverse transcribed from mRNA is on the way to becoming a routine tool in molecular biology to study low abundance gene expression. Realtime PCR is easy to perform, provides the necessary accuracy and produces reliable as ..."
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Cited by 1088 (4 self)
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Use of the realtime polymerase chain reaction (PCR) to amplify cDNA products reverse transcribed from mRNA is on the way to becoming a routine tool in molecular biology to study low abundance gene expression. Realtime PCR is easy to perform, provides the necessary accuracy and produces reliable
Income and Wealth Heterogeneity in the Macroeconomy,
 Journal of Political Economy
, 1998
"... How do movements in the distribution of income and wealth affect the macroeconomy? We analyze this question using a calibrated version of the stochastic growth model with partially uninsurable idiosyncratic risk and movements in aggregate productivity. Our main finding is that, in the stationary st ..."
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Cited by 678 (11 self)
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How do movements in the distribution of income and wealth affect the macroeconomy? We analyze this question using a calibrated version of the stochastic growth model with partially uninsurable idiosyncratic risk and movements in aggregate productivity. Our main finding is that, in the stationary
TAKAI DUALITY FOR CROSSED PRODUCTS BY
, 709
"... Abstract. We discuss the crossed product by the dual action δ of the circle on the crossed product A ⋊ X of a C ∗algebra A by a Hilbert C ∗bimodule X. When X is an A −A Morita equivalence bimodule, the double crossed product A ⋊ X ⋊δ S 1 is shown to be Morita equivalent to the C ∗algebra A. 1. ..."
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Abstract. We discuss the crossed product by the dual action δ of the circle on the crossed product A ⋊ X of a C ∗algebra A by a Hilbert C ∗bimodule X. When X is an A −A Morita equivalence bimodule, the double crossed product A ⋊ X ⋊δ S 1 is shown to be Morita equivalent to the C ∗algebra A. 1.
Results 1  10
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732,644