Results 21 to 30 of about 8,435 (211)

A conversation about Sophocles

open access: yesШаги, 2022
A review of: Sofokl. Tsar’ Edip [Sophocles. Oedipus Rex] (2021) (G. Starikovsky, Trans. and Intro., & N. Grintser, Notes). (Ser. ΣΚΗΝΗ). Agraf. 192 p. (In Russian).
S. A. Zavyalov
doaj   +1 more source

Facsimile of the Laurentian Manuscript of Sophocles

open access: yes, 1885
with an introduction by E.M.
Sophocles
core   +1 more source

Inference on the Attractor Space via Functional Approximation

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1)$$ I(1) $$ linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system ...
Massimo Franchi, Paolo Paruolo
wiley   +1 more source

Lear and the learned Theban

open access: yesLingue e Linguaggi, 2014
- The affinities between Shakespeare’s King Lear and Sophocles’ Oedipus the King, and in particular the pattern of allusion to eyes and to eyesight developed in both plays, is familiar critical terrain.
David Ian Clive Lucking
doaj   +1 more source

ANCIENT GREEKS AND SUICIDE IN THE TRAGEDIES: SOPHOCLES᾿ AJAX AND EURIPIDES᾿ HERACLES

open access: yesИстраживања, 2020
This paper analyzes attitudes towards suicide in ancient Greece as presented in Greek tragedies. Although suicide as a social phenomenon was a common motif in various ancient plays, the focus here will be on two tragedies, Sophocles᾿ Ajax and Euripides ...
GORDAN MARIČIĆ, ŽELJKA ŠAJIN
doaj   +1 more source

Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
wiley   +1 more source

The Electra of Sophocles (January 28, 1968) [PDF]

open access: yes, 1968
Program for The Electra of Sophocles (January 28, 1968).
Sophocles,
core  

Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Since the seminal contributions of Friedman and Schwartz and of Hendry and Ericsson, instability in money demand has remained a central issue in the literature. This study broadens and generalizes the first evidence for the United Kingdom of stable long‐ and short‐run broad money demand extending back to the nineteenth century. Using nonlinear
Álvaro Escribano   +2 more
wiley   +1 more source

Confidence Intervals for Price Discovery

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen   +2 more
wiley   +1 more source

The Antigone of Sophocles (May 2, 1952) [PDF]

open access: yes, 1952
Program for The Antigone of Sophocles (May 2, 1952).
Sophocles,
core  

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