Results 121 to 130 of about 869 (166)

Constitutively active Arabidopsis cryptochrome 2 alleles identified using yeast selection and deep mutational scanning. [PDF]

J Biol Chem
Taslimi A, Jeibmann A, Goett-Zink L, Kottke T, Tucker CL.   +4 more
europepmc   +1 more source

Exploring the anticancer potential of R. tridentata extracts: a cytotoxicity study against human prostate cancer cell lines (LNCaP and DU145). [PDF]

Med Oncol
Kudamba A, Bbosa GS, Lugaajju A, Wabinga H, Niyonzima N, Ocan M, Damani AM, Kafeero HM, Ssenku JE, Okurut SA, Lubowa M, Walusansa A, Sivasundaram SS, Shampath S, Muwonge H.   +14 more
europepmc   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Statiska femfaktorpersonlighets-modeller—Svar till Engvik

Nordisk Psykologi, 1998
Engvik (1998) has challenged our critique of (1) the ungrounded and excessive reliance on item-transparent, self-report personality measures (Q-data), and of (2) the naive appeal of five-factor models (FFM), in which personality is conceived as a set of static traits not influenced by social experience.
Gregory J. Boyle, Jakob Smári
openaire   +1 more source

Теоретические Аспекты Моделирования SVAR (Theoretical Foundations of SVAR Modeling)

SSRN Electronic Journal, 2015
Russian Abstract: В данной работе приводится обзор методов анализа структурных VAR моделей. Обсуждаются основные свойства SVAR моделей, оцениваемых параметров, а также различные методы идентификации шоков и прицнипы построения доверительных интервалов для импульсных откликов.
Anton Skrobotov, Marina Turuntseva
openaire   +1 more source

VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS

Econometric Theory, 2021
A popular validation procedure for Dynamic Stochastic General Equilibrium (DSGE) models consists in comparing the structural shocks and impulse-response functions obtained by estimation-calibration of the DSGE with those obtained in an Structural Vector Autoregressions (SVAR) identified by means of some of the DSGE restrictions.
openaire   +1 more source

SVAR model of the Indonesian economy

2023
Submission note: A thesis submitted in total fulfilment of the requirements for the degree of Doctor of Philosophy to the Department of Economics and Finance, School of Business, La Trobe University, Bundoora.This thesis consists of six related chapters on the application of Structural Vector Autoregression (SVAR) model to the Indonesian economy ...
openaire   +1 more source

A SVAR model of the Thai economy

2023
Submission note: A thesis submitted in total fulfilment of the requirements for the degree of Doctor of Philosophy to the Department of Economics and Finance, La Trobe Business School, La Trobe University, Bundoora.This thesis comprises five related chapters on application of structured vector autoregression (structured VAR) model for the Thai economy.
openaire   +1 more source

Robust Inference for Non-Gaussian SVAR models

2022
All parameters in structural vector autoregressive (SVAR) models are locally identified when the structural shocks are independent and follow non-Gaussian distributions. Unfortunately, standard inference methods that exploit such features of the data for identification fail to yield correct coverage for structural functions of the model parameters when
Hoesch, Lukas, Lee, Adam, Mesters, Geert
openaire   +2 more sources

Introducing VAR and SVAR predictions in system dynamics models

International Journal of Simulation and Process Modelling, 2008
Vector Autoregressive (VAR) and Structural Vector Autoregressive (SVAR) models may be described as those models that explain, at least partially, the values of a set of variables, based on the past values of this set of variables. During recent decades, these models have increased their importance in the field of economic analysis.
Pablo Alvarez De Toledo, Adolfo Crespo Marquez, Fernando Nunez, Carlos Usabiaga   +3 more
openaire   +1 more source

An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models [PDF]

, 2001
This paper aims to provide a non-technical introduction into the SVAR methodology. Particular emphasize is put on the approach to identification in SVAR models, which is compared to identification in simultaneous equation models. It is shown that SVAR models are useful tools to analyze the dynamics of a model by subjecting it to an unexpected shock ...
openaire   +1 more source