994 resultados para Modèles de prédiction


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Recueil de dessins à la plume, modèles d'écriture, d'architecture ; Oraison dominicale et alphabets en plusieurs langues ; dessins de l'église cathédrale et de Saint-Rémy de Reims, de Notre-Dame de Paris, et autres monuments parisiens ; dessins d'instruments géographiques et astronomiques, d'instruments de musique, etc. ; — (fol. 193) « Ensuivent plusieurs portraicts tracés en escriture. »

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Recueil de dessins à la plume, modèles d'écriture, d'architecture ; Oraison dominicale et alphabets en plusieurs langues ; dessins de l'église cathédrale et de Saint-Rémy de Reims, de Notre-Dame de Paris, et autres monuments parisiens ; dessins d'instruments géographiques et astronomiques, d'instruments de musique, etc. ; — (fol. 193) « Ensuivent plusieurs portraicts tracés en escriture. »

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Par Zhong Zhen li, surnom Zhi an, de Pu tao ; avertissement par Cai Guang hua, surnom Ling an, de Nan cheng. Publié en 1820.

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Contient : I江湖輯要Jiang hu ji yao.Recueil épistolaire ; II分韻撮要字彚Fen yun cuo yao zi hui.Lexique par ordre de finales

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Sur les divisions d'une pièce de wen zhang, avec exemples (thèmes des Quatre Livres). Par Xu Xuan Jing xian, de Tang ; préface de l'auteur (1750). Réédition de la salle Zhi yi (1835).4 livres.

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Contient : 1° « De Consolacion », par « BOECE », traduction en vers ; 2° Extrait du Dialogue de « Sydrac » et du « roy Bottus,....IX.C. LX » ; 3° Prédiction pour l'année 1486

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Ouvrage rangé par ordre méthodique ; divisé en deux séries de textes qui occupent l'une la moitié supérieure, l'autre la moitié inférieure des pages ; modèles de suppliques, calcul, lutte, tir à l'arc, cuisine, médecine : texte avec figures.Livres 24 et 20.

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Contient : 1° Traités sur diverses questions d'art héraldique et d'ordonnance militaire ; 2° Mélanges historiques et héraldiques ; 3° « Les Serimonies et ordonnances qui se appartiennent à gaige de bataille fait par querelle, selon les constitucions faictes par le roy PHELIPPE DE FRANCE » (PHILIPPE LE BEL) ; 4° Mélanges historiques et héraldiques, contenant des cérémonies, deffiances, convocations, suppliques, modèles de lettres, etc

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Contient : 1° « Reglement sur les finances » ; 2° « Traité du revenu et despence des finances », par « M. HOB » ; 3° « Advis à M. le m[arquis] d['Effiat] sur le fait des finances » ; 4° « A messieurs les principaux ministres de l'Estat » ; 5° « Advis à M. le m[arquis] d'Effiat, sur le fait des finances » ; 6° « Ruses d'aucuns receveurs particuliers pour desrober les pauvres collecteurs », par « M. DHILLERIN » ; 7° « Le Nombre des feuz de fouage au grand, estans es eveschez de Bretaigne », suivi de diverses lettres patentes au sujet de ces fouages ; 8° Modèles d'ordonnances

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Manuel encyclopédique pour l'éducation.Composé par Chen Bin gong et annoté par Wang Bai gu ; explications de Li Zhuo wu († 1610). Ouvrage gravé par Wu Qi xiang (1628) ; comprenant : vie de Confucius, — en haut des pages, abrégé historique, en bas, vocabulaire méthodique, — renseignements divers, modèles de lettres, etc.2 + 32 + 6 feuillets.

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Manuel encyclopédique.Édité par l'historiographe Zhang ; comprenant : carte céleste, carte de la Chine, résumé historique avec portraits, caractères anciens, vie de Confucius, arithmétique, Bai jia xing, vocabulaire, modèles de lettres, etc. ; tantôt le texte se suit du haut en bas de la page, tantôt la page est divisée horizontalement entre deux textes ; pagination multiple.

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Latent variable models in finance originate both from asset pricing theory and time series analysis. These two strands of literature appeal to two different concepts of latent structures, which are both useful to reduce the dimension of a statistical model specified for a multivariate time series of asset prices. In the CAPM or APT beta pricing models, the dimension reduction is cross-sectional in nature, while in time-series state-space models, dimension is reduced longitudinally by assuming conditional independence between consecutive returns, given a small number of state variables. In this paper, we use the concept of Stochastic Discount Factor (SDF) or pricing kernel as a unifying principle to integrate these two concepts of latent variables. Beta pricing relations amount to characterize the factors as a basis of a vectorial space for the SDF. The coefficients of the SDF with respect to the factors are specified as deterministic functions of some state variables which summarize their dynamics. In beta pricing models, it is often said that only the factorial risk is compensated since the remaining idiosyncratic risk is diversifiable. Implicitly, this argument can be interpreted as a conditional cross-sectional factor structure, that is, a conditional independence between contemporaneous returns of a large number of assets, given a small number of factors, like in standard Factor Analysis. We provide this unifying analysis in the context of conditional equilibrium beta pricing as well as asset pricing with stochastic volatility, stochastic interest rates and other state variables. We address the general issue of econometric specifications of dynamic asset pricing models, which cover the modern literature on conditionally heteroskedastic factor models as well as equilibrium-based asset pricing models with an intertemporal specification of preferences and market fundamentals. We interpret various instantaneous causality relationships between state variables and market fundamentals as leverage effects and discuss their central role relative to the validity of standard CAPM-like stock pricing and preference-free option pricing.

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This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

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Modern business cycle theory involves developing models that explain stylized facts. For this strategy to be successful, these facts should be well established. In this paper, we focus on the stylized facts of international business cycles. We use the generalized method of moments and quarterly data from nineteen industrialized countries to estimate pairwise cross-country and within-country correlations of macroeconomic aggregates. We calculate standard errors of the statistics for our unique panel of data and test hypotheses about the relative sizes of these correlations. We find a lower cross-country correlation of all aggregates and especially of consumption than in previous studies. The cross-country correlations of consumption, output and Solow residuals are not significantly different from one another over the whole sample, but there are significant differences in the post-1973 subsample.

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Multi-country models have not been very successful in replicating important features of the international transmission of business cycles. Standard models predict cross-country correlations of output and consumption which are respectively too low and too high. In this paper, we build a multi-country model of the business cycle with multiple sectors in order to analyze the role of sectoral shocks in the international transmission of the business cycle. We find that a model with multiple sectors generates a higher cross-country correlation of output than standard one-sector models, and a lower cross-country correlation of consumption. In addition, it predicts cross-country correlations of employment and investment that are closer to the data than the standard model. We also analyze the relative effects of multiple sectors, trade in intermediate goods, imperfect substitution between domestic and foreign goods, home preference, capital adjustment costs, and capital depreciation on the international transmission of the business cycle.