• Journal of the Korean Data and Information Science Society
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• v.27 no.1
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• pp.111-120
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• 2016

In usual, the discontinuous variance function was estimated nonparametrically using a kernel type estimator with data sets split by an estimated location of the change point. Kang et al. (2000) proposed the Gasser-$M{\ddot{u}}ller$ type kernel estimator of the discontinuous regression function using the adjusted observations of response variable by the estimated jump size of the change point in $M{\ddot{u}}ller$ (1992). The adjusted observations might be a random sample coming from a continuous regression function. In this paper, we estimate the variance function using the Nadaraya-Watson kernel type estimator using the adjusted squared residuals by the estimated location of the change point in the discontinuous variance function like Kang et al. (2000) did. The rate of convergence of integrated squared error of the proposed variance estimator is derived and numerical work demonstrates the improved performance of the method over the exist one with simulated examples.

• Economic Analysis
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• v.26 no.3
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• pp.48-70
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• 2020

Using data from the Household Income and Expenditure Survey over the period 1994-2016, we estimate the coefficient of relative prudence in order to capture precautionary saving motive. To do this, we adopt a cohort approach, where we transform such microdata into sample cohort means. Together with initial income involving liquidity constraint, we estimate the relative prudence derived from the Euler equation. The two-stage least-squares (2SLS) between estimate of it obtained from the cohort panel data analysis is too small for the existence of precautionary saving motive, as in previous studies, while the 2SLS random effects estimate is so reasonable. Moreover, the liquidity-constrained cohorts tend to be more sensitive to uncertainty, relative to the unconstrained ones.

• The Journal of the Korea Contents Association
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• v.22 no.1
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• pp.571-580
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• 2022

This study was a descriptive research to investigate clinical violence experience, response to violence experience, resilience and academic burnout and to identify the factors affecting the academic burnout among nursing students. The participants were 318 nursing students. who were recruited from the 2 Department of Nursing in B Metropolitan and 2 Department of Nursing in Gyeongsangnam-do. The structured questionnaire was self-administered from November 1 to 30, 2019. Data were analyzed through the SPSS/WIN 24.0 program using descriptive statistics, Independent t-test와 one-way ANOVA, Scheffe test, Pearson's correlation coefficient, and stepwise multiple regression. According to the results of this study, Mean score for academic burnout in nursing student was 2.58 out of 4 point. The factors of satisfaction with clinical practice(β=-.393, p<.001), satisfaction with nursing major(β=-.188, p<.001), responses to violence experience(β=.176, p<.001), perceived health status(β=-.156, p<.001) attacker(β=.135, p=.002), resilience(β=-.118, p=.016)were impact on the academic burnout level of nursing students. The total explanatory power accounted for 45.9%. In conclusion, since clinical practice satisfaction and major satisfaction are the factors that have the greatest influence on academic burnout, it is necessary to develop various educational strategies and a student counseling program to reduce negative reactions after experiencing violence and improve resilience. In addition, a qualitative study on the clinical violence experience, response to violence experience and academic burnout of nursing students is needed.

• Proceedings of the Korean Society of Computer Information Conference
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• 2021.01a
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• pp.107-109
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• 2021

본 연구는 당뇨병 환자의 자기조절에 대한 주관적 유형과 특성을 분석하고자 시도되었으며, 당뇨병 환자의 주관성을 연구하는데 효과적인 Q방법론을 적용하였다. 대상자는 제2형 당뇨병을 진단받은 사람으로서 경구약이나 인슐린 주사로 치료받고 있으나 현재는 입원한 싱태가 아닌 사람 38명으로 구성하였으며, Q표본 40개의 진술문을 가장 부정(-4)에서 가장 긍정(+4) 범위의 9점 척도 상에 분류하도록 하였다. Q분류된 자료는 QUANL PC program을 이용하여 주요인분석(principal component factor analysis)과 배리맥스 회전(varimax rotation)을 통해 Q 요인분석이 행해졌다. 분석결과 당뇨병환자 자기조절에 대학여 제 1유형은 근거기반 순응형, 제2유형은 위기의식 자립거부형, 제3유형은 정보기반 관계지향형, 제4유형은 자기신뢰 실천형, 제5유형은 주관적 결핍 기반 반응 행동형으로 5가지 유형의 관점을 보여주었다. 따라서 당뇨병 환자 효율적 관리방법을 위해 당뇨병 환자의 질병 관리의 부정적 행위 성향을 이해하고, 당뇨지식 교육, 당뇨관리 정보 및 긍정적 심리를 통한 자기조절 프로그램을 개발 할 필요가 있다.

• Management & Information Systems Review
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• v.31 no.4
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• pp.287-307
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• 2012

We empirically examine the price discovery dynamics among the VKOSPI, the KOSPI200 spot, and the KOSPI200 futures markets. The analysis employs the vector-autoregression, Granger causality, impulse response function, and variance decomposition using both daily data from 2009. 04. 13 to 2011. 12. 30 and 1 minute data from the bull market, bear market, and the flat period. The main results are as follows; First, the lead lag relationships between KOSPI200 spot(futures) yield VKOSPI returns could not be found from the daily data analysis. But KOSPI200 spot(futures) have a predictive power for VKOSPI from 1 minute data. Especially KOSPI200 spot(futures) and VKOSPI show the bi-directional effects to each other during the return rising period Second, We chose the VAR(1) the model in daily data but adopt the VAR(3) model in the one minute data to determine the lead lag time. We know that there is predictability during the very short period Third, Spot returns and futures returns makes no difference in daily data results. According to the one minite data results, VKOSPI returns have a predictive power for KOSPI200 spot return, but have no predictive power for KOSPI200 futures return.

• The Korean Journal of Financial Management
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• v.21 no.1
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• pp.59-86
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• 2004

This study analyzed the effects of M&A announcement before and after the 1998 amendments of 'Securities and Exchange Act' through the event study. The M&A firms turned out to gain the abnormal returns during the entire periods. The cumulative average abnormal returns of M&A firms was 1.38%(market adjusted model) or 5.37%(industry-adjusted model) higher after the 1998 amendments than before. The differences of performance of M&A were significant also in case of the related M&A, vertical or horizontal M&A, M&A in booms. In regression analysis, the 1998 amendments of Act was the significant factor to explain the cumulative abnormal returns.

• 한국노년학
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• v.31 no.2
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• pp.381-400
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• 2011

The purpose of this study is to develop the scale on Selection, Optimization, Compensation(SOC) model as successful aging strategies of Korean Elderly. In first phase of the study, 64 pilot items were collected from researcher's indepth interviews with a purposive sample group of 24 elderly people(16 items) and original SOC scale(48 items). To analyze the factor structure and to verify the validity of the scale, 592 questionnaires collected from survey were divided randomly into 300 developmental samples and 292 validity samples. The items were examined exploratory with developmental samples and confirmatory factor analysis with developmental samples. Two factor analysis supported four factor structure of the SOC consisted of 20 items. Four factors are as follows: 'Elective Selection', 'Loss-Based Selection', 'Opimization', 'Compensation'. The cronbach's alpha estimate of the scale was .930. This scale of four factor model exhibited good fit, assessed by overall fit measure criteria(TLI=.939, CFI=.947, RMSEA=.058). The result of analysis by item response theory for SOC scale is satisfatory. Also, SOC scale was significantly related to the two successful aging scales for Korean elderly and life satisfation scale(SWLS). These results proved the validity of the scale.

• Korean Journal of Construction Engineering and Management
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• v.13 no.4
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• pp.60-68
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• 2012

The past IMF foreign exchange crisis and subprime financial crisis had a big influence on variability of macroeconomics, even if the origin of its occurrence might be different. This not only had a significant infrequence on the overall industries, but also produced many insolvent companies by being closely linked with a management environment of an individual construction company leading the construction industry. Actually, the level of default risk of construction companies before and after fluctuation of macroeconomics gets to experience a rapid changing process, and a difference in reaction against shock exists according to each company. Accordingly, the purpose of this paper is to confirm the fluctuation process of the default risk of construction companies under the fluctuation of macroeconomics such as the IMF financial crisis and the subprime mortgage crisis. As an analysis result, it is judged that the subprime financial crisis gave bigger shock to construction companies than the foreign exchange crisis, and it is expected that this would have a relation with the construction market before shock of macroeconomics. In addition, it was analyzed that when comparing insolvent companies with normal companies, the recovery speed of normal companies is faster. It is judged that this was affected by a difference of internal business capacity between insolvent companies and normal companies.

• Journal of Korean Society of Environmental Engineers
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• v.28 no.11
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• pp.1198-1206
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• 2006

We have carried out highway traffic noise prediction and measurement for 10 sites with representative road shapes and structures. A road traffic noise prediction model(NIER('99)) has been developed for environmental impact assessment in Korea. With the fitted regression analysis, the distribution ratio($R^2$) and Pearson correction coefficient(r) was 92.4% and 0.96 in $1^{st}$ floor, 38.7% and 0.66 in $3^{rd}$ floor, 42% and 0.65 in $5^{th}$ floor, 7.5% and 0.27 in $7^{th}$ floor, 28.4% and 0.53 in 10th floor, 35.6% and 0.60 in $13^{th}$ floor, 52.7% and 0.73 in $15^{th}$ floor, respectively. The measured values of the noise level except the 1st floor did not show a good agreement with the predicted noise level in the NIER('99) formula. Also, the NIER('99) formula demonstrated that the measured values weren't reasonably close to the predicted values, indicating the validity and adequacy of the predicted models with the fitted vs residual analysis in the 95% of confidence interval and 95% of predict interval. Using the equal variation on the basis of the residual vs fitted value, there was the significant difference for variation between $3^{rd}$ floor and $15^{th}$ floor except $1^{st}$ floor. The results suggested that the NIER('99) model obtained by the results according to the apartment floor must be improved and developed on the road traffic noise.

• Journal of Climate Change Research
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• v.5 no.2
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• pp.127-137
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• 2014

The main purpose of this study is to estimate tradial growth response and to predict the potential spatial distribution of major tree species(Pinus densiflora, Quercus mongolica, Quercus spp., Castanea crenata and Larix kaempferi) in South Korea, considering climate and topographic factors. To estimate radial growth response, $5^{th}$ National Forest Inventory data, Topographic Wetness Index (TWI) and climatic data such as temperature and precipitation were used. Also, to predict the potential spatial distribution of major tree species, RCP 8.5 Scenario was applied. By our analysis, it was found that the rising temperature would have negative impacts on radial growth of Pinus densiflora, Castanea crenata and Larix kaempferi, and positive impacts on that of Quercus mongolica, Quercus spp.. Incremental precipitation would have positive effects on radial growth of Pinus densiflora and Quercus mongolica. When radial growth response considered by RCP 8.5 scenario, it was found that the radial growth of Pinus densiflora, Castanea crenata and Larix kaempferi would be more vulnerable than that of Quercus mongolica and Quercus spp. to temperature. According to the climate change scenario, Quercus spp. including Quercus mongolica would be expected to have greater abundance than its present status in South Korea. The result of this study would be helpful for understanding the impact of climatic factors on tree growth and for predicting the distribution of major tree species by climate change in South Korea.