• 한국시스템다이내믹스연구
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• 제8권2호
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• pp.25-49
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• 2007

An important assumption of the classical linear regression model is that the disturbances appearing in the population regression function are homoskedastic; that is, they all have the same variance. If we persist in using the usual testing procedures despite heteroskedasticity, what ever conclusions we draw or inferences we make be very misleading. The contribution of this paper will be to the concrete procedure of the proper estimation when the heteroskedasticity does exist in the data, because the quality of dependent variable predictions, i.e., the estimated variance of the dependent variable, can be improved by giving consideration to the issues of regional homogeneity and/or heteroskedasticity across the research area. With respect to estimation, specific attention should be paid to the selection of the appropriate strategy in terms of the auxiliary regression model. The paper shows that by testing for heteroskedasticity, and by using robust methods in the presence of with and without heteroskedasticity, more efficient statistical inferences are provided.

• 경영과학
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• 제33권4호
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• pp.51-64
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• 2016

The maximum weight of single stock in mutual fund is limited by regulations to enforce diversification. Under incomplete information with added constraints on portfolio weights, enhanced performance had been reported in previous researches. We analyze a weight vector to examine the effects of additional constraints on the portfolio's performance by computing the Euclidean distance from the in-sample tangency portfolio, as opposed to previous researches which analyzed ex-post return only. Empirical experiment was performed on Mean-variance and Minimum-variance model with Fama French's 30 industry portfolio and 10 industry portfolio for the last 1,000 months from August 1932 to November 2015. We find that diversification-constrained portfolios have 7% to 26% smaller Euclidean distances with the benchmark portfolio compared to those of unconstrained portfolios and 3% to 11% greater Sharpe Ratio.

• 경영과정보연구
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• 제27권
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• pp.131-147
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• 2008

The study examines common component existing in five Asian countries from 1991 to 2007. To do this, the daily stock market indices of Korea, Malaysia, Thailand, Indonesia, and the Philippines were used. Using a Vector Autoregressive Model this paper analyzes causal relations and dynamic interactions between five Asian stock markets. The findings in this study indicate that level of five Asian stock markets' stock return linkages are low. First, from the statistics for pair-wise Granger causality tests, I find Granger-causal relationship between Korea and Indonesia and between Malaysia and and Indonesia. Second, from the results of response function and the statistics of variance decomposition, I find that week shocks to Korean stock market return on Malaysia, Indonesia, Thailand, and the Philippines stock market returns. The results indicate increased Asian stock market linkages but the level is very low. This implies that the benefits of diversification within the five Asian stock markets are still existed.

• 무역학회지
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• 제46권5호
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• pp.115-130
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• 2021

The main purpose of this study is to analyze the causal relationship between import-export goods and transportation modes. To this end, five major commodity groups were selected from 2010 to 2018 such as Machinery and transport equipment (SITC 7), manufactured goods classified chiefly by material (SITC 6), chemicals and related products, n.e.s. (SITC 5), mineral, fuels, lubricants, and related materials (SITC 3), and miscellaneous manufactured articles (SITC 8). And using the panel VECM, the difference between transportation modes such as ports and airports was compared and analyzed through panel granger causality, Impulse response function, Forecasting error variance decomposition. As a result, it is confirmed that the causal relationship between major product groups and transportation modes showed different causal relationships depending on the characteristics of port and air transportation.

• 보건행정학회지
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• 제11권1호
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• pp.62-86
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• 2001

This study purports to Investigate the determinant of job satisfaction and the organizational commitment of medical insurance review nurses working at Korean hospitals. The independent variables contain three groups of determinants: organizational characteristics variables(job autonomy, work unit control, role variety, role ambiguity, role conflict, workload, resource inadequacy, coworker support, supervisor support, distributive justice, promotional chances, job security, and job hazard), environmental variables(job opportunity, spouse support, and parent support), and psychological variables (met expectation, work involvement, positive affectivity, and negative affectivity). The sample used in this study consisted of 445 medical insurance review nurses from 89 hospitals nationwide. Data were collected with self-administered questionnaires and analyzed using multiple regression analysis. The results of the study are as follows : 1) the following variables, listed in order of size, have significant effects on job satisfaction : role ambiguity(－), distributive justice(＋), work involvement(＋), role variety(＋), met expectation(＋), negative affectivity(－), job autonomy(＋), and positive affectivity(＋). 2) the following variables, listed in order of size, have significant effects on organizational commitment: met expectation(＋), work involvement(.＋), distributive justice(＋), job security(＋), role variety(＋), positive affectivity(＋), negative affectivity(－), resource inadequacy(＋), and tenure(－). 3) the variance of job satisfaction and organizational commitment explained by the variables used in the study are 30.0% and 39.1% respectively. 4) In comparison to the results of other studies on the determinants of job satisfaction and organizational commitment of clinical nursing staff working at hospitals, the results of this study indicate that three variables of distributive justice, work involvement, and role variety are especially important for improving the level of job satisfaction and organizational commitment of medical insurance review nurses.

• 복식문화연구
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• 제1권2호
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• pp.131-144
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• 1993

Even though it has been to research on the variance of clothing pressure and on its effect of human body, it has not been available to evaluate the clothing pressure as an objective standard ta for the determination of an extra quantity of bodice' basic pattern. In this paper the basic pattern(the close adherence original shape) is determined by a drawing of plane figure after detaching an unweaving clothing from the inside of the gypsum, and the extra quantity is figured by a extension quantity when is formatted with 0.5, 1.0, 1.5 cm extra quantity longitudinal-cross section figures. With our experimental method, review the variance of clothing pressure according to difference of the extra quantity which was figured with subjects wearing experimental clothing including the extra quantity. The difference of the extra quantity was able to calculate with data form the subjects when anatomical position and five movements, then compare with subjects wearing non-extra quantity experimental clothing. The results of experiment as the follows : 1. There is only few body portions with the significant variance according to the increasing of he extra quantity at he body portion and the sleeve portion. 2. The clothing pressure of the sleeve portion was higher than the clothing pressure of the body portion. The difference of clothing pressure according to the variance of the extra quantity at the sleeve portion is more significant than the body portion. 3. Consider several important pressure points which wil be the No. 1 at the front of body portion. No. 17, 18 at the back of body portion and No. 21 at the sleeve portion. 4. It is important to have plane figure of gypsum when format an basis pattern.

• 대한물리치료과학회지
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• 제3권4호
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• pp.215-228
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• 1996

Pain is a protective mechanism for the body in that it occurs when tissues are damaged. Patients who need physical therapy intervention has various pain. Thus, pain is one of aim for physical therpay. The purposes of this review are to give information and basic data for pain control which is related physical therapy. We discuss about pain pathways, pain theory, type of pain, variance which is affected pain, assessment tools, and managing pain.

• 대한음성학회지:말소리
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• 제47호
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• pp.141-151
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• 2003

The speech intelligibility of congenitally deafened children shows the change after cochlear implantation. The predicting factors of change in speech intelligibility are the age of implantation, the duration of implant use, and communication mode etc.. Among these factors, the age of implantation seems to be one of the most important predictors. But those factors including age of implantation can explain only some parts of the variance. Therefore, the further study to find the factors which affect the speech intelligibility should be done.

• 무역학회지
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• 제43권1호
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• pp.131-152
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• 2018

본 연구는 중국의 각 지역별 시장에 대한 옴니채널시장 잠재력을 분석·평가함으로써 한국 물류기업 및 소매유통기업의 협력진출을 위한 전략수립에 대한 시사점을 제시하는데 목적이 있다. 중국의 전자상거래, 소매판매, 특송서비스에 영향을 미치는 변수를 문헌연구를 토대로 추출하여 회귀분석 및 분산분해 분석을 실시하였다. 즉, 중국 31개 지역의 각 지역별 통계자료를 활용하여 각 지역별 전자상거래 및 소비재 소매판매액에 영향을 미치는 변수를 분석하였다. 또한 중국의 특송서비스 판매량, 물류GDP, 휴대폰 사용자 수의 상호 반응 정도를 추정하기 위해 분산분해 분석을 실시하였다. 연구결과를 토대로 지역별 순위를 선정하여 중국 옴니채널시장의 잠재력을 평가하였다. 또한 이를 바탕으로 소매기업과 물류기업의 중국 옴니채널 시장 진출방안에 대한 시사점을 제공하였다.

• 보건행정학회지
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• 제14권1호
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• pp.121-147
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• 2004

Since the pilot program for a DRG-based prospective payment system was introduced in 1997, the performance of KDRGs has been one of hotly debated issues. The objectives of this study are to refine the classification algorithm of the KDRGs and to assess the improvement achieved by the refinement. The U.S. Medicare DRGs version 17.0 and the Australian Refined DRGs version 4.1 were reviewed to identify areas of possible impro-vement. Refined changes in the classification and result of date analyses were submitted to a panel of 48 physicians for their reviews and suggestions. The refinement was evaluated by the variance reduction in resource utilization achieved by the KDRG The database of 2,182,168 claims submitted to the Health Insurance Review Agency during 2002 was used for evaluation. As the result of the refinement, three new MDCs were introduced and the number of ADEGs increased from 332 to 674. Various age splits and two to four levels of severity classification for secondary diagnoses were introduced as well. A total of 1,817 groups were defined in the refined KDRGs. The variance reduction for charges of all patients increased from 48.2％ to 53.6％ by the refinement, and from 65.6％ to 73.1％ for non-outlier patients. The r-square for length of stays of all patients was increased from 28.3％ to 32.6％, and from 40.4％ to 44.9％ for non-outlier patients. These results indicated a significant improvement in the classification accuracy of the KDRG system.