• Journal of Korea Technology Innovation Society
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• v.19 no.4
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• pp.687-710
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• 2016

This study aims to empirically estimate distributed lag effects of expenditure by type of R&D on scientific publication in the national R&D program. To analyze the lag structure between them, we used a dataset comprised of panel data from 104 technologies categorized by 6T (IT, BT, NT, ST, ET, CT) from 2007 to 2014, and employed multiple regression analysis based on the polynomial distributed lag model. This is because it is highly likely to emerge multicollinearity, if a distributed lag model without special restrictions is applied to multiple regression analysis. The main results are as follows. In the case of basic research, its lag effects are relatively evenly distributed during four years. On the other hand, the applied research and experimental development have distributed lag effects for three years and two years respectively. Therefore, when it comes to analyzing performance of scientific publication, it is necessary to be performed with characteristics of the time lag by type of R&D.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.8 no.11
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• pp.27-34
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• 1985

Recently the distributed lag models for time series data have been used in several quantitative analyses. But the analyses of time series which have the serial correlations in error terms and the lagged values of dependent variables violate the hypothesis of OLS method. This paper suggests that the approach technique of distributed lay model with serial correlation should be applied by the Bayesian inference to estimate the parameters. For the application of distributed lag model by Bayesian analysis, the data for monthly consumption expenditure per household by items of commodities from 1972 to 1981 are used in order to estimate the lagged coefficient of processed food and the regression coefficient of the food and beverage.

• Journal of Technology Innovation
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• v.22 no.1
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• pp.1-22
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• 2014

R&D investment also has a gestation period similar to other investments in economics. The gestation period originates from time lag effect of input and output. Thus it is necessary to consider time lag effects when analyzing the relationship between firms' R&D investment and R&D performance. The main objective of this research is to estimate the length of time lag effect of R&D investment. The Almon distribution lag model was applied to estimate the time lag effect. The firm level panel dataset was established from 2002 to 2009. The net value of R&D investment and the number of patent applications were used to measure R&D input and output, respectively. This method found the estimated time lag to be 1~2 years across all datasets. The same analyses were applied to chemical, metal, electronic, exact science, and machinery industries' data. And we found there were differences among sectors in regard to the time lag effect.

• Journal of Korea Society of Digital Industry and Information Management
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• v.8 no.2
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• pp.199-211
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• 2012

There have been studies to evaluate valuation of firms by using patents in various ways. Also, the theory that value of patents helps enterprise's growth is valid in economics. However, when evaluating the value of the company, through the patent evaluation has not been used. Because of previous studies researched relation between patents and firms only at certain points. To solve this problem, this study intends to analyze lag between patent and profitability of the firms. In this study, we classified top 100 software firms in the United States through PBR, PER and value of intangible assets by using cluster analysis. And we applied Almon's distributed lag model to each cluster to find out lag between patent and profitability of the firms. As a result, in the cluster of more valuable companies, patents have an effect on profitability of the firms at regular lags. This study indicates that the patents are an important indicator to assess companies.

• Coupled systems mechanics
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• v.10 no.2
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• pp.103-121
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• 2021

The present research deals with the investigation of the effect of hall current in an orthotropic magneto-thermoelastic medium with two temperature in the context of multi-phase-lag heat transfer due to thermomechanical sources. The bounding surface is subjected to linearly distributed and concentrated loads(mechanical and thermal source).Laplace and Fourier transform techniques are used to solve the problem. The expressions for displacement components,stress components and conductive temperature are derived in transformed domain and furtherin physical domain with the help of numerical inversion techniques. The effect ofrotation and hall parameter hasshown with the help of graphs.

• The Korean Journal of Applied Statistics
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• v.16 no.1
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• pp.87-100
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• 2003

Most of statistical data are generated by a set of dynamic, stochastic, and simultaneous relations. An important question is how to specify statistical models so that they are consistent with the dynamic feature of those data. A general hypothesis is that the lagged effect of a change in an explanatory variable is not felt all at once at a single point in time, but The impact is distributed over a number of future points in time. In other words, current control variables are determined by a function that can be reduced to a distributed lag function of past observations. It is possible to explain the relationship between variables in different points of time and to estimate the long-run impacts of a change in a variable on another if time lag series of explanatory variables are incorporated in the model specification. In this study, distributed lag structure is applied to the domestic stock market model to capture the dynamic response of the market by exogenous shocks. The Domestic market is found more responsive to the changes in foreign market factors both in the short and the long run.

• Journal of Preventive Medicine and Public Health
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• v.51 no.6
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• pp.265-274
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• 2018

Objectives: A positive association between air pollution and both the incidence and prevalence of diabetes mellitus (DM) has been reported in some epidemiologic and animal studies, but little research has evaluated the relationship between air pollution and diabetic coma. Diabetic coma is an acute complication of DM caused by diabetic ketoacidosis or hyperosmolar hyperglycemic state, which is characterized by extreme hyperglycemia accompanied by coma. We conducted a time-series study with a generalized additive model using a distributed-lag non-linear model to assess the association between ambient air pollution (particulate matter less than $10{\mu}m$ in aerodynamic diameter, nitrogen dioxide [$NO_2$], sulfur dioxide, carbon monoxide, and ozone) and emergency department (ED) visits for DM with coma in Seoul, Korea from 2005 to 2009. Methods: The ED data and medical records from the 3 years previous to each diabetic coma event were obtained from the Health Insurance Review and Assessment Service to examine the relationship with air pollutants. Results: Overall, the adjusted relative risks (RRs) for an interquartile range (IQR) increment of $NO_2$ was statistically significant at lag 1 (RR, 1.125; 95% confidence interval [CI], 1.039 to 1.219) in a single-lag model and both lag 0-1 (RR, 1.120; 95% CI, 1.028 to 1.219) and lag 0-3 (RR, 1.092; 95% CI, 1.005 to 1.186) in a cumulative-lag model. In a subgroup analysis, significant positive RRs were found for females for per-IQR increments of $NO_2$ at cumulative lag 0-3 (RR, 1.149; 95% CI, 1.022 to 1.291). Conclusions: The results of our study suggest that ambient air pollution, specifically $NO_2$, is associated with ED visits for diabetic coma.

• Journal of the Korean Society of Hazard Mitigation
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• v.10 no.6
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• pp.119-130
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• 2010

The universal model for the parameter estimation of the Storage Function Model(SFM) was developed through the applications of the distributed model for various hypothetical watersheds and runoff conditions. The existing parameter estimation equations are based on observations and these equations which are derived from the restricted conditions are not sensitive to the variation of physical characteristics of a watershed. This study developed the universal model for the parameter estimation through the runoff simulations of 35,000 times. As the simulation results, we have known that the lag time is related to the longest stream channel characteristics and the storage coefficient is related to the watershed characteristics.

• Journal of Korea Society of Industrial Information Systems
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• v.19 no.3
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• pp.115-125
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• 2014

This paper has two purposes. The first is to suggest the new and simple method to derive a regional input-output model from the national input-output table published by the Bank of Korea. The interregional input-output table has not been devised in spite of its potential use while the national table has been made every five years with the revised version during each five years. Second, this paper aims to derive Kangwon interregional input-output model from the national model using the regional supply proportion of industry and to analyze the effect of medical tourism industry on the regional economy of Kangwon Province. The paper measures, in particular, the effect of medical tourism industry on the financial self-sufficiency of Kangwon Province using the estimated output elasticity of tax revenue with the autoregressive distributed lag scheme ADL(1,1) in which the dependent variable and the single explanatory variable are each lagged once.

• Structural Engineering and Mechanics
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• v.77 no.3
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• pp.315-327
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• 2021

Here, in this research we have studied a two dimensional problem in a homogeneous orthotropic magneto-thermoelastic medium with higher order dual-phase-lag heat transfer with combined effects of rotation and hall current in generalized thermoelasticity due to time harmonic sources. As an application the bounding surface is subjected to uniformly distributed and concentrated loads (mechanical and thermal source). Fourier transform technique is used to solve the problem. The expressions for displacement components, stress components and temperature change are derived in frequency domain. Numerical inversion technique has been used to obtain the results in physical domain. The effect of frequency has been depicted with the help of graphs.