• East Asian Economic Review
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• v.22 no.4
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• pp.467-505
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• 2018

We propose a simple identification scheme for the causes of the violations of uncovered interest parity. Our method uses the serial dependence patterns of excess returns as a criterion for judging performance of economic models. We show that a mean reverting component in excess returns, representing a violation of uncovered interest parity, mainly contributes to generating different serial dependence patterns of excess returns: rational expectations risk premium models tend to generate negative serial dependence of excess returns, while expectational errors models tend to generate positive serial dependence.

• Communications for Statistical Applications and Methods
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• v.17 no.6
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• pp.829-843
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• 2010

To test for the serial dependence in time series of counts data, Jung and Tremayne (2003) evaluated the size and power of several tests under the class of INARMA models based on binomial thinning operations for Poisson marginal distributions. The overdispersion phenomenon(i.e., a variance greater than the expectation) is common in the real world. Overdispersed count data can be modeled by using alternative thinning operations such as random coefficient thinning, iterated thinning, and quasi-binomial thinning. Such thinning operations can lead to time series models of counts with negative binomial or generalized Poisson marginal distributions. This paper examines whether the test statistics used by Jung and Tremayne (2003) on serial dependence in time series of counts data are affected by overdispersion.

• Asia-Pacific Journal of Business
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• v.13 no.1
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• pp.277-288
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• 2022

Purpose - This study analyzed the determinants of local unemployment rate in Korea using panel data from 16 metropolitan cities and provinces from 2000 to 2018. Design/methodology/approach - We use a dynamic spatial panel model that considers characteristics of the regional unemployment rate such as the common factors effect, spatial dependence, and serial correlations. Findings - The local unemployment rate is affected by the past and present values of the national unemployment rate. And it is significantly affected by the past local unemployment rate and the past neighboring unemployment rate because spatial dependence and serial correlations are clearly present. In addition, when the industrial structure diversity and labor productivity were high, the regional unemployment rate decreased, and when the education level was high, the regional unemployment rate increased. Research implications or Originality - In order to reduce regional unemployment rate, it is necessary to plan and establish regional customized industrial structure policies under the stance of diversification rather than specializing the regional industrial structure and accompany improvement of the quality of education with the number of years of education. In addition, the redistribution of labor from low labor productivity sectors to high labor productivity sectors through technology development will help to reduce the local unemployment rate.

• Journal of Korean Society of Transportation
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• v.17 no.3
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• pp.47-60
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• 1999

In this study, the dynamic route choice behavior of driver is assumed to be affected by the current conditions of traffic environments as well as the Past traffic environments and activities. The repeated survey of multi-timed to owner drove in Chon-ju city by the virtual traffic information system was performed by the stated preference method. And the LISREL(An analysis of linear structural relationship) model was used. As the results. the variable Parameter and t-value of travel time information on applied model was high and their results have an effect greatly to the route choice. After all, the route choice was negative from Kirin-ro, which Penetrates the downtown, and positive from Chunbyun-ro which was a roundabout way was confirmed. Estimated result of the reasonability, the highest suitable model was ode which applied the concept of serial correlation and stated dependence and was shown applying rightfulness to dynamic model. As the serial correlation and stated dependence parameter value, when time interval was large, parameter value was small and the serial correlation and stated dependence was in inverse proportion ratio to the time interval.

• Journal of the Economic Geographical Society of Korea
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• v.26 no.3
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• pp.310-323
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• 2023

Urbanization and income distribution issues are global interest, and the results of studies on the impact of urbanization on income inequality are different for each country and period. This study analyzes the impact of urbanization on income inequality using regional data from 2000-2021. In particular, serial correlation, spatial dependence, and common factor effects of the Gini coefficient are confirmed and analyzed through a dynamic spatial panel regression model. As a result, urbanization has a positive effect on reducing income inequality. Therefore, it is necessary to continuously promote regional urbanization to improve the income distribution problem. Areas with already high urbanization rates should reduce income inequality by narrowing the wage gap by expanding training opportunities for low-skilled workers, and need to come up with measures to prevent counter-urbanization.

• Proceedings of the Korean Magnestics Society Conference
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• 2000.09a
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• pp.279-286
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• 2000

Magnetic field dependence of magnetization reversal in Co/Pt multilayers has been quantitatively investigated. Serial samples of Co/Pt multilayers have been prepared by dc-magnetron sputtering under various Ar pressure. Magnetization reversal was monitored by magnetization viscosity measurement and direct domain observation using a magneto-optical microscope system, and the wall-motion speed and the nucleation rate R were determined using a domain reversal model based on time-resolved domain reversal patterns. Both and R were found to be exponentially dependent on the reversing applied field. From the exponential dependencies, the activation volumes of the wall motion and nucleation could be determined based on a thermally activated relaxation model, and the wall-motion activation volume was revealed to be slightly larger than the nucleation activation volume.

• Communications of the Korean Mathematical Society
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• v.19 no.2
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• pp.345-354
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• 2004

Boente and Fraiman [2] studied robust nonparametric estimators for regression or autoregression problems when the observations exhibit serial dependence. They established strong consistency of two families of M-type robust equivariant estimators for $\phi$-mixing processes. In this paper we extend their results to weaker $\alpha$$alpha$-mixing processes.

• Communications for Statistical Applications and Methods
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• v.20 no.3
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• pp.199-205
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• 2013

We employ sieve bootstraps for empirical likelihood tests in time series models because their null distributions are often vulnerable to the presence of serial dependence. We found a significant size refinement of the bootstrapped versions of a Lagrangian Multiplier type test statistic regardless of the bandwidth choice required by long-run variance estimations.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.6C
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• pp.625-631
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• 2002

This paper presents a MSB-first digit-serial systolic array for computing modular multiplication of A(x)B(x) mod G(x) in finite fields $GF(2^m)$. From the MSB-first multiplication algorithm in $GF(2^m)$, we obtain a new data dependence graph and design an efficient digit-serial systolic multiplier. For circuit synthesis, we obtain VHDL code for multiplier, If input data come in continuously, the implemented multiplier can produce multiplication results at a rate of one every [m/L] clock cycles, where L is the selected digit size. The analysis results show that the proposed architecture leads to a reduction of computational delay time and it has much more simple structure than existing digit-serial systolic multiplier. Furthermore, since the propose architecture has the features of unidirectional data flow and regularity, it shows good extension characteristics with respect to m and L.

• Environmental Mutagens and Carcinogens
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• v.22 no.4
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• pp.266-273
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• 2002

The dose dependence of the severity of radiation-induced thymic lymphoma in C57BL/6J mice was studied. Mice were exposed to fractionated irradiation at the total doses of 4.0, 6.0 and 8.0 Gy (four irradiations at 8-day intervals) starting from 33 days after birth. Pathological and histological changes of each mouse were observed after periodical sacrifice at day 75, 100, 125, 150, 175, 200, 250, 300 after the first irradiation. The severity of cancers were classified into 4 stages by clinical signs with respect to the enlargement of the thymus, spleen, liver, the progression of the cancer in the thymus, and the metastasis to the spleen, liver, lung and the lymphatic nodes. Among the 490 mice observed, 146 mice had thymic lymphoma. A clear dose-effect relationship was observed as well as the dose-response relationship. Also, periodical observation showed that thymic lymphoma was first induced in mice sacrificed at day 100 (130days old), and metastasize in the order of spleen, lung, liver and then the lymphatic nodes. The results suggest that radiation may be involved not only as a tumor initiator but also as a tumor promoter, and a tumor progression-enhancing agent.