Threshold regression model

The paper "Do pharmaceutical companies listed on Vietnam stock exchange have optimal capital structure? Evidence from threshold regression model" studies the impact of debt ratio on firm value of pharmaceutical companies listed on Vietnamese Stock Exchange from 2010 to 2017 by using threshold regression model. In this research, we exploit ROE and Tobin as a proxy for firm value. The results are indicators for us to give recommendations about financing policy to listed pharmaceutical for the upcoming years.

7p nhanchienthien 25-07-2023 7 5   Download

Land surface temperature (LST) is considered as a key factor in natural processes. Remote sensing data, including Landsat-8 data, offers numerous opportunities to better understand the land processes. This study has conducted to construct land use and land cover map in 2020 using NDVI thresholds.

13p vilamborghini 12-10-2022 8 3   Download

The study adopts the threshold approach, namely the panel smooth transition regression (PSTR) model, for the annual data collection of 18 emerging and developing Asian countries in 22 years. The authors analyze the alternative PSTR models on different proxies of financial development (FD).

19p inception36 30-11-2021 15 1   Download

This paper proposed a robust regression model for simple decision making in smart indoor farms. In our proposal, there are several steps to ensure the time-series data set which collected from sensor nodes in smart indoor farms are expanded to its features into new data set. The step tries to maximize features, then high corelated features with outcome in new data set will be filtered with strong threshold value.

5p viaespa2711 31-07-2021 14 1   Download

An Giang is one of the provinces in the Mekong delta that is greatly affected by flood events, which brings damage and devastation to life and property. This study practices the application of Sentinel-1A images to monitor the distribution of flood depths in the An Giang province in 2019 as well as applies regression correlation and thresholding to scattering value analysis. The research results indicated the exponential regression model on the VV polarization images had correlation coefficients (r) in August, September, and October ranging from 0.8398 to 0.

7p nguaconbaynhay10 29-01-2021 8 3   Download

Threshold regression models are a diverse set of non-regular regression models that all depend on change points or thresholds. They provide a simple but elegant and interpretable way to model certain kinds of nonlinear relationships between the outcome and a predictor.

7p viconnecticut2711 29-10-2020 32 0   Download

After the 2008 global financial crisis, financial stress index- an indicator measuring the instability and risk in financial markets has become one of the crucial indicators to forecast the financial crisis. Besides the models to estimate this index, the effect of financial stress on economic variables is the main topic that the economists focus on researching recently. For Vietnam, the economy experienced a double crisis in the period from 2008 to 2012.

11p gaocaolon6 04-08-2020 29 2   Download

This paper investigates the market-risk-hedging effectiveness of the Taiwan Futures Exchange (TAIFEX) stock index futures using daily settlement prices for the period from July 21, 1998 to December 31, 2010. The minimum variance hedge ratios (MVHRs) are estimated from the ordinary least squares regression model (OLS), the vector error correction model (VECM), the generalized autoregressive conditional heteroskedasticity model (GARCH), the threshold GARCH model (TGARCH), and the bivariate GARCH model (BGARCH), respectively.

19p nguyenanhtuan_qb 09-07-2020 21 3   Download

Hansen’s (1999) panel threshold regression model is applied in this study to investigate the correlation between bank size and bank earnings volatility in 14 Chinese banks. These data were adopted after the Lehman Brothers bankruptcy was announced in 2009Q4. The data used in this study cover the period from 2009Q1 to 2013Q1. The dependent variable is bank earnings volatility, whereas bank size is the independent and threshold variable. Empirical results show the significance of a single threshold on bank size and return on asset (ROA) earnings volatility.

12p trinhthamhodang2 21-01-2020 35 1   Download

This paper constructs a panel data of 36 Chinese life insurance companies from 2010 to 2014. A serial of preliminary tests are taken in order to avoid spurious regression. By dint of the fixed effect model and panel threshold model, the paper analyzes the relation between operation-related factors and the corporate performance of life insurance companies.

13p vimadrid2711 18-12-2019 18 0   Download

Microwave remote sensing or SAR (Synthetic Aperture Radar) data has been employed extensively to map open water bodies and to monitor flood extents, where cloud cover often prohibits the use of satellite sensors operating at other wavelengths. Where total inundation occurs, a low backscatter return is expected due to the specular reflection of SAR signal on the water surface. However, low local incidence angle and wind induced waves can cause a roughening of the water surface which result in a high return signal.

15p vinhsolax 15-09-2019 16 1   Download

This paper aims to provide empirical evidence of Vietnam’s public debt threshold. The data of the annual country's public debt in the 1990 - 2010 period, the threshold model by Hansen (1996, 2000), and the OLS estimation method are employed to test threshold effects and estimate the value of the public debt threshold.

9p danhnguyentuongvi27 19-12-2018 26 0   Download

What are anomalies/outliers? The set of data points that are considerably different than the remainder of the data Variants of Anomaly/Outlier Detection Problems Given a database D, find all the data points x  D with anomaly scores greater than some threshold t Given a database D, find all the data points x  D having the top-n largest anomaly scores f(x) Given a database D, containing mostly normal (but unlabeled) data points, and a test point x, compute the anomaly score of x with respect to D Applications: Credit card fraud detection, telecommunication fraud detection, network i...

25p trinh02 18-01-2013 68 4   Download

Given a set of transactions, find rules that will predict the occurrence of an item based on the occurrences of other items in the transaction. Given a set of transactions T, the goal of association rule mining is to find all rules having support ≥ minsup threshold confidence ≥ minconf threshold Brute-force approach: List all possible association rules Compute the support and confidence for each rule Prune rules that fail the minsup and minconf thresholds  Computationally prohibitive!...

82p trinh02 18-01-2013 72 3   Download

Lag Payment of a financial obligation later than is expected or required, as in lead and lag. Also, the number of periods that an independent variable in a regression model is "held back" in order to predict the dependent variable. Lag response of prepayments There is typically a lag of about three months between the time the weighted average coupon of an MBS pool has crossed the threshold for refinancing and an acceleration in prepayment speed is observed. Lambda The ratio of a change in the option price to a small change in the option volatility. It is the partial derivative of...

10p hanhphuc51 20-12-2010 64 12   Download