• 응용통계연구
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• 제17권3호
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• pp.547-556
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• 2004

본 논문에서는 불균형 패널회귀모형에서 장애모수가 존재하는 경우 오차성분의 존재유무를 검정하기 위하여 Lagrange Multiplier 검정통계량을 제안하였다 이러한 LM통계량은 그룹변환에 대한 불변성의 성질을 이용하여 유도된 통계량으로 모의실험 결과, 제안된 LM검정은 명목유의수준을 잘 유지하고 있는 것으로 나타났으며 LR검정에 비하여 검정력에 있어서도 높게 나타났다.

• Communications for Statistical Applications and Methods
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• 제4권3호
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• pp.663-676
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• 1997

We obtain the simultaneous unit roots test statistics for both regular and seasonal unit roots in a time series with possible seasonal deterministic trends. The limiting distributions of the proposed test statistics are derived and empirical percentiles of the test statistics are tabulated for some seasonal periods. The power and size of the test statistics are examined for finite samples through a Monte Carlo simulation and Compared with those of the Lagrange multiplier test.

• The Journal of Asian Finance, Economics and Business
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• 제7권12호
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• pp.85-93
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• 2020

This study aimed to explore the impact of macroeconomic (Real GDP growth (GDPG), Inflation rate (INF)) and bank -specific variables (profitability (ROA), capital adequacy (CADEQ), non-performing loans (NPL), deposit growth (DEPG)) on the liquidity (lIQ) of 13 listed Jordanian commercial banks for the period 2011-2018. Panel data analysis, Pooled least square, fixed effects model and random effects model, Lagrange multiplier test, and Hausman test were used. The random effects model output shows that, macroeconomic variables have a significant impact on Jordanian commercial banks liquidity since inflation has a positive impact while GDPG has a negative impact on banks (LIQ). On the other hand among the bank-specific variables capital adequacy and deposit growth have a positive significant impact on banks (LIQ), while (NPL) and (SIZE) have a negative significant impact on Jordanian commercial banks liquidity. But ROA has a negative insignificant impact on (LIQ). The findings of the study suggest that commercial banks departments need to pay attention to the economic and internal variables of banks in order to maintain acceptable levels of liquidity.

• 응용통계연구
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• 제16권2호
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• pp.351-364
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• 2003

본 논문에서는 오차성분을 가지는 패널회귀모형에서 모형의 선형성을 검정 할 수 있는 검 정통계량을 제시하고, 유도한 검정통계량의 계산을 위하여 인공회귀방법을 이용하려한다. 모의실험 결과, Double-Length Artificial Resression(DLR)을 이용한 LM 검정통계량은 명목유의 수준을 잘 유지하고 있는 것으로 나타났으며 검정력에 있어서도 기존의 검정에 비하여 높게 나타났다.

• 전자공학회논문지A
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• 제31A권3호
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• pp.68-76
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• 1994

In the automatic transistor sizing with computer for optimizing delay and the chip area of CMOS digital circuits, conventionally either a mathematical method or a heuristic method has been used. In this paper, we present a new method of transistor sizing, a sort of combination of the above two methods, in which the mathematical method is used for sizing of critical paths and the heuristic method is used for desizing of non-critical paths. In order to reduce the overall problem dimension, a basic block called an extended stage is introduced which includes a basic stage, parallel transistors and complementary part. Optimization for multiple critical paths is formulated as a problem of area minimization subject to delay constraints and is solved by the augmented Lagrange multiplier method. The transistor sizes along non-critical paths are decreased successively without affecting the critical path delay times. The proposed scheme was successfully applied to several test circuits.

• Structural Engineering and Mechanics
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• 제70권6호
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• pp.711-722
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• 2019

Considering stress singularities at point support locations, buckling solutions for plates with arbitrary number of point supports are hard to obtain. Thus, new Hp-Cloud shape functions with Kronecker delta property (HPCK) were developed in the present paper to examine elastic buckling of point-supported thin plates in various shapes. Having the Kronecker delta property, this specific Hp-Cloud shape functions were constructed through selecting particular quantities for influence radii of nodal points as well as proposing appropriate enrichment functions. Since the given quantities for influence radii of nodal points could bring about poor quality of interpolation for plates with sharp corners, the radii were increased and the method of Lagrange multiplier was used for the purpose of applying boundary conditions. To demonstrate the capability of the new Hp-Cloud shape functions in the domain of analyzing plates in different geometry shapes, various test cases were correspondingly investigated and the obtained findings were compared with those available in the related literature. Such results concerning these new Hp-Cloud shape functions revealed a significant consistency with those reported by other researchers.

• 한국컴퓨터정보학회논문지
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• 제22권10호
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• pp.145-150
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• 2017

This study aims to analyze panel data using OECD Health data of 34 years to examine how significant the inequality of income is to the inequality of health. The data was from OECD's pooled Health data of 32 countries from 1980 to 2013. The process of determining analysis model was as follows; First, through the descriptive statistics, we examined averages and standard deviation of variables. Second, Lagrange multiplier test has done. Third, through the F-test, we compared Least squares method and Fixed effect model. Lastly, by Hausman test, we determined proper model and examined effective factor using the model. As a result, rather than Pooled OLS Model, Fixed Effect Model was shown as effective in order to consider the characteristics of individual in the panel. The results are as follows: First, as relative poverty rate(${\beta}=-19.264$, p<.01) grows, people's life expectancy decreases. Second, as the rate of smoking(${\beta}=-.125$, p<.05) and the rate of unemployment (${\beta}=-.081$, p<.01) grows, people's life expectancy decreases. Third, as health expenditure(${\beta}=.414$, p<.01) shares more amount of GDP and as the number of hospital beds(${\beta}=-.190$, p<.05) grows, people's life expectancy increases.

• 응용통계연구
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• 제19권3호
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• pp.461-479
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• 2006

본 논문에서는 이원오차성분을 갖는 패널회귀모형에서 모형식별을 위하여 LM 검정통계량을 유도하고 검정통계량의 연산을 위하여 인공회귀방법(Double-Length Artificial Regression, DLR)을 이용한다. 모의 실험 결과, 소표본의 경 우에는 Outer-Product Gradient(OPG)에 근거한 LM 검정통계량은 유위수준이 과대기각하는 경향을 보인 반면 DLR에 근거한 LM 검정통계량은 명목유의수준을 잘 유지하고 검정력도 높게 나타났다.

• The Journal of Asian Finance, Economics and Business
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• 제9권1호
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• pp.189-201
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• 2022

The study empirically examines the impact of monetary fundamentals along with global oil prices on the Pak-rupee exchange rate using the monthly data over 2001-2020. Employing the cointegrating vector autoregressive with exogenous variables (VARX) and vector error correction model with exogenous variables (VECMX), the study analyzes the impact of domestic monetary fundamentals while considering the foreign variables as weakly exogenous. In order to account for the structural breaks in the data, the Lagrange multiplier (LM) unit root test with two structural breaks has been used (Lee & Strazicich, 2003). The empirical results reveal that the domestic and foreign monetary variables significantly explain the exchange rate movements in Pakistan both in the long run and in the short run. The dynamic properties of the monetary model of exchange rate have been analyzed using the persistence profile analysis and generalized impulse response functions (GIRFs). The results reveal that the responses of shocks to domestic monetary fundamentals are consistent with the predictions of the monetary model of the exchange rate. Furthermore, being a net oil importer, a rise in global oil prices significantly depreciated the Pak-rupee exchange rate over the period of study. The global financial crisis (GFC) and pandemic (COVID-19) were also found to cause the Pak-rupee exchange rate depreciation.

• 대한기계학회논문집A
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• 제26권5호
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• pp.939-951
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• 2002

We propose a new multiscale Galerkin method based on interpolation wavelets for two-dimensional Poisson's and plane elasticity problems. The major contributions of the present work are: 1) full multiresolution numerical analysis is carried out, 2) general boundaries are handled by a fictitious domain method without using a penalty term or the Lagrange multiplier, 3) no special integration rule is necessary unlike in the (bi-)orthogonal wavelet-based methods, and 4) an efficient adaptive scheme is easy to incorporate. Several benchmark-type problems are considered to show the effectiveness and the potentials of the present approach. is 1-2m/s and impact deformation of the electrode depends on the strain rate at that velocity, the dynamic behavior of the sinter-forged Cu-Cr is a key to investigate the impact characteristics of the electrodes. The dynamic response of the material at the high strain rate is obtained from the split Hopkinson pressure bar test using disc-type specimens. Experimental results from both quasi-static and dynamic compressive tests are Interpolated to construct the Johnson-Cook model as the constitutive relation that should be applied to simulation of the dynamic behavior of the electrodes. The impact characteristics of a vacuum interrupter are investigated with computer simulations by changing the value of five parameters such as the initial velocity of a movable electrode, the added mass of a movable electrode, the wipe spring constant, initial offset of a wipe spring and the virtual fixed spring constant.