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131.
Ana Rocío Cárdenas Maita Lucas Corrêa Martins Carlos Ramón López Paz Laura Rafferty Patrick C. K. Hung Sarajane Marques Peres 《Enterprise Information Systems》2018,12(5):505-549
This study systematically assesses the process mining scenario from 2005 to 2014. The analysis of 705 papers evidenced ‘discovery’ (71%) as the main type of process mining addressed and ‘categorical prediction’ (25%) as the main mining task solved. The most applied traditional technique is the ‘graph structure-based’ ones (38%). Specifically concerning computational intelligence and machine learning techniques, we concluded that little relevance has been given to them. The most applied are ‘evolutionary computation’ (9%) and ‘decision tree’ (6%), respectively. Process mining challenges, such as balancing among robustness, simplicity, accuracy and generalization, could benefit from a larger use of such techniques. 相似文献
132.
There is considerable literature examining individuals’ behaviour with respect to Internet use, but less attention is paid to farm household use of the Internet. Among the few studies on farm households, the emphasis is on the correlation between socioeconomic factors and the adoption of the Internet. Thus, relatively little is known about the association between Internet use and farm household well‐being. In an effort to fill this void, this paper investigates Internet access among farm households and examines the effects of Internet access on farm household income. Given the observed income gap between Internet users and non‐users, we then investigate the extent to which socioeconomic factors may be associated with this income gap. Using a nationwide survey of farm households in Taiwan, a novel econometric model is proposed and estimated employing a semi‐parametric technique. Our results support the conclusion that Internet use improves farm household income. Most of the income gap between adopters and non‐adopters can be explained by the differences in the return of the socioeconomic factors. 相似文献
133.
Szu-Yin Kathy Hung John L. Glascock 《The Journal of Real Estate Finance and Economics》2010,41(2):126-149
We examine the relation of time-varying idiosyncratic risk and momentum returns in REITs using a GARCH-in-mean model and incorporate
liquidity risk in the asset pricing model. This is important because illiquidity may be more severe for REITs due to the nature
of their underlying assets. We find that momentum returns display asymmetric volatility, i.e., momentum returns are higher
when volatility is higher. Additionally, we find evidence that REITs with lowest past returns (losers) have higher idiosyncratic
risks than those with highest past returns (winners) and that investors require a lower risk premium for holding losers’ idiosyncratic
risks. Therefore, although losers have higher levels of idiosyncratic risks, their low risk premia cause low returns, which
contribute to momentum. Lastly, we find a positive relation between REITs’ momentum return and turnover. 相似文献
134.
We examine the impact of financial sector reform on interest rate levels and spreads using Kyrgyz bank-level data from 1998 to 2005. We find that, in addition to macroeconomic stabilization, structural reforms to the banking sector significantly contributed to lower interest rates. In particular, our results suggest that foreign bank entry and regulatory efforts to increase average bank size were important in reducing deposit rates. In contrast, we find little evidence that banking sector reform or macroeconomic stabilization has impacted interest rate spreads. 相似文献
135.
This paper assesses whether incorporating investor sentiment as conditioning information in asset-pricing models helps capture the impacts of the size, value, liquidity and momentum effects on risk-adjusted returns of individual stocks. We use survey sentiment measures and a composite index as proxies for investor sentiment. In our conditional framework, the size effect becomes less important in the conditional CAPM and is no longer significant in all the other models examined. Furthermore, the conditional models often capture the value, liquidity and momentum effects. 相似文献
136.
Pham Van Hung T. Gordon MacAulay Sally P. Marsh 《The Australian journal of agricultural and resource economics》2007,51(2):195-211
Land fragmentation, where a single farm has a number of parcels of land, is a common feature of agriculture in many countries, especially in developing countries. In Vietnam, land fragmentation is common, especially in the north. For the whole country, there are about 75 million parcels of land, an average of seven to eight plots per farm household. Such fragmentation can be seen to have negative and positive benefits for farm households and the community generally. Comparative statics analysis and analysis of survey data have led to the conclusion that small‐sized farms are likely to be more fragmented, and that fragmentation had a negative impact on crop productivity and increased family labour use and other money expenses. Policies which allow the appropriate opportunity cost of labour to be reflected at the farm level may provide appropriate incentives to trigger farm size change and land consolidation. Policies which tip the benefits in favour of fewer and larger plots, such as strong and effective research and development, an active extension system and strong administrative management, may also lead to land consolidation. 相似文献
137.
138.
This paper tests the collective model against the unitary model by estimating the labor supply of both the husband and wife. Using data from a developing country, China, we reject the hypothesis that distribution factors have no effect on household time allocation decisions. On the other hand, we cannot reject restrictions implied by the collective model. Thus the unitary model is not supported while the collective model gains credence in this study. Our findings suggest that the traditional patriarchalism in Chinese families is giving ways to power sharing between spouses. 相似文献
139.
Hsiao-wen Hung 《International Review of Economics》2007,54(1):66-79
In the presence of imperfect competition and externalities -increasing returns to diversity and congestion -competitive equilibria
are not efficient. Thus, the inefficiency can be modified by the introduction of appropriate fiscal policies. Under the consideration
of an optimal fiscal policy, the results of this paper show that the government should pay a subsidy to labor and capital
income in order to correct the production inefficiency. Furthermore, the optimal subsidy to fixed costs depends on the degree
of increasing returns to diversity and the degree of congestion, and it decreases with the latter effect. (JEL: E62, H41,
L16) 相似文献
140.
Anton Pak 《Journal of Applied Econometrics》2018,33(1):160-163
In addition to their theoretical analysis of the joint determination of oil futures prices and oil spot prices, Alquist and Kilian (Journal of Applied Econometrics, 2010, 25(4), 539–573) compare the out‐of‐sample accuracy of the random walk forecast with that of forecasts based on oil futures prices and other predictors. The results of my replication exercise are very similar to the original forecast accuracy results, but the relative accuracy of the random walk forecast and the futures‐based forecast changes when the sample is extended to August 2016, consistent with the results of several other recent studies by Kilian and co‐authors. 相似文献