The aim of this essay is to use a single-index model in developing and adjusting Fama-MacBeth. Penalized smoothing spline regression technique (SIMPLS) foresaw this adjustment. Two generalized cross-validation techniques, Generalized Cross Validation Grid (GGCV) and Generalized Cross Validation Fast (FGCV), anticipated the regular value of smoothing covered under this technique. Due to the two-steps nature of the Fama-MacBeth model, this estimation generated four estimates: SIMPLS(FGCV) - SIMPLS(FGCV), SIMPLS(FGCV) - SIM PLS(GGCV), SIMPLS(GGCV) - SIMPLS(FGCV), SIM PLS(GGCV) - SIM PLS(GGCV). Three-factor Fama-French model—market risk premium, size factor, value factor, and their implication for excess stock returns and portfolio returns—were estimated on the Iraqi Stock Exchange using the modified Fama-MacBeth. SIMPLS(FGCV)-GGCV performed best based on the findings. Results also revealed the statistical significance of the three factors of the Fama-French model, which enhanced the explanatory power of the model in terms of the performance of Iraq Stock Exchange
Abstract:
This research aims to compare Bayesian Method and Full Maximum Likelihood to estimate hierarchical Poisson regression model.
The comparison was done by simulation using different sample sizes (n = 30, 60, 120) and different Frequencies (r = 1000, 5000) for the experiments as was the adoption of the Mean Square Error to compare the preference estimation methods and then choose the best way to appreciate model and concluded that hierarchical Poisson regression model that has been appreciated Full Maximum Likelihood Full Maximum Likelihood with sample size (n = 30) is the best to represent the maternal mortality data after it has been reliance value param
... Show MoreThe main problem when dealing with fuzzy data variables is that it cannot be formed by a model that represents the data through the method of Fuzzy Least Squares Estimator (FLSE) which gives false estimates of the invalidity of the method in the case of the existence of the problem of multicollinearity. To overcome this problem, the Fuzzy Bridge Regression Estimator (FBRE) Method was relied upon to estimate a fuzzy linear regression model by triangular fuzzy numbers. Moreover, the detection of the problem of multicollinearity in the fuzzy data can be done by using Variance Inflation Factor when the inputs variable of the model crisp, output variable, and parameters are fuzzed. The results were compared usin
... Show MoreThat the main feature of the economics many countries in general is a tendency towards defining the role of the public sector in economic activity and the tendency towards encourage the private sector to investment in public projects especially in countries those tendency towards market economy actually.
That increased economic development proven failure in achieving more economic growth both individually in many countries especially developing countries socialist, by researchers this led one way or another to direction of corrective reforms in their economic was one of them in Transformation of public companies into Shareholding companies contributes to the public sector in resources and expertise
... Show MoreThe absorption spectrum for three types of metal ions in different concentrations has been studying experimentally and theoretically. The examination model is by Gaius model in order to find the best fitting curve and the equation controlled with this behavior. The three metal ions are (Copper chloride Cu+2, Iron chloride Fe+3, and Cobalt chloride Co+2) with different concentrations (10-4, 10-5, 10-6, 10-7) gm/m3. The spectroscopic study included UV-visible and fluorescence spectrum for all different concentrations sample. The results refer to several peaks that appear from the absorption spectrum in the high concentration of all metal ions solution.
... Show MoreThe study aims to identify the effects of dubbed Turkish drama on the public through the application of a sample of the views of women. The study also attempts to monitor the causes and motives due to the act of observation and to identify the various effects of this act. In order to achieve these goals, the researcher relies on the descriptive approach in addition to the questionnaire and interviews to collect data. It ends with a number of results such as: The study aims to identify the effects of dubbed Turkish drama on the public through the application of a sample of the views of women. The study also attempts to monitor the causes and motives due to the act of observation and to identify the various effects of this act. In ord
... Show MoreThe main purpose of the research is to diagnose the importance of the role that strategic memory plays with its three variables (content, structure, and processes) in helping the human resource department to use the COSO model with its five components (culture and governance, strategy and objectives, performance, communications and information, and feedback) in auditing activities and tasks Her own. As the research problem emphasized the existence of a lack of cognitive perception, of the importance of strategic memory, and the investment of its components in the rationalization of the application of the COSO model. and therefore it can be emphasized that the importance of the research is to provide treatments for problems relate
... Show MoreThe peculiarity of worship spaces in the Islamic architecture is evident by its symbolic connotations with doctrinal connections, thus the niche has a major status in that symbolic connotation, which transformed due to the cultural interaction from a rock on the wall directed towards Mecca into an element of integrated structural entity with performative and aesthetic characteristics. The spread of the Islamic religion contributed to subjecting it to a design acculturation process, thus the problem of the research was raised by the following question: has the evolutionary tendency of acculturation been able to effect a major transformation in the niche design? The research aims at identifying the design acculturation and its translation
... Show MoreIntellectual and material displacement is one of the design strategies through many mechanisms and means, and depends on the idea of changing the shape within the internal spaces at times and has concepts related to the transformation at other times. And represented by the boxes for travelers, the research problem emerged through the following question: (What is the effectiveness of displacement in the formal structures in the interior design of historical sites), and the aim of the study is to reveal the reality of the use of historical internal spaces and to determine the formal displacement that occurs as a result of change and transformation, and it included two topics, the first topic Transformation and the effectiveness of formal d
... Show MoreThe current research deals with the argument of delusion and interpretation in the direction structure and its reflected impact in the reception activity and the amount of conceptual displacement it is subjected to in an aesthetic approach to abstract conceptual definitions of the reception activity , by the effect of this dialectic in the direction structure, which can be summed up by the following question: (What are the characteristics of the direction structure of the imaginary and what is the argument of interpretation in the theatre reception activity?) in order to stand on the aesthetic framework and conceptual definition of the direction structure in the controversy of interpretation and imagination, and its impact on the concept
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