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171.
172.
George A. Milliken Franklin A. Graybill 《Australian & New Zealand Journal of Statistics》1972,14(2):129-138
This paper presents a general method for testing if a particular type of interaction is present in latin square models with one observation per cell. Computing instructions are given along with a detailed numerical example. A data analysis approach is explained where an experimenter can use various models to determine whether interaction is present. If there is interaction, then a procedure is given for examining a number of models to decide what factors (row, column, treatment) are interacting. In addition, a number of sets of latin square data from the literature are reanalysed to determine if they contain interaction. 相似文献
173.
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176.
George P Cosmetatos 《Omega》1978,6(5):443-448
A simple approximate formula is presented and evaluated in this paper for the steady-state average number of customers in the M(x)/G/r queueing system. The derivation of the formula is based on a heuristic argument. Comparisons between approximate results and the ones obtained analytically or by extensive simulation experiments seem to suggest that the degree of approximation achieved is satisfactory for most practical purposes. 相似文献
177.
The measurement of performance is critical to nearly all managerial disciplines. Yet little is known about the aggregation characteristics of the components of performance and how our notion of a ‘good performing firm’ relates to what we use as a dependent variable. In this paper we propose an approach to the measurement of performance that uses the logic of frontier analysis and the technique of data envelopment analysis. The approach is shown to be a reasonable representation of the multidimensional nature of performance and is shown to replicate, effectively, the components that strategic management scholars typically consider when discussing performance. It is also shown to be superior to the simpler alternatives based on traditional approaches to performance measurement. 相似文献
178.
Yaron Leyvand Dvir Shabtay George Steiner Liron Yedidsion 《Journal of Combinatorial Optimization》2010,19(3):347-368
We study scheduling problems with controllable processing times on parallel machines. Our objectives are to maximize the weighted
number of jobs that are completed exactly at their due date and to minimize the total resource allocation cost. We consider
four different models for treating the two criteria. We prove that three of these problems are
NP\mathcal{NP}
-hard even on a single machine, but somewhat surprisingly, the problem of maximizing an integrated objective function can
be solved in polynomial time even for the general case of a fixed number of unrelated parallel machines. For the three
NP\mathcal{NP}
-hard versions of the problem, with a fixed number of machines and a discrete resource type, we provide a pseudo-polynomial
time optimization algorithm, which is converted to a fully polynomial time approximation scheme. 相似文献
179.
We investigate the determinants of syndicated loan prices for European borrowers, spanning the entire period of credit expansion and crisis. We construct a large data base consisting of 2102 rated syndicated loan deals from 1990 to 2008 in twenty three countries and ten economic sectors. We investigate the effects on the spread paid over the risk free rate of three major groups of factors: loan characteristics, borrower characteristics and characteristics of country of the borrower, using both qualitative and quantitative variables in a hedonic regression. The results show that all three groups are significant joint determinants of prices of syndicated credit. Our results confirm the existing literature but also provide for first time results stemming form the risk characteristics of the borrower and the country of the borrower. It is shown that distance-to-default as well as aggregate risk associated with country of the borrower are of great concern to the lenders and hence significantly affect the pricing of syndicated loans. Furthermore, we report that financial institutions and public utilities are able to negotiate for cheaper loans, but this result is reversed when financing is for acquisition purposes. Overall, risk, liquidity, solvency and sustainable performance by both the borrower and its domicile country are key determinants of syndicated loan prices. 相似文献
180.
George‐Marios Angeletos Jennifer La'O 《Econometrica : journal of the Econometric Society》2013,81(2):739-779
This paper develops a new theory of fluctuations—one that helps accommodate the notions of “animal spirits” and “market sentiment” in unique‐equilibrium, rational‐expectations, macroeconomic models. To this goal, we limit the communication that is embedded in a neoclassical economy by allowing trading to be random and decentralized. We then show that the business cycle may be driven by a certain type of extrinsic shocks which we call sentiments. These shocks formalize shifts in expectations of economic activity without shifts in the underlying preferences and technologies; they are akin to sunspots, but operate in unique‐equilibrium models. We further show how communication may help propagate these shocks in a way that resembles the spread of fads and rumors and that gives rise to boom‐and‐bust phenomena. We finally illustrate the quantitative potential of our insights within a variant of the RBC model. 相似文献