Spatial Seemingly Unrelated Regression Models for Freight Trip Generation by Vehicle Type: Application to the Chennai Metropolitan Area in India

During the last two decades, there has been substantial interest in developing freight trip generation (FTG) models. Most studies consider only truck trips or convert all freight trips into equivalent truck trips. Freight in several large cities is increasingly being moved by smaller vehicles. This calls for modeling FTG by vehicle type. The present research identifies and compares establishment characteristics affecting FTG by different vehicle types. In this context, spatial correlations among nearby establishments and the error-term correlations between independent models by vehicle type become relevant. Based on the Lagrange-Multiplier (LM) tests, we develop non-spatial seemingly unrelated regression (SUR) models for freight trip production (FTP) and spatial SUR models with a spatial lag in the dependent variable to account for both spatial and error-term correlations for freight trip attraction (FTA). The results show that establishment type and size affect FTG by different vehicle types.

An Improved Asymptotic on the Representations of Integers as Sums of Products

In this paper, we improve the error terms of Chace’s results in the study by Chace (1994) on the number of ways of writing an integer N as a sum of k products of l factors, valid for k ≥ 3 and l = 2 , 3. More precisely, for l = 2 , 3, we improve the upper bound N k − 1 − 2 k − 2 / k − 1 l + 1 + ε , k ≥ 3 for the error term, to N 2 − 2 / 2 l + 1 + ε when k = 3 and N k − 1 − 4 k − 2 / l + 1 k + l − 2 + ε when k ≥ 4 .

Exponential mixing of frame flows for convex cocompact hyperbolic manifolds

The aim of this paper is to establish exponential mixing of frame flows for convex cocompact hyperbolic manifolds of arbitrary dimension with respect to the Bowen–Margulis–Sullivan measure. Some immediate applications include an asymptotic formula for matrix coefficients with an exponential error term as well as the exponential equidistribution of holonomy of closed geodesics. The main technical result is a spectral bound on transfer operators twisted by holonomy, which we obtain by building on Dolgopyat's method.

DETERMINAN NILAI PERUSAHAAN (STUDI PADA BANK UMUM YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2015-2019)

ABSTRAK Penelitian ini bertujuan untuk mengidentifikasi dinamika profitabilitas, likuiditas, dan struktur modal pada bank umum yang terdaftar di BEI periode 2015-2019, mengidentifikasi pengaruhnya dan memformulasikan implikasi manajerial dan merekomendasi kesimpulan bahwa ada pengaruh dari Return on Equity (ROE), Debt To Equity Ratio (DER), dan Loan To Deposit Ratio (LDR) terhadap Price To Book Value (PBV). Penelitian ini adalah penelitian kausal dengan pendekatan kuantitaif dimana variabel independennya adalah profitabilitas, struktur modal, dan likuiditas, sedangkan untuk variabel dependennya adalah perusahaan. Analisis data yang digunakan adalah analisis statistik inferensia. Penelitian ini menggunakan analisis regresi data panel yang diolah dengan menggunakan SPSS versi 23. Hasil penelitian didapatkan pada uji asumsi diketahui bahwa error term sudah memenuhi asumsi normal dan tidak terdapat multikolinearitas dan heteroskedastisitas. Pada uji hipotesis koefisien determinasi, diketahui bahwa sample dapat secara baik mempresentasikan total populasi, dan pada uji regresi simultan (Uji F) didapatkan bahwa variabel independen (ROE, DER, LDR) secara simultan berpengaruh signifikan pada variabel dependen (PBV). Dari hasil penelitian menyatakan bahwa Return on Equity (ROE) berpengaruh positif dan signifikan terhadap nilai perusahaan. Sedangkan untuk variabel lainnya seperti Debt To Equity Ratio (DER) berpengaruh negatif dan tidak signifikan terhadap nilai perusahaan (PBV) dan Loan To Deposit Ratio (LDR) berpengaruh dan signifikan terhadap nilai perusahaan (PBV). Kata kunci: Nilai Perusahaan, Profitabilitas, Struktur Modal, Likuiditas

Millet-Production Analysis

Analysis of millet-production shows the size and variability of returns to different farm inputs, for each of the millet varieties. Regression analysis is based on the Cobb-Douglas production function, to generate a set of marginal returns to factors between uses, from one year to the next and between farmers. Farmers make decisions based on past experience and in a context of uncertainty about the future. The principal inputs are described for analysis of village-field and bush-field millet varieties, their measurement and representation in regression equations. Results from the analysis are presented to show the relative significance of each factor, and the high levels for R2 associated with manure use, plough-team use, and the soil dummy variable. The labour variable was more problematic. Analysis of the residual error term permitted a review of each farming household, difficulties in accurately measuring particular variables, and significant differences in farmers’ knowledge, aptitude and judgement.

Répartition jointe dans les classes de résidus de la somme des chiffres pour deux représentations d’Ostrowski

Résumé. Pour deux entiers [Formula: see text], nous posons [Formula: see text] et [Formula: see text] (où [Formula: see text]) et nous notons respectivement [Formula: see text] et [Formula: see text] les fonctions sommes des chiffres dans les [Formula: see text] et [Formula: see text]-représentations d’Ostrowski de [Formula: see text]. Soient [Formula: see text] des entiers positifs tels que [Formula: see text] et [Formula: see text], nous obtenons une estimation en [Formula: see text] avec un terme d’erreur [Formula: see text] pour le cardinal de l’ensemble suivant [Formula: see text] pour tous les entiers [Formula: see text] et [Formula: see text] Notre résultat peut être comparé à celui de Bésineau et Kim qui ont traité le cas des [Formula: see text]-représentations dans différentes bases (qui sont premières entre elles). For two distinct integers [Formula: see text], we set [Formula: see text] and [Formula: see text] (where [Formula: see text] is the continued fraction [Formula: see text]) and we let [Formula: see text] and [Formula: see text] denote respectively, the sum of digits functions in the Ostrowski [Formula: see text] and [Formula: see text]-representations of [Formula: see text]. Let [Formula: see text] be positive integers satisfying [Formula: see text] and [Formula: see text], we obtain an estimation [Formula: see text] with an error term [Formula: see text] for the cardinality of the following set [Formula: see text] for all integers [Formula: see text] and [Formula: see text] Our result should be compared to that of Bésineau and Kim who addressed the case of the [Formula: see text]-representations in different bases (that are coprime).

IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR

We study identification in nonparametric regression models with a misclassified and endogenous binary regressor when an instrument is correlated with misclassification error. We show that the regression function is nonparametrically identified if one binary instrument variable and one binary covariate satisfy the following conditions. The instrumental variable corrects endogeneity; the instrumental variable must be correlated with the unobserved true underlying binary variable, must be uncorrelated with the error term in the outcome equation, but is allowed to be correlated with the misclassification error. The covariate corrects misclassification; this variable can be one of the regressors in the outcome equation, must be correlated with the unobserved true underlying binary variable, and must be uncorrelated with the misclassification error. We also propose a mixture-based framework for modeling unobserved heterogeneous treatment effects with a misclassified and endogenous binary regressor and show that treatment effects can be identified if the true treatment effect is related to an observed regressor and another observable variable.

Fourier Optimization and Quadratic Forms

We prove several results about integers represented by positive definite quadratic forms, using a Fourier analysis approach. In particular, for an integer $\ell\ge 1$, we improve the error term in the partial sums of the number of representations of integers that are a multiple of $\ell$. This allows us to obtain unconditional Brun–Titchmarsh-type results in short intervals and a conditional Cramér-type result on the maximum gap between primes represented by a given positive definite quadratic form.