not available at this time

The Erosion Productivity Impact Calculator (EPIC) model is validated using long-term data collected for two southwest Iowa watersheds that have been cropped in continuous corn under two different tillage systems. The annual hydrologic balance was calibrated during 1988-94 by adjusting the runoff...

The authors tested the Erosion Productivity Impact Calculator (EPIC) model using four years of field data collected at a site near Lamberton, Minnesota, under three different crop rotations: continuous corn (Zea mays L.) or CC, soybean (Glycine max L.)-corn (SC), and continuous alfalfa (Medicago...

With the regulatory requirements for risk management, Value at Risk (VaR) has become an essential tool in determining capital reserves to protect the risk induced by adverse market movements. The fact that VaR is not coherent has motivated the industry to explore alternative risk measures such...

We develop an efficient way to select the best subset autoregressive model with exogenous variables and generalized autoregressive conditional heteroscedasticity errors. One main feature of our method is to select important autoregressive and exogenous variables, and at the same time to estimate...

We propose in this paper a threshold nonlinearity test for financial time series. Our approach adopts reversible-jump Markov chain Monte Carlo methods to calculate the posterior probabilities of two competitive models, namely GARCH and threshold GARCH models. Posterior evidence favouring the...

We develop in this paper an efficient way to select the best subset threshold autoregressive model. The proposed method uses a stochastic search idea. Differing from most conventional approaches, our method does not require us to fix the delay or the threshold parameters in advance. By adopting...