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Artykuły w czasopismach na temat "VECM"
Hapsari, Meilina Retno, Suci Astutik i Loekito Adi Soehono. "VECM and Bayesian VECM for Overparameterization Problem". Journal of Physics: Conference Series 1811, nr 1 (1.03.2021): 012086. http://dx.doi.org/10.1088/1742-6596/1811/1/012086.
Pełny tekst źródłaUsman, Mustofa, Luvita Loves, Edwin Russel, Muslim Ansori, Warsono Warsono, Widiarti Widiarti i Wamiliana Wamiliana. "Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia". International Journal of Energy Economics and Policy 12, nr 2 (20.03.2022): 91–102. http://dx.doi.org/10.32479/ijeep.11897.
Pełny tekst źródłaBRAILSFORD, T. J., JACK PENM i R. D. TERRELL. "TESTING PPP BY MEANS OF ZNZ PATTERNED VECM". International Journal of Theoretical and Applied Finance 11, nr 04 (czerwiec 2008): 345–62. http://dx.doi.org/10.1142/s021902490800483x.
Pełny tekst źródłaMaida, Nazira, Nanda Safarida i Iskandar. "Pengaruh Inflasi, BI Rate dan IHSG Terhadap Nilai Aktiva Bersih Reksadana Syariah di Indonesia Periode 2015-2020". JIM: Jurnal Ilmiah Mahasiswa 4, nr 1 (23.04.2022): 57–76. http://dx.doi.org/10.32505/jim.v4i1.3921.
Pełny tekst źródłaZhou, Rui, Guangyu Xing i Min Ji. "Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM". Risks 7, nr 1 (1.02.2019): 14. http://dx.doi.org/10.3390/risks7010014.
Pełny tekst źródłaDeng, Qi. "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model". China Finance Review International 8, nr 4 (19.11.2018): 453–67. http://dx.doi.org/10.1108/cfri-07-2016-0095.
Pełny tekst źródłaSoto, Paula Andrea, i Juan Carlos Ruilova Teran. "Arbitragem Estatística: Uma Abordagem por VECM". Brazilian Review of Finance 15, nr 4 (20.06.2018): 537. http://dx.doi.org/10.12660/rbfin.v15n4.2017.65761.
Pełny tekst źródłaChen, Yanhui, Jinrong Lu i Mengmeng Ma. "How Does Oil Future Price Imply Bunker Price—Cointegration and Prediction Analysis". Energies 15, nr 10 (16.05.2022): 3630. http://dx.doi.org/10.3390/en15103630.
Pełny tekst źródłaRussel, Edwin, Wamiliana Wamiliana, Nairobi Saibi, Warsono Warsono, Mustofa Usman i Jamal I. Daoud. "Dynamic Modeling and Forecasting Data Energy Used and Carbon Dioxide (CO2)". Science and Technology Indonesia 7, nr 2 (19.04.2022): 228–37. http://dx.doi.org/10.26554/sti.2022.7.2.228-237.
Pełny tekst źródłaValentika, Nina, Vivi Iswanti Nursyirwan i Ilmadi Ilmadi. "Modeling The Relationships Between Export, Import, Inflation, Interest Rate, and Rupiah Exchange". Desimal: Jurnal Matematika 3, nr 3 (30.09.2020): 247–62. http://dx.doi.org/10.24042/djm.v3i3.6942.
Pełny tekst źródłaRozprawy doktorskie na temat "VECM"
Hedlin, My. "To what extent do expansions of infrastructure construct economic growth?" Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147581.
Pełny tekst źródłaRyhage, Marcus. "Dynamics of U.S. House Prices : A VECM Approach". Thesis, Umeå universitet, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172358.
Pełny tekst źródłaLe, Quyet. "Analys av en dynamisk bostadsmarknad : En tillämpning av VECM". Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-58417.
Pełny tekst źródłaCachapa, Filipe Miguel de Mira Ferreira Marques. "Os determinantes do preço do petróleo crude e o papel da especulação financeira". Master's thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/26519.
Pełny tekst źródłaCarmona, Nuno Manuel Rosa Paias Silva de Oliveira. "Modelação econométrica da procura de electricidade em Portugal continental: uma aplicação empírica". Master's thesis, Instituto Superior de Economia e Gestão, 2006. http://hdl.handle.net/10400.5/777.
Pełny tekst źródłaA energia eléctrica é um recurso fundamental no funcionamento das sociedades modernas. A procura de electricidade, a identificação das suas principais condicionantes e a análise à forma como se relacionam com aquela têm sido alvo de estudos diversos. Com frequência, esses estudos visam igualmente a previsão da evolução da procura de electricidade. O presente trabalho partilha, em termos gerais, objectivos semelhantes, procurando concretizá-los para o caso português, recorrendo à utilização da metodologia econométrica para a análise de séries temporais e cointegração. Numa perspectiva agregada, a procura de electricidade encontra-se condicionada, nomeadamente, por factores tecnológicos, económicos, demográficos e climatéricos. Além disso, e porque a procura total de electricidade pode ser dividida por sectores relativamente homogéneos quanto à sua natureza, também aqui se exploram, à semelhança de outros estudos, análises da procura no âmbito sectorial, na esperança de obter um maior grau de compreensão do fenómeno. Assim, desenvolveram-se no presente estudo modelos econométricos, tendo por base funções de procura do tipo Cobb-Douglas, que pretendem explicar a evolução da procura de electricidade em Portugal Continental quer na sua totalidade, quer do ponto de vista sectorial, nomeadamente nos sectores Doméstico, Industrial e de Serviços. A análise incidiu sobre os dados anuais compreendidos entre 1957 e 2002. Foi encontrada evidência de cointegração em três casos: (i) entre o consumo total de electricidade no Continente e o PIB; (ii) entre o consumo no sector Doméstico e o Rendimento Disponível Bruto das Famílias; (iii) entre a procura industrial e o VAB da Indústria. Em termos de relações de equilíbrio de longo-prazo, as restantes variáveis analisadas revelaram-se incapazes de acrescentar poder explicativo adicional quer a nível sectorial, quer a nível global. Realizou-se uma análise comparativa da qualidade das previsões dos modelos seleccionados.
Electric power is an essential asset in modern societies. Electricity demand, the identification of its causal factors and the way they interact with it has been explored in many studies. Frequently, they concern the prediction of electricity demand evolution. This study shares similar goals and tries to achieve them by applying time series econometric methodology and cointegration. In an aggregate perspective, electricity demand is conditioned by technological, economical, demographic and climacteric factors, among others. Besides, regarding that global electricity demand can be divided in relatively homogenous sectors, we also explore, like many other studies, a sectoral approach hoping to achieve a higher degree of comprehension of demand. This paper develops econometric models, based on Cobb-Douglas demand functions, in order to explain electricity demand in mainland Portugal as a whole and also focusing in the Residential, Industrial and Commercial sectors. The time-series variables taken into consideration have annual periodicity and were observed between 1957 and 2002. Evidence was found supporting cointegration at three levels: (i) between total electricity demand and Portuguese GDP; (ii) between residential electricity demand and gross disposable income of families; (iii) between industrial electricity demand and industrial value added. In terms of long-term equilibrium, the remaining variables analyzed were unable to increase explanatory capacity either in the sectoral or global approach. A comparative analysis of the quality of the forecasting made through the selected models has been carried out.
Soto, Paula Andrea. "Arbitragem estatística no mercado brasileiro de ações: uma abordagem por VECM". reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/16990.
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Ao modelar séries de preços de ativos financeiros, a prática usual é tomar a primeira diferença das séries, e trabalhar assim com retornos ou logretornos. Utilizando VECM (Vector Error Correction Models, em inglês), torna-se possível trabalhar diretamente com as séries sem diferenciar, o que possibilita o estudo de tendências comuns e cointegração. Este trabalho utiliza VECM para gerar estratégias de arbitragem estatística no mercado brasileiro de ações. Tendências comuns são identificadas por PCA (Principal Components Analysis, em inglês, ou análise de componentes principais, em português) e os resultados foram utilizados para definir portfólios cointegrados. Foram propostos dois métodos de geração de sinais para estratégias de trading do tipo longshort. Um total de cinco diferentes estratégias de trading foram simuladas e a existência de arbitragem estatística em cada caso foi testada pelo teste proposto em (JARROW et al., 2012). Conclui-se que, ao considerar séries de preços não diferenciadas, a metodologia abordada permite identificar e modelar candidatos de portfólios cointegrados. Quando bem calibradas, as estratégias testadas geram ganhos significativos em todos os portfólios.
Common practice for modelling stock prices is to use their differences in form of returns or logreturns. Using VECM (Vector Error Correction Models), it is possible to work with the series of prices without differentiation, which allows looking into common trends and cointegration. This work uses VECM to create trading strategies for the Brazilian stock market. Common trends are obtained using PCA (Principal Components Analysis) and prices are modelled using VECM. Five longshort-type trading strategies are simulated in diversified portfolios, and tested for statistical arbitrage using the test proposed by (JARROW et al., 2012). The methodology for identifying common trends and modelling prices allows for trading strategies with good results for all portfolios.
Hu, Zhejin. "Time Series Forecasting Model for Chinese Future Marketing Price of Copper and Aluminum". Digital Archive @ GSU, 2008. http://digitalarchive.gsu.edu/math_theses/60.
Pełny tekst źródłaCarvalho, Gonçalo Nuno Brites de. "A relação entre as exportações e o crescimento económico : análise do caso português". Master's thesis, FEUC, 2015. http://hdl.handle.net/10316/28500.
Pełny tekst źródłaA hipótese Export-led-Growth defende que a promoção das exportações é fundamental para o reforço do crescimento económico. Contudo, nenhum consenso foi alcançado sobre a causalidade entre as duas variáveis. Este trabalho tem como objetivo reexaminar a hipótese Export-led-Growth em Portugal para o período 1970-2012, aplicando técnicas econométricas usuais para o estudo de séries temporais, como a análise de estacionaridade e cointegração das variáveis, bem como a estimação de um modelo de vetores de correção dos erros. O estudo revela a existência de uma relação de equilíbrio de longo- prazo entre as exportações e o PIB, e valida a hipótese Export-led-Growth para o caso Português. Com o objetivo de obter resultados mais detalhados, procurou-se ainda avaliar o impacto das exportações de produtos da indústria transformadora e não-transformadora no crescimento económico, utilizando dois modelos de vetores auto-regressivos bivariados. A estimação dos modelos revela um impacto positivo das exportações de produtos da indústria transformadora no PIB e um efeito “limitador” das exportações de produtos não transformados.
Ripamonti, Alexandre. "Fórmula de valoração racional (RVF) e variabilidade no tempo das taxas de retorno de ativos no Brasil". Universidade Presbiteriana Mackenzie, 2011. http://tede.mackenzie.br/jspui/handle/tede/782.
Pełny tekst źródłaFundo Mackenzie de Pesquisa
Rational valuation formula and time varying cointegration are the main thesis´ concepts, under the Muth´s (MUTH, 1961) rational expectations and theory of price movements as underlying theory, and also testing the null of time invariant error correction mechanisms and another one of inequality of fundamental value and share´s price. The data were obtained from Brazilian listed companies for 1986 to 2010 and also from 1871 to 2010 US stock market. The Johansen´s maximum likelihood and trace models, combined to Chebyshev time polynomials, as proposed by Bierens and Martins (2010) were used in order to test the null. The finds have shown first null rejection and no rejection for the second null. These finds are consistent to Bierens e Martins (BIERENS e MARTINS, 2010) and non-consistent with Muth (MUTH, 1961)
A presente tese aborda os conceitos de fórmula de valoração racional e cointegração variante no tempo para, sob o referencial da teoria das expectativas racionais e de movimentação de preços de Muth (MUTH, 1961), supor a variabilidade das taxas de retorno de ativos no mercado brasileiro, no período de 1986 a 2010, testando as hipóteses nulas de mecanismos de correção de erros dos vetores de cointegração constantes no tempo e de desigualdade entre valor fundamental e preço da ação. Foram coletados dados de preços e dividendos de ações componentes da carteira teórica do IBOVESPA de janeiro de 1986 a outubro de 2010. Além disso, também aplicamos os modelos propostos aos dados norte-americanos de preço e dividendos de 1871 a 2010, disponibilizados por Shiller. Os dados foram analisados através das técnicas de séries temporais e os coeficientes estimados através da técnica de máxima verossimilhança, especificamente com os modelos de cointegração de Johansen combinados com os polinômios temporais de Chebyshev, como proposto por Bierens e Martins (2010). Os resultados indicam a rejeição da hipótese nula de constância dos vetores de cointegração e, ainda, a não rejeição da hipótese nula de desigualdade entre valor fundamental e preço da ação para todas as séries temporais analisadas. Tais resultados são consistentes com os obtidos por Bierens e Martins (BIERENS e MARTINS, 2010) e não consistentes com a teoria das expectativas racionais de Muth (MUTH, 1961).
Silber, Frank. "Makroökonometrische Anpassungsanalyse im Vector-Error-Correction-Model (VECM) : Untersuchungen an ausgewählten Arbeitsmärkten /". Frankfurt am Main: Lang, 2003. http://www.gbv.de/dms/zbw/362076561.pdf.
Pełny tekst źródłaKsiążki na temat "VECM"
Engert, Walter. Forecasting inflation with the M1-VECM: Part two. [Ottawa]: Bank of Canada, 1998.
Znajdź pełny tekst źródłaMakroökonometrische Anpassungsanalyse im Vector-Error-Correction-Model (VECM): Untersuchungen an ausgewählten Arbeitsmarkten. Frankfurt am Main: P. Lang, 2003.
Znajdź pełny tekst źródłaFrancis, Neville. Monetary policy in a Markov-switching VECM: Implications for the cost of disinflation and the price puzzle. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2003.
Znajdź pełny tekst źródłaHlatký, Edmund. História vecí. Bratislava: Smena, 1988.
Znajdź pełny tekst źródłaKolšek, Peter. Nikoli več. Ljubljana: Literarno-umetniško društvo Literatura, 2005.
Znajdź pełny tekst źródłaPosada, Jorge Enrique Mendoza. Vem mulher, vem sempre--. Belo Horizonte, MG: Mazza Edições, 1993.
Znajdź pełny tekst źródłaTomsons, Teodors. Kliedziens: Veci avīžraksti. Sidnejā: Jumara, 1988.
Znajdź pełny tekst źródłaCohen, Doudou Gentille. J'Ai Vecu Auschwitz. Paris: La Pensee Universelle, 1986.
Znajdź pełny tekst źródłaJež, Boris. Yu, nikoli več? Ljubljana: Slon, 1994.
Znajdź pełny tekst źródłaLahola, Leopold. Posledná vec. Bratislava: F.R.& G., 1994.
Znajdź pełny tekst źródłaCzęści książek na temat "VECM"
Mokoena, Naledi Blessing, Johannes Tshepiso Tsoku i Martin Chanza. "Modelling External Debt Using VECM and GARCH Models". W Intelligent Computing & Optimization, 577–91. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93247-3_57.
Pełny tekst źródłaHoffman, Dennis L., i Robert H. Rasche. "Higher Dimensional VECM Models with Long-Run Money Demand Functions". W Aggregate Money Demand Functions, 163–216. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1814-6_7.
Pełny tekst źródłaHoffman, Dennis L., i Robert H. Rasche. "Analysis of Three Variable VECM Models Including Demand Functions for Real Balances". W Aggregate Money Demand Functions, 101–62. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1814-6_6.
Pełny tekst źródłaKaewsompong, Nachatchapong, Woraphon Yamaka i Paravee Maneejuk. "Export Price and Local Price Relation in Longan of Thailand: The Bivariate Threshold VECM Model". W Beyond Traditional Probabilistic Methods in Economics, 1016–27. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04200-4_74.
Pełny tekst źródłaHarville, David A. "Kronecker Products and the Vec and Vech Operators". W Matrix Algebra From a Statistician’s Perspective, 337–78. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/0-387-22677-x_16.
Pełny tekst źródłaHarville, David A. "Kronecker Products and the Vec and Vech Operators". W Matrix Algebra: Exercises and Solutions, 139–59. New York, NY: Springer New York, 2001. http://dx.doi.org/10.1007/978-1-4613-0181-3_16.
Pełny tekst źródłaLabuschagne, Coenraad C. A., Niel Oberholzer i Pierre J. Venter. "A Vector Error Correction Model (VECM) of FTSE/JSE SA Listed Property Index and FTSE/JSE SA Capped Property Index". W Advances in Panel Data Analysis in Applied Economic Research, 95–111. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-70055-7_8.
Pełny tekst źródłaSah, Hemant Kumar, i Gyanendra Singh Sisodia. "Exploring the Relationship Among Economic Growth, Energy Consumption, Carbon Emission and Trade: A Panel Vector Error Correction Model (VECM) Analyses". W Energy Transition, 249–65. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-3540-4_9.
Pełny tekst źródłaPenm, Jack, i R. D. Terrell. "The Recursions of Subset VECM/State-Space Models and Their Applications to Nonlinear Relationships of Nickel Price Formation in Conditions of Climate Change". W Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models, 176–92. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230295223_10.
Pełny tekst źródłaLevendis, John D. "Cointegration and VECMs". W Springer Texts in Business and Economics, 343–82. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-98282-3_12.
Pełny tekst źródłaStreszczenia konferencji na temat "VECM"
Phoong, Seuk-Wai, Mohd Tahir Ismail i Siok-Kun Sek. "A comparison between MS-VECM and MS-VECMX on economic time series data". W PROCEEDINGS OF THE 21ST NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM21): Germination of Mathematical Sciences Education and Research towards Global Sustainability. AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4887694.
Pełny tekst źródłaZhang, Jianfeng, Wenxiu Hu i Xin Zhang. "The Relative Performance of VAR and VECM Model". W 2010 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2010. http://dx.doi.org/10.1109/iciii.2010.195.
Pełny tekst źródłaAGCA, Alperen, i Ismail CAKMAK. "THE LINKAGE BETWEEN INFLATION AND UNEMPLOYMENT: A VECM STUDY". W 2nd International Scientific Conference - Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia; Faculty of Management Koper, Slovenia; Doba Business School - Maribor, Slovenia; Integrated Business Faculty - Skopje, Macedonia; Faculty of Management - Zajecar, Serbia, 2018. http://dx.doi.org/10.31410/eman.2018.947.
Pełny tekst źródłaSohail, Aftab Saad, Maria Sameen i Qazi Ahmed. "Understanding Monetary Policy Communication: A VECM Approach Based on Pakistan". W 2019 International Conference on Green and Human Information Technology (ICGHIT). IEEE, 2019. http://dx.doi.org/10.1109/icghit.2019.00039.
Pełny tekst źródła"Aggregate Supply Response of Some Livestock Commodities in Algeria: Cointegration-VECM Approach". W Feb. 2021 International Conferences. Excellence in Research & Innovation (EIRAI), 2021. http://dx.doi.org/10.17758/eirai9.c0221208.
Pełny tekst źródłaDghais, Amel Abdoullah, i Mohd Tahir Ismail. "Relationship between stock market of UK and MENA: Wavelet transform and MS-VECM model". W 2015 International Symposium on Technology Management and Emerging Technologies (ISTMET). IEEE, 2015. http://dx.doi.org/10.1109/istmet.2015.7359048.
Pełny tekst źródłaLestari, Reni. "Analysis of Stock Market Integration Among ASEAN Countries by Using Vector Error Correction Model (VECM) Approach". W Japan International Business and Management Research Conference. RSF Press & RESEARCH SYNERGY FOUNDATION, 2020. http://dx.doi.org/10.31098/jibm.v1i1.220.
Pełny tekst źródłaAladin, Aladin, Evada Dewata, Yuliana Sari i Yuli Antina Aryani. "The Role of Small and Medium Enterprises (SMES) and Economic Growth in Indonesia: The VECM Analysis". W 4th Forum in Research, Science, and Technology (FIRST-T3-20). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/ahsseh.k.210122.017.
Pełny tekst źródłaZhu, Qian, i Meiliang He. "Tests on causal relationships between CO2 emissions and economic growth in China based on VECM model". W 2013 2nd International Symposium on Instrumentation & Measurement, Sensor Network and Automation (IMSNA). IEEE, 2013. http://dx.doi.org/10.1109/imsna.2013.6743270.
Pełny tekst źródłaXiang, Wanyu. "Empirical analysis of the effects of monetary policy on house prices��Based on the VECM model". W 2nd International Conference on Science and Social Research (ICSSR 2013). Paris, France: Atlantis Press, 2013. http://dx.doi.org/10.2991/icssr-13.2013.135.
Pełny tekst źródłaRaporty organizacyjne na temat "VECM"
Hoffman, Dennis, i Robert H. Rasche. STLS/US-VECM 6.1: A Vector Error-Correction Forecasting Model of the US Economy. Federal Reserve Bank of St. Louis, 1997. http://dx.doi.org/10.20955/wp.1997.008.
Pełny tekst źródłaRasche, Robert H. Identification of Dynamic Economic Models from Reduced Form VECM Structures: An Application of Covariance. Federal Reserve Bank of St. Louis, 2000. http://dx.doi.org/10.20955/wp.2000.011.
Pełny tekst źródłaOwyang, Michael T., i Neville Francis. Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation and the Price Puzzle. Federal Reserve Bank of St. Louis, 2003. http://dx.doi.org/10.20955/wp.2003.001.
Pełny tekst źródłaAhwireng-Obeng, Asabea Shirley, i Frederick Ahwireng-Obeng. Private Philanthropic Cross-Border Flows and Sustainable Development in Africa. Centre on African Philanthropy and Social Investment, sierpień 2011. http://dx.doi.org/10.47019/2021.ra1.
Pełny tekst źródłaMihovilovic, Miha. Measurement of double polarized asymmetries in quasi-elastic processes ${}^3\vec{He}(\vec{e},e' d)$ and ${}^3\vec{He}(\vec{e},e' p)$. Office of Scientific and Technical Information (OSTI), styczeń 2012. http://dx.doi.org/10.2172/1047576.
Pełny tekst źródłaVignote, Javier Rodriguez. Effective Sections, Observable Polarization and Nuclear Reactions Responses A($\vec{e}$,e'$\vec{p}$)B; Secciones Eficaces, Observables de Polarización y Respuestas Nucleares en Reacciones A($\vec{e}$,e'$\vec{p}$)B. Office of Scientific and Technical Information (OSTI), styczeń 2005. http://dx.doi.org/10.2172/922961.
Pełny tekst źródłaKößling, Matthias, Marcel Weikert i Martin Tajmar. Experimental Evaluation of the VEM Drive. GWT-TUD GmbH Dresden, maj 2020. http://dx.doi.org/10.25368/2020.4.
Pełny tekst źródłaMeyer, William R. MIL-STD-1660 Tests for General Defense Corporation Value Engineered Change Proposal (GDC VECP) on Wooden Pallets for PA116 Containers (VECP 0520E0014R-C). Fort Belvoir, VA: Defense Technical Information Center, styczeń 1989. http://dx.doi.org/10.21236/ada215599.
Pełny tekst źródłaChai, Zhengwei. Study of the N to Delta Transition via p($\vec{e}$, e'$\vec{p}$)π0 reaction. Office of Scientific and Technical Information (OSTI), wrzesień 2003. http://dx.doi.org/10.2172/824896.
Pełny tekst źródłaChai, Zhengwei. Study of the N to Delta Transition via p($\vec{v}$, e'$\vec{p}$)π0 Reaction. Office of Scientific and Technical Information (OSTI), wrzesień 2003. http://dx.doi.org/10.2172/816501.
Pełny tekst źródła