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Journal of Medicine and Pharmacy","Tạp chí Y Dược học Cần Thơ",{"EN":487,"VI":488},"\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">04\u002F10\u002F2015 Ministry of Information and Communications allowed Can Tho journal of medicine and pharmacy to operate (102 \u002FGP-BTTTT)\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">07\u002F16\u002F2015 Can Tho journal of medicine and pharmacy is internationally recognized: ISSN 2354-1210\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">In 2016, The journal has been included in the list of medical science journals by The State Council for professorship which is awarded a work score of 0-0.5 points for a published article.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Can Tho Journal of Medicine and Pharmacy welcome original works that haven’t been submitted or published in other medical journals. Posts must contain content related to one of the journal’s categories.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">The content published\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">The journal is divided into 3 categories:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Scientific research article: are valuable scientific works, which have been researched and accepted.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Overview of medicine, biology and pharmacy: serving the objective of continuing training in the fields of medicine, biology and pharmacy; to systematize classical and modern knowledge.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Update information on new knowledge about medicine, biology, pharmacy in the country and in the world.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Scope\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Publication and introduction of scientific research in the fields:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">+ Medicine (internal medicine, surgery, pediatrics, obstetrics and gynecology, odonto-stomatology, laboratory, oncology, traditional medicine, nursing).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">+ Biology (genetics, biotechnology).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">+ Pharmacology (pharmaceutics, drug quality analysis-control, synthetic pharmaceutical chemistry, biochemistry, pharmacognosy, botany, clinical pharmacy).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- To enhance the quality of undergraduate, postgraduate education, scientifically researching and meet the necessary treatment in hospital.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Introducing the updated domestic and oversea information about science technology to promote scientific research and exchanging technology in local, other universities.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">- Exchanging pharmaceutical and medical information for social health developing in the Mekong Delta and Vietnam.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">The object\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Postgraduate students, student of Can Tho University of Medicine and Pharmacy, scientists from schools, research institutes, hospitals, health centers, pharmaceutical companies of the Mekong Delta; other provinces and regions in Vietnam and other country.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Address\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Headquarters of Can Tho Journal of Medicine and Pharmacy, located Scientific Research and International Cooperation Office: 179 Nguyen Van Cu Street, An Khanh Ward, Ninh Kieu District, Can Tho City, Vietnam.\u003C\u002Fspan>\u003C\u002Fp>","\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Ngày 16\u002F7\u002F2015, Tạp chí Y Dược học Cần Thơ được cấp chỉ số quốc tế: ISSN 2354-1210.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Từ tháng 4\u002F2016, Tạp chí đã được Hội đồng Giáo sư ngành Y đưa vào danh sách các tạp chí khoa học Y học được tính điểm công trình 0-0,5 điểm cho một bài báo đăng.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Năm 2020 Tạp chí Y Dược học Cần Thơ đã được phê duyệt vào danh mục của các Hội đồng Giáo sư ngành Dược học được tính điểm công trình 0-0,5 điểm cho một bài báo đăng.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí Y Dược học Cần Thơ ra 12 số\u002Fnăm, 180-200 trang\u002Fsố.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Từ tháng 12\u002F2022 Tạp chí Y Dược học Cần Thơ là thành viên của hệ thống Crossref và từ tháng 01\u002F2023 tạp chí thực hiện bình duyệt online kín 2 chiều nhằm tăng tính minh bạch, tin cậy của các công trình nghiên cứu khoa học và đảm bảo tốt nhất chất lượng khoa học của bài viết.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tôn chỉ, mục đích và phạm vi của tạp chí\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tôn chỉ và mục đích hoạt động của tạp chí: xuất bản nhằm mục đích phổ biến kết quả từ các đề tài nghiên cứu khoa học; giao lưu trao đổi khoa học, chia sẻ kinh nghiệm, học tập, đồng thời cập nhật thông tin khoa học mới trong các lĩnh vực y, sinh, dược học trong và ngoài nước.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Phạm vi của tạp chí: Tạp chí xuất bản được chia thành 3 chuyên mục: (i) Bài báo nghiên cứu khoa học là kết quả công trình nghiên cứu khoa học có giá trị đã được triển khai nghiên cứu, (ii) Bài tổng quan y, sinh, dược học: phục vụ mục tiêu đào tạo liên tục trong lĩnh vực y, sinh, dược học; nhằm hệ thống hóa những kiến thức kinh điển và hiện đại; (iii) Thông tin cập nhật kiến thức mới về y, sinh, dược học trong nước và trên thế giới.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Chính sách truy cập mở\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí Y Dược học Cần Thơ áp dụng chính sách truy cập mở đối với các bài báo đã xuất bản đến với độc giả, nhằm mở rộng cơ hội tiếp cận các kết quả nghiên cứu chất lượng cao và tăng cường trao đổi kiến thức. Tạp chí đăng tải trực tuyến (miễn phí) toàn văn các bài báo được công bố trên website của Tạp chí (https:\u002F\u002Ftapchi.ctump.edu.vn).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Đạo đức xuất bản\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí Y Dược học Cần Thơ cam kết tuân thủ đạo đức xuất bản phù hợp với các hướng dẫn và tiêu chuẩn của the Committee on Publication Ethics (COPE), tuân thủ các nguyên tắc của COPE’s Core Practices, Best Practices Guidelines for Journal Editors và Guidelines on Good Publication Practices.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Bản thảo bài báo chỉ được chấp nhận khi được tác giả chịu trách nhiệm chính cam kết các nội dung sau: Các nội dung của bản thảo chưa được đăng tải toàn bộ hoặc một phần ở các tạp chí khác; Tất cả các tác giả đều có đóng góp một cách đáng kể vào quá trình nghiên cứu hoặc chuẩn bị bản thảo và cùng chịu trách nhiệm về các nội dung của bản thảo; Tuân thủ các biện pháp đảm bảo đạo đức nghiên cứu (ví dụ thỏa thuận đồng ý tham gia nghiên cứu).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Cam kết bảo mật\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí cam kết thực hiện và tuân thủ các quy định của luật và các văn bản hướng dẫn liên quan đến bảo mật thông tin cá nhân trên không gian mạng. Các thông tin mà người dùng (tác giả, độc giả, biên tập viên, người phản biện) nhập vào các biểu mẫu trên Hệ thống Quản lý xuất bản trực tuyến của tạp chí chỉ được sử dụng vào các mục đích đã được tuyên bố rõ ràng và sẽ không được cung cấp cho bất kỳ bên thứ ba nào khác, hay dùng vào bất kỳ mục đích nào khác.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Phí gửi bài\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Lệ phí gửi đăng bài: 1.000.000đ\u002Fbài báo\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Lệ phí gửi đăng nhanh: 1.500.000đ\u002Fbài báo\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Đối với tác giả là cán bộ viên chức thuộc Trường Đại học Y Dược Cần Thơ thì được hỗ trợ 50% lệ phí gửi đăng bài.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Đối với sinh viên thực hiện đề tài nghiên cứu khoa học cấp trường được hỗ trợ 100% lệ phí đăng bài ( Tác giả gửi đính kèm “ Quyết định về việc giao tổ chức thực hiện đề tài nghiên cứu khoa học cấp Trường của sinh viên”).\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Hình thức nộp lệ phí:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">1. Tiền mặt:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Nộp trực tiếp tại Phòng Tài chính - Kế toán, Trường Đại học Y Dược Cần Thơ, số 179 Nguyễn Văn Cừ, P. An Khánh, Q. Ninh Kiều, thành phố Cần Thơ.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">2. Chuyển khoản:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tên Tài khoản: Trường ĐHYD Cần Thơ, Số TK: 0111000115668, tại ngân hàng Vietcombank chi nhánh Cần Thơ.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Thời gian: Áp dụng từ ngày 01\u002F02\u002F2023.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">* Phí gửi bài không được hoàn trả khi bài viết bị từ chối hoặc tác giả xin rút bài viết.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Quy trình phản biện bài báo\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tạp chí Y Dược học Cần Thơ thực hiện quy trình phản biện kín hai chiều nghiêm ngặt. Danh tính của những người phản biện không được tiết lộ cho các tác giả và ngược lại. Quy trình thẩm định bài báo đăng gồm các bước sau:\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tiếp nhận bản thảo\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Tác giả liên hệ gửi bản thảo đến Tạp chí qua hệ thống trực tuyến tại website: https:\u002F\u002Ftapchi.ctump.edu.vn. Hướng dẫn về cách đăng ký, gửi bài và chuẩn bị bản thảo được cung cấp trên website của Tạp chí.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Sàng lọc sơ bộ\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Sau khi Tòa soạn nhận được bài báo của tác giả, Ban Thư ký sẽ tiến hành kiểm tra sơ bộ bài báo (các yêu cầu về nội dung và hình thức). Những bài báo không đúng quy cách hoặc có nội dung không phù hợp hoặc vi phạm bản quyền sẽ bị từ chối (Ban Thư ký thông báo phản hồi đến tác giả trong vòng 1 tuần). Những bài báo đủ điều kiện, được Ban Thư ký tòa soạn chuyển đến Ban Biên tập có cùng chuyên môn với nội dung bài báo để đề xuất người phản biện. Thời gian kể từ khi Ban Biên tập nhận bài báo đến khi đề xuất người phản biện bài báo chậm nhất là 5 ngày.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Vòng phản biện\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">1. Ban Thư ký gửi bài và yêu cầu phản biện đến 02 phản biện độc lập.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">2. Các phản biện gởi nhận xét cho Ban Thư ký. Thời gian từ khi gửi bài cho phản biện đến khi nhận ý kiến của phản biện tối đa là 20 ngày.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Xử ký kết quả phản biện\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">1. Nếu ý kiến đồng ý cho đăng và không cần chỉnh sửa, Ban Thư ký tiếp tục đăng bài theo qui trình.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">2. Nếu ý kiến đồng ý đăng và cần chỉnh sửa, Ban Thư ký sẽ thông tin đến tác giả chỉnh sửa theo yêu cầu của người phản biện. Thời gian chỉnh sửa và gửi lại kéo dài không quá 2 tuần, từ khi tác giả bài báo nhận được thông tin (Quá trình này có thể lặp lại tối đa 2 lần\u002F1 bài báo). Khi có sự thống nhất, đồng ý của người phản biện; bài báo được tiếp tục đăng theo qui trình.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">3. Những bài báo có chất lượng không đạt yêu cầu, cả 2 phản biện không đồng ý cho đăng sẽ bị Tòa soạn từ chối đăng.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">Xuất bản\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">1. Ban Thư ký tổng hợp các bản thảo đã được tác giả hoàn thiện sau thẩm định trình Ban Biên tập xem xét, Tổng Biên tập phê duyệt, quyết định bài đăng theo các tiêu chí: sự phù hợp nội dung với tôn chỉ và mục đích, thể loại bài viết (ưu tiên các bài có bài có nghiên cứu chuyên sâu, hàm lượng khoa học cao), đóng góp mới bài báo, bài báo được ưu tiên đăng trong số gần nhất của Tạp chí theo thứ tự: tính thời sự, chất lượng bài báo và thời gian gửi bài.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">2. Ban Biên tập và Ban Thư ký biên tập bản thảo, chế bản, đọc rà soát lỗi. Thời gian hoàn thành từ 10-15 ngày.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">3. Ban Thư ký có trách nhiệm thông báo cho tác giả bài báo (bằng e-mail) về tình hình phê duyệt bài báo, thời gian, số kỳ, tập xuất bản bài báo theo qui định.\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>\u003Cp>\u003Cspan style=\"color: rgb(0, 0, 0);\">4. Danh sách bài báo theo số Tạp chí được in ấn và phát hành trong năm định kỳ được công bố chính thức trên website: https:\u002F\u002Ftapchi.ctump.edu.vn\u003C\u002Fspan>\u003C\u002Fp>\u003Cp>\u003Cbr>\u003C\u002Fp>",{"VOID":490},"wcQ1uqwAAAAJ","2023-05-30T08:17:21.868+00:00",[],[494],{"id":495,"createTime":28,"updateTime":28,"relativeEntities":496,"slug":28,"properties":497,"entityType":28,"verifyStatus":28,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":28,"url":507,"parentIds":508,"statistic":28},"6413896b-eca9-442b-a73f-182a58a0ce40",[],{"title":498,"address":501,"country":504,"abbreviation":505},{"EN":499,"VI":500},"Can Tho University of Medicine and Pharmacy","Trường Đại học Y Dược Cần Thơ",{"EN":502,"VI":503},"No 179, Nguyen Van Cu street, An Khanh ward, Ninh Kieu district, Can Tho city, Vietnam","Số 179, đường Nguyễn Văn Cừ, phường An Khánh, quận Ninh Kiều, thành phố Cần Thơ, Việt Nam",{"VOID":15},{"VOID":506},"ctump","http:\u002F\u002Fwww.ctump.edu.vn\u002F",[],[],"https:\u002F\u002Ftapchi.ctump.edu.vn\u002Findex.php\u002Fctump",{"impactFactor":32,"impactFactorByYear":512,"i10Index":32,"i10IndexLast5Year":32,"totalPublication":514,"totalPublicationByYear":515,"totalCitation":520,"totalCitationByYear":521,"totalCitationPerPublication":108,"totalCitationPerPublicationByYear":523,"hindexLast5Year":45,"hindex":45},{"2022":513,"2023":111,"2024":106},0.01,1556,{"2020":47,"2021":516,"2022":517,"2023":518,"2024":519,"2025":122},57,306,801,358,161,{"2021":146,"2022":280,"2023":522},99,{"2021":524,"2022":318,"2023":104},0.23,{"impactFactor":28,"impactFactorByYear":28,"i10Index":123,"i10IndexLast5Year":123,"totalPublication":526,"totalPublicationByYear":527,"totalCitation":526,"totalCitationByYear":528,"totalCitationPerPublication":40,"totalCitationPerPublicationByYear":531,"hindexLast5Year":49,"hindex":49},476,{"0":205,"2019":123,"2021":139,"2022":459,"2023":451,"2024":357,"2025":49,"2026":48},{"2021":42,"2022":123,"2023":161,"2024":529,"2025":360,"2026":530},136,83,{"2021":105,"2022":513,"2023":532,"2024":127,"2025":533,"2026":534},0.62,25.43,13.83,{"id":536,"createTime":537,"updateTime":382,"relativeEntities":538,"slug":539,"properties":540,"entityType":25,"verifyStatus":26,"verifyTime":28,"verifyNote":28,"languages":552,"translateLanguages":28,"viewCount":133,"subjectFields":553,"manageAffiliations":554,"indexDatabases":555,"url":556,"thumbnailPath":557,"statistic":558,"gsStatistic":594,"type":55,"analyzePriority":28},"6984a56a-db70-403b-9cc4-4013e1ceaffa","2023-05-09T06:47:40.346+00:00",[],"T%E1%BA%A1p%20ch%C3%AD%20Nghi%C3%AAn%20c%E1%BB%A9u%20n%C6%B0%E1%BB%9Bc%20ngo%C3%A0i",{"country":541,"issn":542,"title":544,"introduce":547,"gsId":550},{"VOID":15},{"VOID":543},"25252445",{"EN":545,"VI":546},"VNU Journal of Foreign Studies","Tạp chí Nghiên cứu nước ngoài",{"EN":548,"VI":549},"{\"ops\":[{\"insert\":\"\\n\\nThe \\n\"},{\"attributes\":{\"italic\":true},\"insert\":\"VNU Journal of Science\"},{\"insert\":\"\\n was established in 1985 for the publication of national and international research papers in all fields of natural sciences and technology, social sciences and humanities. 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The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.","PENDING",[886,892],{"id":887,"createTime":28,"updateTime":28,"relativeEntities":888,"label":889,"description":891,"parentId":28,"standard":28,"scholarHubFieldId":28},"af060170-2140-48d7-9ac3-95a2c515ebfe",[],{"EN":890},"Social Sciences (miscellaneous)",{},{"id":893,"createTime":28,"updateTime":28,"relativeEntities":894,"label":895,"description":897,"parentId":28,"standard":28,"scholarHubFieldId":28},"4a86fe5b-341e-419b-b190-952ea1469086",[],{"EN":896},"Economics and Econometrics",{},[899,906],{"id":900,"createTime":28,"updateTime":28,"relativeEntities":901,"slug":28,"properties":902,"entityType":28,"verifyStatus":28,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":28,"url":28,"parentIds":905,"statistic":28},"43d4a537-d044-4372-8544-ca45c3bea38f",[],{"title":903},{"EN":904},"WILEY",[],{"id":907,"createTime":28,"updateTime":28,"relativeEntities":908,"slug":28,"properties":909,"entityType":28,"verifyStatus":28,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":28,"url":28,"parentIds":912,"statistic":28},"5897d6dd-2e52-4a63-b727-73a22f8a55c0",[],{"title":910},{"EN":911},"John Wiley and Sons Ltd",[],[914,927],{"id":915,"indexDatabase":916,"url":921,"indexYears":922,"academicFieldIds":923,"indexDatabaseRanking":926},"75dfddf0-bdae-45a1-a33e-25a53749206c",{"id":775,"createTime":28,"updateTime":28,"relativeEntities":917,"label":918,"description":919,"key":781,"publicationTags":920,"standard":28},[],{"EN":778,"VI":778},{"EN":778,"VI":780},[783],"https:\u002F\u002Fwww.scopus.com\u002Fsourceid\u002F28964","1986-2025",[924,925],"e5360a1b-201d-4545-8b26-0f62c9283635","dda8bb80-7765-4f0d-a984-eaee227a24b4","SCOPUS__Q1",{"id":928,"indexDatabase":929,"url":940,"indexYears":28,"academicFieldIds":941,"indexDatabaseRanking":28},"32d87e56-7085-4058-a1de-8c2384b41b59",{"id":930,"createTime":28,"updateTime":28,"relativeEntities":931,"label":932,"description":934,"key":937,"publicationTags":938,"standard":28},"a8273be3-1221-4f26-949d-71dc71ff1fc3",[],{"EN":933,"VI":933},"ISI-SSCI -  Social Sciences Citation Index",{"EN":935,"VI":936},"SSCI database","Cơ sở dữ liệu SSCI","ssci",[939,813],"SSCI","https:\u002F\u002Fmjl.clarivate.com\u002Fsearch-results?issn=0883-7252",[942,943],"e6615e52-7101-4709-88aa-c668c4abfe9a","0b8e62b2-c9d1-413b-84bb-3d9515d04f0d","https:\u002F\u002Fonlinelibrary.wiley.com\u002Fjournal\u002F10991255",{"impactFactor":32,"impactFactorByYear":946,"i10Index":49,"i10IndexLast5Year":32,"totalPublication":49,"totalPublicationByYear":948,"totalCitation":949,"totalCitationByYear":950,"totalCitationPerPublication":956,"totalCitationPerPublicationByYear":957,"hindexLast5Year":49,"hindex":49},{"2014":152,"2015":947,"2016":330,"2017":40,"2018":636,"2019":46},69.5,{"2001":40,"2006":40,"2007":40,"2013":40,"2014":40,"2016":40,"2017":40},23984,{"2001":951,"2006":952,"2007":953,"2013":954,"2014":955,"2016":130,"2017":132},12798,368,8760,848,1162,3426.29,{"2001":951,"2006":952,"2007":953,"2013":954,"2014":955,"2016":130,"2017":132},{"meta":959,"data":961},{"total":960},"38",[962,1238,1474,1666,2170,2339,2588,2833,3090,3369],{"id":963,"createTime":964,"updateTime":965,"relativeEntities":966,"slug":967,"properties":968,"entityType":980,"verifyStatus":26,"verifyTime":981,"verifyNote":982,"languages":983,"translateLanguages":984,"viewCount":32,"primaryUrl":985,"fullTextUrl":28,"authors":986,"publicationType":1044,"publisherRelationship":1045,"citationCount":951,"citationInfo":1100,"publishDate":1116,"publishYear":1101,"citationAnalyzeStatus":884,"lastCitationAnalyze":28,"indexDatabases":1117,"openAccess":28,"references":1118,"isForceReanalyzing":1237},"4304564b-1ba3-4eeb-9311-21433b2ea267","2024-04-17T13:19:15.666+00:00","2026-09-12T06:13:54.048+00:00",[],"Bounds-testing-approaches-to-the-analysis-of-level-relationships",{"openalex":969,"mag":971,"abstract":973,"title":975,"doi":978},{"VOID":970},"W1966910378",{"VOID":972},"1966910378",{"EN":974},"\u003Cjats:title>Abstract\u003C\u002Fjats:title>\u003Cjats:p>This paper develops a new approach to the problem of testing the existence of a level relationship between a dependent variable and a set of regressors, when it is not known with certainty whether the underlying regressors are trend‐ or first‐difference stationary. The proposed tests are based on standard\u003Cjats:italic>F\u003C\u002Fjats:italic>‐ and\u003Cjats:italic>t\u003C\u002Fjats:italic>‐statistics used to test the significance of the lagged levels of the variables in a univariate equilibrium correction mechanism. The asymptotic distributions of these statistics are non‐standard under the null hypothesis that there exists no level relationship, irrespective of whether the regressors are\u003Cjats:italic>I\u003C\u002Fjats:italic>(0) or\u003Cjats:italic>I\u003C\u002Fjats:italic>(1). Two sets of asymptotic critical values are provided: one when all regressors are purely\u003Cjats:italic>I\u003C\u002Fjats:italic>(1) and the other if they are all purely\u003Cjats:italic>I\u003C\u002Fjats:italic>(0). These two sets of critical values provide a band covering all possible classifications of the regressors into purely\u003Cjats:italic>I\u003C\u002Fjats:italic>(0), purely\u003Cjats:italic>I\u003C\u002Fjats:italic>(1) or mutually cointegrated. Accordingly, various bounds testing procedures are proposed. It is shown that the proposed tests are consistent, and their asymptotic distribution under the null and suitably defined local alternatives are derived. The empirical relevance of the bounds procedures is demonstrated by a re‐examination of the earnings equation included in the UK Treasury macroeconometric model. Copyright © 2001 John Wiley & Sons, Ltd.\u003C\u002Fjats:p>",{"EN":976,"VI":977},"Bounds testing approaches to the analysis of level relationships","Các phương pháp tiếp cận kiểm định biên cho phân tích mối quan hệ mức",{"VOID":979},"10.1002\u002Fjae.616","PUBLICATION","2024-12-31T16:11:09.800+00:00","Auto Verify",[31],[30],"https:\u002F\u002Fonlinelibrary.wiley.com\u002Fdoi\u002F10.1002\u002Fjae.616",[987,1006,1025],{"id":988,"sortIndex":32,"researcher":28,"roles":989,"affiliations":990,"properties":999,"displayName":1003,"givenName":28,"familyName":28},"75d38c2a-e5c1-46ca-a061-d8118fa392b5",[],[991],{"id":992,"sortIndex":32,"affiliation":993,"properties":28},"dba8929c-d712-4251-94ef-de469383eda5",{"id":992,"createTime":28,"updateTime":28,"relativeEntities":994,"slug":28,"properties":995,"entityType":28,"verifyStatus":28,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":28,"url":28,"parentIds":998,"statistic":28},[],{"title":996},{"VI":997},"Trinity College, Cambridge CB2 1TQ, UK",[],{"orcid":1000,"title":1002,"openalex":1004},{"VOID":1001},"https:\u002F\u002Forcid.org\u002F0000-0001-5936-363X",{"EN":1003},"M. 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In this paper we propose a simple alternative where the standard augmented Dickey–Fuller (ADF) regressions are augmented with the cross‐section averages of lagged levels and first‐differences of the individual series. New asymptotic results are obtained both for the individual cross‐sectionally augmented ADF (CADF) statistics and for their simple averages. It is shown that the individual CADF statistics are asymptotically similar and do not depend on the factor loadings. The limit distribution of the average CADF statistic is shown to exist and its critical values are tabulated. Small sample properties of the proposed test are investigated by Monte Carlo experiments. The proposed test is applied to a panel of 17 OECD real exchange rate series as well as to log real earnings of households in the PSID data. Copyright © 2007 John Wiley & Sons, Ltd.\u003C\u002Fjats:p>",{"EN":1252,"VI":1253},"A simple panel unit root test in the presence of cross‐section dependence","Kiểm định nghiệm đơn vị dữ liệu bảng đơn giản khi có phụ thuộc chéo",{"VOID":1255},"10.1002\u002Fjae.951",[31],[30],"https:\u002F\u002Fonlinelibrary.wiley.com\u002Fdoi\u002F10.1002\u002Fjae.951",[1260],{"id":1261,"sortIndex":32,"researcher":28,"roles":1262,"affiliations":1263,"properties":1272,"displayName":1003,"givenName":28,"familyName":28},"e8909f6d-9761-4840-9ab9-6c1158d9c6a6",[],[1264],{"id":1265,"sortIndex":32,"affiliation":1266,"properties":28},"b4f5438e-61b7-4bf7-8394-7a2c19c83ce4",{"id":1265,"createTime":28,"updateTime":28,"relativeEntities":1267,"slug":28,"properties":1268,"entityType":28,"verifyStatus":28,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":28,"url":28,"parentIds":1271,"statistic":28},[],{"title":1269},{"EN":1270},"Faculty of Economics and Centre for International Macroeconomics and Finance, Cambridge University, UK, and USC",[],{"orcid":1273,"title":1274,"openalex":1275},{"VOID":1001},{"EN":1003},{"VOID":1005},{"url":28,"publisher":1277,"properties":1324},{"id":868,"createTime":869,"updateTime":870,"relativeEntities":1278,"slug":872,"properties":1279,"entityType":25,"verifyStatus":884,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":32,"subjectFields":1284,"manageAffiliations":1293,"indexDatabases":1304,"url":944,"thumbnailPath":28,"statistic":1319,"gsStatistic":28,"type":28,"analyzePriority":28},[],{"country":1280,"eissn":1281,"issn":1282,"title":1283},{"VOID":875},{"VOID":877},{"VOID":879},{"EN":881},[1285,1289],{"id":887,"createTime":28,"updateTime":28,"relativeEntities":1286,"label":1287,"description":1288,"parentId":28,"standard":28,"scholarHubFieldId":28},[],{"EN":890},{},{"id":893,"createTime":28,"updateTime":28,"relativeEntities":1290,"label":1291,"description":1292,"parentId":28,"standard":28,"scholarHubFieldId":28},[],{"EN":896},{},[1294,1299],{"id":900,"createTime":28,"updateTime":28,"relativeEntities":1295,"slug":28,"properties":1296,"entityType":28,"verifyStatus":28,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":28,"url":28,"parentIds":1298,"statistic":28},[],{"title":1297},{"EN":904},[],{"id":907,"createTime":28,"updateTime":28,"relativeEntities":1300,"slug":28,"properties":1301,"entityType":28,"verifyStatus":28,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":28,"url":28,"parentIds":1303,"statistic":28},[],{"title":1302},{"EN":911},[],[1305,1312],{"id":915,"indexDatabase":1306,"url":921,"indexYears":922,"academicFieldIds":1311,"indexDatabaseRanking":926},{"id":775,"createTime":28,"updateTime":28,"relativeEntities":1307,"label":1308,"description":1309,"key":781,"publicationTags":1310,"standard":28},[],{"EN":778,"VI":778},{"EN":778,"VI":780},[783],[924,925],{"id":928,"indexDatabase":1313,"url":940,"indexYears":28,"academicFieldIds":1318,"indexDatabaseRanking":28},{"id":930,"createTime":28,"updateTime":28,"relativeEntities":1314,"label":1315,"description":1316,"key":937,"publicationTags":1317,"standard":28},[],{"EN":933,"VI":933},{"EN":935,"VI":936},[939,813],[942,943],{"impactFactor":32,"impactFactorByYear":1320,"i10Index":49,"i10IndexLast5Year":32,"totalPublication":49,"totalPublicationByYear":1321,"totalCitation":949,"totalCitationByYear":1322,"totalCitationPerPublication":956,"totalCitationPerPublicationByYear":1323,"hindexLast5Year":49,"hindex":49},{"2014":152,"2015":947,"2016":330,"2017":40,"2018":636,"2019":46},{"2001":40,"2006":40,"2007":40,"2013":40,"2014":40,"2016":40,"2017":40},{"2001":951,"2006":952,"2007":953,"2013":954,"2014":955,"2016":130,"2017":132},{"2001":951,"2006":952,"2007":953,"2013":954,"2014":955,"2016":130,"2017":132},{"issue":1325,"pages":1327,"volume":1329},{"VOID":1326},"2",{"VOID":1328},"265-312",{"VOID":1330},"22",{"total":953,"publishYear":1332,"statisticByYear":1333},2007,{"2012":836,"2013":1334,"2014":1335,"2015":1336,"2016":1337,"2017":1338,"2018":1339,"2019":1340,"2020":1341,"2021":1342,"2022":1343,"2023":1113,"2024":1344},206,234,244,240,291,357,487,698,1002,1438,1007,"2007-03-01",[939,926],[1348,1351,1354,1357,1360,1364,1367,1370,1373,1376,1379,1382,1385,1388,1391,1394,1397,1400,1403,1406,1410,1412,1416,1419,1422,1425,1428,1431,1434,1437,1440,1443,1446,1449,1452,1456,1459,1462,1465,1468,1471],{"id":28,"text":1349,"url":28,"identifiers":1350},"10.2307\u002F2951574",{"doi":1349},{"id":28,"text":1352,"url":28,"identifiers":1353},"10.1111\u002F1468-0262.00273",{"doi":1352},{"id":28,"text":1355,"url":28,"identifiers":1356},"10.1111\u002Fj.1468-0262.2004.00528.x",{"doi":1355},{"id":28,"text":1358,"url":28,"identifiers":1359},"10.1016\u002FS0731-9053(00)15002-9",{"doi":1358},{"id":28,"text":1361,"url":28,"identifiers":1362},"BowmanD.1999.Efficient Tests for Autoregressive Unit Roots in Panel Data. Unpublished manuscript Board of Governors of the Federal Reserve System Washington D.C.",{"doi":1363},"10.17016\u002FIFDP.1999.646",{"id":28,"text":1365,"url":28,"identifiers":1366},"10.1111\u002Fj.1467-9574.2005.00299.x",{"doi":1365},{"id":28,"text":1368,"url":28,"identifiers":1369},"Breitung J, 2007, The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice",{},{"id":28,"text":1371,"url":28,"identifiers":1372},"10.1016\u002FS0304-4076(02)00095-7",{"doi":1371},{"id":28,"text":1374,"url":28,"identifiers":1375},"10.1016\u002FS0304-4076(03)00214-8",{"doi":1374},{"id":28,"text":1377,"url":28,"identifiers":1378},"10.1016\u002FS0261-5606(00)00048-6",{"doi":1377},{"id":28,"text":1380,"url":28,"identifiers":1381},"ChoiI.2002.Combination unit root tests for cross‐sectionally correlated panels. 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Cambridge Working Papers in Economics No. 435 University of Cambridge and CESifo Working Paper Series No. 1229.",{"doi":1455},"10.2139\u002Fssrn.572504",{"id":28,"text":1457,"url":28,"identifiers":1458},"10.1111\u002Fj.1468-0262.2006.00692.x",{"doi":1457},{"id":28,"text":1460,"url":28,"identifiers":1461},"Pesaran MH, 2007, A pair‐wise approach to testing for output and growth convergence, Journal of Econometrics",{},{"id":28,"text":1463,"url":28,"identifiers":1464},"10.1111\u002F1368-423X.00108",{"doi":1463},{"id":28,"text":1466,"url":28,"identifiers":1467},"ShinY SnellA.2002.Mean group tests for stationarity in heterogeneous panels. 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In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least‐squares operations of order \u003Cjats:italic>O\u003C\u002Fjats:italic>(\u003Cjats:italic>T\u003C\u002Fjats:italic>\u003Cjats:sup>2\u003C\u002Fjats:sup>) for any number of breaks. Our method can be applied to both pure and partial structural change models. Second, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program. Copyright © 2002 John Wiley & Sons, Ltd.\u003C\u002Fjats:p>",{"EN":1488,"VI":1489},"Computation and analysis of multiple structural change models","Tính toán và phân tích các mô hình nhiều thay đổi cấu trúc",{"VOID":1491},"10.1002\u002Fjae.659",[31],[30],"https:\u002F\u002Fonlinelibrary.wiley.com\u002Fdoi\u002F10.1002\u002Fjae.659",[1496,1513],{"id":1497,"sortIndex":32,"researcher":28,"roles":1498,"affiliations":1499,"properties":1508,"displayName":1510,"givenName":28,"familyName":28},"04d3e3ea-6eb2-4baa-b69f-7cecba9caa01",[],[1500],{"id":1501,"sortIndex":32,"affiliation":1502,"properties":28},"e423ffd2-a943-41de-9da2-62cc1b6c3461",{"id":1501,"createTime":28,"updateTime":28,"relativeEntities":1503,"slug":28,"properties":1504,"entityType":28,"verifyStatus":28,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":28,"url":28,"parentIds":1507,"statistic":28},[],{"title":1505},{"EN":1506},"Department of Economics, Boston College, Chestnut Hill, MA 02467, 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Rather than attempting to obtain the joint distribution of all outcomes of the endogenous variables, I propose finding the distribution conditional on the initial value (and the observed history of strictly exogenous explanatory variables). The approach is flexible, and results in simple estimation strategies for at least three leading dynamic, nonlinear models: probit, Tobit and Poisson regression. I treat the general problem of estimating average partial effects, and show that simple estimators exist for important special cases. Copyright © 2005 John Wiley & Sons, Ltd.\u003C\u002Fjats:p>",{"EN":2183},"Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity",{"VOID":2185},"10.1002\u002Fjae.770",[31],"https:\u002F\u002Fonlinelibrary.wiley.com\u002Fdoi\u002F10.1002\u002Fjae.770",[2189],{"id":2190,"sortIndex":32,"researcher":28,"roles":2191,"affiliations":2192,"properties":2201,"displayName":2205,"givenName":28,"familyName":28},"42af62b7-1652-4c4d-b879-d268407b39ce",[],[2193],{"id":2194,"sortIndex":32,"affiliation":2195,"properties":28},"8f3c04af-28a2-4126-b047-fa2ed8c1cf48",{"id":2194,"createTime":28,"updateTime":28,"relativeEntities":2196,"slug":28,"properties":2197,"entityType":28,"verifyStatus":28,"verifyTime":28,"verifyNote":28,"languages":28,"translateLanguages":28,"viewCount":28,"url":28,"parentIds":2200,"statistic":28},[],{"title":2198},{"EN":2199},"Department of Economics, Michigan State University, USA",[],{"orcid":2202,"title":2204,"openalex":2206},{"VOID":2203},"https:\u002F\u002Forcid.org\u002F0000-0002-1579-6406",{"EN":2205},"Jeffrey M. 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Data",{},{"id":2340,"createTime":2341,"updateTime":2342,"relativeEntities":2343,"slug":2344,"properties":2345,"entityType":980,"verifyStatus":26,"verifyTime":2360,"verifyNote":982,"languages":2361,"translateLanguages":2362,"viewCount":32,"primaryUrl":2363,"fullTextUrl":28,"authors":2364,"publicationType":1044,"publisherRelationship":2403,"citationCount":2457,"citationInfo":2458,"publishDate":2465,"publishYear":2264,"citationAnalyzeStatus":884,"lastCitationAnalyze":28,"indexDatabases":2466,"openAccess":28,"references":2467,"isForceReanalyzing":1237},"c5ce23fd-b696-4b6a-9d9e-ef6151ca7a8b","2024-12-24T02:01:36.538+00:00","2025-01-08T20:45:09.576+00:00",[],"A-forecast-comparison-of-volatility-models-does-anything-beat-a-GARCH-1-1-",{"openalex":2346,"mag":2348,"abstract":2350,"title":2353,"keywords":2356,"doi":2358},{"VOID":2347},"W3122175640",{"VOID":2349},"3122175640",{"VI":2351,"EN":2352},"\u003Cjats:title>Tóm tắt\u003C\u002Fjats:title>\u003Cjats:p>Chúng tôi so sánh 330 mô hình loại ARCH về khả năng mô tả phương sai có điều kiện. Các mô hình được so sánh ngoài mẫu sử dụng dữ liệu tỷ giá hối đoái DM–$ và dữ liệu lợi nhuận của IBM, trong đó dữ liệu lợi nhuận dựa trên một tập dữ liệu mới về phương sai thực tế. Chúng tôi không tìm thấy bằng chứng nào cho thấy mô hình GARCH(1,1) bị vượt trội bởi các mô hình phức tạp hơn trong phân tích tỷ giá hối đoái, trong khi đó GARCH(1,1) rõ ràng là kém hơn so với các mô hình có thể tiếp nhận hiệu ứng đòn bẩy trong phân tích lợi nhuận của IBM. Các mô hình được so sánh bằng kiểm tra khả năng dự đoán tốt hơn (SPA) và kiểm tra thực tế cho việc xem xét dữ liệu (RC). Kết quả thực nghiệm của chúng tôi cho thấy RC thiếu sức mạnh đến mức không thể phân biệt được các mô hình 'tốt' và 'xấu' trong phân tích của chúng tôi. Bản quyền © 2005 John Wiley & Sons, Ltd.\u003C\u002Fjats:p>","\u003Cjats:title>Abstract\u003C\u002Fjats:title>\u003Cjats:p>We compare 330 ARCH‐type models in terms of their ability to describe the conditional variance. The models are compared out‐of‐sample using DM–$ exchange rate data and IBM return data, where the latter is based on a new data set of realized variance. We find no evidence that a GARCH(1,1) is outperformed by more sophisticated models in our analysis of exchange rates, whereas the GARCH(1,1) is clearly inferior to models that can accommodate a leverage effect in our analysis of IBM returns. The models are compared with the test for superior predictive ability (SPA) and the reality check for data snooping (RC). Our empirical results show that the RC lacks power to an extent that makes it unable to distinguish ‘good’ and ‘bad’ models in our analysis. Copyright © 2005 John Wiley & Sons, Ltd.\u003C\u002Fjats:p>",{"EN":2354,"VI":2355},"A forecast comparison of volatility models: does anything beat a GARCH(1,1)?","So sánh dự báo của các mô hình biến động: Liệu có mô hình nào vượt trội hơn 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The speculative component of the real price of oil is identified with the help of data on oil inventories. Our estimates rule out explanations of the 2003–2008 oil price surge based on unexpectedly diminishing oil supplies and based on speculative trading. Instead, this surge was caused by unexpected increases in world oil consumption driven by the global business cycle. There is evidence, however, that speculative demand shifts played an important role during earlier oil price shock episodes including 1979, 1986 and 1990. Our analysis implies that additional regulation of oil markets would not have prevented the 2003–2008 oil price surge. We also show that, even after accounting for the role of inventories in smoothing oil consumption, our estimate of the short‐run price elasticity of oil demand is much higher than traditional estimates from dynamic models that do not account for for the endogeneity of the price of oil. 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The mechanism to update the parameters over time is the scaled score of the likelihood function. This new approach provides a unified and consistent framework for introducing time‐varying parameters in a wide class of nonlinear models. The GAS model encompasses other well‐known models such as the generalized autoregressive conditional heteroskedasticity, autoregressive conditional duration, autoregressive conditional intensity, and Poisson count models with time‐varying mean. In addition, our approach can lead to new formulations of observation‐driven models. We illustrate our framework by introducing new model specifications for time‐varying copula functions and for multivariate point processes with time‐varying parameters. We study the models in detail and provide simulation and empirical evidence. Copyright © 2012 John Wiley & Sons, Ltd.\u003C\u002Fjats:p>","\u003Cjats:title>Tóm Tắt\u003C\u002Fjats:title>\u003Cjats:p>Chúng tôi đề xuất một lớp mô hình chuỗi thời gian theo hướng quan sát được gọi là mô hình điểm tự hồi quát tổng quát (GAS). Cơ chế để cập nhật các tham số theo thời gian là điểm được nhân tỷ lệ của hàm hợp lý tính theo thang điểm. Cách tiếp cận mới này cung cấp một khung công tác thống nhất và nhất quán cho việc giới thiệu các tham biến thay đổi theo thời gian trong một lớp mô hình phi tuyến rộng lớn. Mô hình GAS bao gồm các mô hình nổi tiếng khác như tự hồi điều kiện phương sai tổng quát, thời lượng tự hồi điều kiện, cường độ tự hồi điều kiện và mô hình đếm Poisson với trung bình thay đổi theo thời gian. Ngoài ra, cách tiếp cận của chúng tôi có thể dẫn đến các công thức mới của các mô hình hướng quan sát. Chúng tôi minh họa khung công tác của mình bằng cách giới thiệu các đặc điểm mô hình mới cho các hàm copula thay đổi theo thời gian và cho các quá trình điểm đa biến với các tham số thay đổi theo thời gian. Chúng tôi nghiên cứu chi tiết các mô hình và cung cấp bằng chứng mô phỏng và thực nghiệm. Bản quyền © 2012 John Wiley & Sons, Ltd.\u003C\u002Fjats:p>",{"EN":3105,"VI":3106},"GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS","MÔ HÌNH ĐIỂM TỰ HỒI QUÁT TỔNG QUÁT VỚI CÁC ỨNG DỤNG",{"VI":3108},"mô hình GAS, chuỗi thời gian, tham số thay đổi theo thời gian, hàm copula, quá trình điểm đa biến, phương sai tổng quát, mô hình phi 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Kết quả này được thúc đẩy bởi sự biến động của giá hợp đồng tương lai so với giá giao ngay, được thể hiện qua chênh lệch giá dầu tương lai. Sự biến động này có thể được giải thích bằng lợi suất tiện nghi cận biên của các kho dự trữ dầu. Sử dụng mô hình tổng quát cân bằng nhiều kỳ hai quốc gia cho thị trường giao ngay và hợp đồng tương lai cho dầu thô, chúng tôi cho thấy rằng sự gia tăng sự không chắc chắn về những thiếu hụt nguồn cung dầu trong tương lai, dưới những giả định hợp lý, dẫn đến việc chênh lệch giá giảm. Sự không chắc chắn gia tăng cũng làm tăng nhu cầu dự phòng cho dầu, dẫn đến sự gia tăng ngay lập tức trong giá giao ngay thực tế. Do đó, giá trị âm của chênh lệch giá dầu tương lai có thể được coi là một chỉ số của sự dao động trong giá dầu thô do nhu cầu dự phòng tác động. Phân tích thực nghiệm của chỉ số này cung cấp bằng chứng về cách mà sự thay đổi trong sự không chắc chắn về nguồn cung dầu trong tương lai ảnh hưởng đến giá giao ngay thực tế của dầu thô. 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Thus the negative of the oil futures spread may be viewed as an indicator of fluctuations in the price of crude oil driven by precautionary demand. An empirical analysis of this indicator provides evidence of how shifts in the uncertainty about future oil supply shortfalls affect the real spot price of crude oil. 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