Relevant bibliographies by topics / Sectional

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Sectional'

Author: Grafiati
Published: 4 June 2021
Last updated: 17 February 2022

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Journal articles on the topic "Sectional"

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Downs, Jim. "Sectional Economies." Journal of the Civil War Era 2, no. 1 (2012): 10. http://dx.doi.org/10.1353/cwe.2012.0007.

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Bhosale, Indrajeet. "A Cross Sectional Study of Robsons 10 Group Classification and its Impact on Caesarean Section Rate." Indian Journal of Obstetrics and Gynecology 7, no. 3 (P-2) (2019): 475–81. http://dx.doi.org/10.21088/ijog.2321.1636.7319.18.

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Capuzzo, Guy. "Sectional Tonality and Sectional Centricity in Rock Music." Music Theory Spectrum 31, no. 1 (April 2009): 157–74. http://dx.doi.org/10.1525/mts.2009.31.1.157.

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Creider, Chet A. "Sectional and non‐sectional organizing strategies in discourse." Paper in Linguistics 19, no. 2 (January 1986): 173–203. http://dx.doi.org/10.1080/08351818609389258.

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Pandis, Nikolaos. "Cross-sectional studies." American Journal of Orthodontics and Dentofacial Orthopedics 146, no. 1 (July 2014): 127–29. http://dx.doi.org/10.1016/j.ajodo.2014.05.005.

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Díaz, F. J., J. M. García Calcines, P. R. García Díaz, A. Murillo Mas, and J. Remedios Gómez. "Abstract Sectional Category." Bulletin of the Belgian Mathematical Society - Simon Stevin 19, no. 3 (September 2012): 485–506. http://dx.doi.org/10.36045/bbms/1347642378.

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METZGER, R., and C. MORALES. "Sectional-hyperbolic systems." Ergodic Theory and Dynamical Systems 28, no. 5 (October 2008): 1587–97. http://dx.doi.org/10.1017/s0143385707000995.

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AbstractWe introduce a class of vector fields onn-manifolds containing the hyperbolic systems, the singular-hyperbolic systems on 3-manifolds, the multidimensional Lorenz attractors and the robust transitive singular sets in Liet al[Robust transitive singular sets via approach of an extended linear Poincaré flow.Discrete Contin. Dyn. Syst.13(2) (2005), 239–269]. We prove that the closed orbits of a system in such a class are hyperbolic in a persistent way, a property which is false for higher-dimensional singular-hyperbolic systems. We also prove that the singularities in the robust transitive sets in Liet alare similar to those in the multidimensional Lorenz attractor. Our results will give a partial negative answer to Problem 9.26 in Bonattiet al[Dynamics Beyond Uniform Hyperbolicity. A Global Geometric and Probabilistic Perspective (Encyclopaedia of Mathematical Sciences, 102. Mathematical Physics, III). Springer, Berlin, 2005].
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Hopper, Kenneth D., and Christine M. Mehlbaum. "Modern Sectional Anatomy." Radiology 184, no. 2 (August 1992): 318. http://dx.doi.org/10.1148/radiology.184.2.318-a.

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Parsons, J. A., D. W. Hunter, and S. H. Falconer. "CROSS-SECTIONAL ANATOMY." Investigative Radiology 27, no. 12 (December 1992): 1111. http://dx.doi.org/10.1097/00004424-199212000-00147.

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Rigby, M. L. "Cross-sectional echocardiography." Current Opinion in Cardiology 1, no. 1 (January 1986): 98–101. http://dx.doi.org/10.1097/00001573-198601000-00018.

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Dissertations / Theses on the topic "Sectional"

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Michelacci, Claudio. "Growth with cross-sectional heterogeneity." Thesis, London School of Economics and Political Science (University of London), 1998. http://etheses.lse.ac.uk/2243/.

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Different agents experience different histories and pursue different economic functions. This implies that once a picture of the economic system is taken, a lot of cross-sectional heterogeneity appears. This thesis consists of four essays each one of them makes a case where the intrinsic heterogeneity of the economic system is crucial for understanding macroeconomic performance. Firstly, it shows when and how an increase in the level of business cycle volatility harms the growth process in a Keynesian world where the decision to free resources and to take advantage of them lies on different agents. Secondly, it analyses the effects of an increase in research effort in a Schumpeterian world where innovation requires an entrepreneur to implement a valuable invention. In this context the observed decreasing returns in R&D might be the outcome of lack of entrepreneurial skills rather than any vanishing of investment opportunities. Thirdly, it extends the Solow-Swan growth model allowing for cross-sectional heterogeneity. In doing so it reconciles apparently conflicting results on cross-sectional convergence and stochastic output dynamics. Finally, it argues that cross-sectional heterogeneity is an important transmission mechanism. In the context of a stylized vintage model it is shown how the mechanism generating heterogeneity in the real world also generates persistence in the aggregate fluctuations. Moreover, as aggregate shocks create very high degree of persistence without affecting either the number of firms in the market or technological progress, this degree of persistence is simply attributed to cross-sectional heterogeneity.
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Bentz, Evan C. "Sectional analysis of reinforced concrete members." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape4/PQDD_0027/NQ49840.pdf.

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Lu, Chensheng. "Essays on Cross-Sectional Asset Pricing." Thesis, City University London, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.511781.

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The dissertation aims at the further understanding of several critical issues in the stock markets. It contains four chapters. Cross-sectional stock returns and asset pricing has been one of the most important areas in financial economics. With the empirical failure of the Capital Asset Pricing Model (CAPM), an increasing number of studies have been conducted in the US stock market, and consequently many alternative asset pricing models and factors, have been proposed. Chapter One investigates the role of liquidity risk in cross-sectional asset pricing in both the USA and the UK. This study finds that a liquidity-augmented CAPM explains asset returns. Liquidity explains a sizeable spectrum of cross-sectional stock returns; and its effect is robust in the presence of other well-known empirical factors and a range of macroeconomic factors. Given the influential work of Fama and French (1992 and 1993), the performance of size and value premiums, (i.e., the excess return of small-capitalization stocks over large-capitalization stocks and the excess return of high book-to-market over low book-to-market stocks) are also compared. It is found that value premium is robust while the size premium disappears in the data for both countries. Chapter Two investigates the relationship between liquidity and beta, as this relationship has been given little attention in the literature. Using the illiquidity measure of Amihud (2002), Acharya and Pedersen (2005) show that liquidity is priced in the framework of CAPM, and illiquid stocks have higher betas. Thisstudy, however, provides empirical evidence that Amihud’s measure is highly correlated with firm’s size, and the results of Acharya and Pedersen (2005) could be spurious because of inappropriate choice of liquidity proxy. Using the size-free liquidity measure proposed in this study, it is demonstrated that liquid stocks have higher betas. This is consistent with the model of Holden and Subrahmanyam (1996), in which risk-averse investors resist holding risky (high beta) stocks. As a consequence, they trade risky stocks more often than low beta stocks, thus increasing the liquidity of high beta stocks. The evidence that illiquid stocks have low betas while still commanding higher returns implies that liquidity is priced in a multifactor, rather than CAPM, framework, which is consistent with the work of Brennan and Subrahmanyam (1996) and Pastor and Stambaugh (2003). In Chapter Three, many different factors proposed in the cross-sectional asset pricing literature are reviewed; and it is argued that the number of factors in the literature seems to be too large, as suggested by the Arbitrage Pricing Theory (APT). It is hypothesized that all the existing factors cannot be mutually exclusive and/or equally important, thus there must be redundant factors. More importantly, many of the successful factors are not well economically or theoretically motivated. For example, there is still no consensus on the underlying risk of the well-known Fama and French factors. Last but not least, many of these successful empirical factors suffer in terms of the data-mining critique of Lo and MacKinlay (1990). In this study, a total of 18 factors are assembled and categorized into three groups: five risk-related, eight firm characteristics and five APT motivated principal component factors. Individual stocks rather than portfolio returns are used in testing factor models to avoid the data-snooping problem. The results suggest a risk-related four-factor model can serve as a replacement for the controversial Fama-French and momentum factors. More importantly, the four factors, i.e., excess market return, co-skewness, downside risk, and liquidity, are economically and theoretically better motivated than the firm-characteristics based factors. It is also found that many of these firm-characteristics sorted factors are not pervasive in explaining individual stock returns. It is, thereforeconcluded that most of the factors are redundant and may be the outcome of data-mining. Chapter Four examines the cross-sectional effect of the nominal share price. This chapter endeavours to understand two interesting puzzles associated with share price. First, the nominal share prices of the US stocks have remained remarkably constant since the Great Depression despite inflation. Second, there is no consensus about the motivations for firms to split their stocks, since financial theory suggests share price is independent of its value. The findings indicate that share price per se matters in cross-sectional asset pricing: stock return is inversely related to its nominal price. It is shown that a strategy of buying these penny stocks can generate a significant alpha even after considering the transaction costs. The abnormal returns of these penny stocks are robust in the presence of other firm characteristics such as size, book-to-market equity, earning/price ratio, liquidity and past returns; and are also not explained by the existing factors. These results also cast some light on the stock-split phenomenon. Intuitively, if firm managers know that low price would generate higher future returns, they are more likely to split their stocks on behalf of shareholders. This thesis makes several major contributions in the area of cross-sectional asset pricing. First, it highlights the importance of liquidity risk in the financial markets. For example, Chapter One and Three suggest the robust significance of liquidity risk in both the UK and US stock markets. Second, this study investigates the interaction between liquidity and other well-known factors in asset pricing. For instance, the well-documented value premium can be explained by liquidity risk (Chapter One), by the close link between liquidity and beta (Chapter Two); and by the close association between liquidity and size, share price and other factors (Chapters One to Four). Third, this study addresses the issue arising in the asset-pricing literature regarding the number of factors used in explaining asset returns. Chapter Three concludes that many of the existing empirical factors are not pervasive and may be the outcome of data-snooping as a result of grouping. Consequently, this chapter indicates that a theoretically betterjustified four-factor model, comprising excess market return, co-skewness, downside risk and liquidity, is competent to explain stock returns. Last but not least, this thesis also challenges the Efficient Market Hypothesis. Chapter Four demonstrates that investors buying low price stocks (penny stocks) and selling high price stocks can generate significant profits, and rational asset-pricing models cannot explain this abnormal return. Nevertheless the inverse relationship between share price and return does shed some light on stock split motivations. The results of this thesis, suggest a number of future research projects. For example, most of the academic work on cross-sectional returns and asset pricing are accomplished for the major developed markets such as the UK and US. With the maturation and growing importance of emerging markets, it is feasible to test asset pricing hypotheses in these markets. The extent to which these hypotheses are validated in the emerging markets would significantly impact both academia and practitioners
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Cederburg, Scott Hogeland. "Essays in cross-sectional asset pricing." Diss., University of Iowa, 2011. https://ir.uiowa.edu/etd/934.

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In this dissertation, I study the performance of asset-pricing models in explaining the cross section of expected stock returns. The finance literature has uncovered several potential failings of the Capital Asset Pricing Model (CAPM). I investigate the ability of additional risk factors, which are not considered by the CAPM, to explain these problems. In particular, I examine intertemporal risk and long-run risk in the cross section of returns. In addition, I develop a firm-level test to refine and reassess the cross-sectional evidence against the CAPM. In the first chapter, I test the cross-sectional implications of the Intertemporal CAPM (ICAPM) of Merton (1973) and Campbell (1993, 1996) using a new firm-level approach. I find that the ICAPM performs well in explaining returns. Consistent with theoretical predictions, investors require a large positive premium for taking on market risk and zero-beta assets earn the risk-free rate. Moreover, investors accept lower returns on assets that hedge against adverse shifts in the investment opportunity set. The ICAPM explains more cross-sectional variation in average returns than either the CAPM or Fama-French (1993) model. I also investigate whether the SMB and HML factors of the Fama-French model proxy for intertemporal risk and find little evidence in favor of this conjecture. In the second chapter, we propose an intertemporal asset-pricing model that simultaneously resolves the puzzling negative relations between expected stock return and analysts' forecast dispersion, idiosyncratic volatility, and credit risk. All three effects emerge in a long-run risk economy accommodating a formal cross section of firms characterized by mean-reverting expected dividend growth. Higher cash flow duration firms exhibit higher exposure to economic growth shocks while they are less sensitive to firm-specific news. Such firms command higher risk premiums but exhibit lower measures of idiosyncratic risk. Empirical evidence broadly supports our model's predictions, as higher dispersion, idiosyncratic volatility, and credit risk firms display lower exposure to long-run risk along with higher firm-specific risk. Lastly, in the third chapter, we examine asset-pricing anomalies at the firm level. Portfolio-level tests linking CAPM alphas to a large number of firm characteristics suggest that the CAPM fails across multiple dimensions. There are, however, concerns that underlying firm-level associations may be distorted at the portfolio level. In this paper we use a hierarchical Bayes approach to model conditional firm-level alphas as a function of firm characteristics. Our empirical results indicate that much of the portfolio-based evidence against the CAPM is overstated. Anomalies are primarily confined to small stocks, few characteristics are robustly associated with CAPM alphas out of sample, and most firm characteristics do not contain unique information about abnormal returns.
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Zhang, Xin, and 张鑫. "Sectional image reconstruction in optical scanning holography." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B4476487X.

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Lee, Jungyoon. "Non-parametric methods under cross-sectional dependence." Thesis, London School of Economics and Political Science (University of London), 2012. http://etheses.lse.ac.uk/492/.

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The possible presence of cross-sectional dependence in economic panel or cross-sectional data needs to be taken into consideration when developing econometric theory for data analysis. This thesis consists of three works that either allow for or estimate cross-sectional dependence in the disturbance terms of a regression model, each addressing different problems, models and methods in the areas of non- and semi-parametric estimation. Chapter 1 provides an overview of the motivations for, and contributions of, the three topics of this thesis. A review of relevant literature is given, followed by a sum- mary of main results obtained in order to help place the present thesis in perspective. Chapter 2 develops asymptotic theory for series estimation under a general setting of spatial dependence in regressors and error term, including cases analogous to those known as long-range dependence in the time series literature. A data-driven studentization, new to non-parametric and cross-sectional contexts, is theoretically justified, then used to develop asymptotically correct inference. Chapter 3 discusses identification and kernel estimation of a non-parametric common regression with additive individual fixed effects in panel data, with weak temporal dependence and arbitrarily strong cross-sectional dependence. An efficiency improvement is obtained by using estimated cross-sectional covariance matrix in a manner similar to generalised least squares, achieving a Gauss-Markov type efficiency bound. Feasible optimal bandwidths and feasible optimal non-parametric regression estimation are established and asymptotically justified. Chapter 4 deals with efficiency improvement in the estimation of pure Spatial Autoregressive model. We construct a two-stage estimator, which adapts to the unknown error distribution of non-parametric form and achieves the Cramer-Rao bound of the correctly specified maximum likelihood estimator. In establishing feasibility of such adaptive estimation, we find that the gain in efficiency from adaptive estimation is typically smaller than in the relevant time series context, but could be also greater under certain asymptotic behaviour of the weight matrix of the model.
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Lythgoe, William Frederick. "Enhancing cross-sectional rail passenger demand models." Thesis, University of Leeds, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.405710.

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Sanborn, Fred W. "Cross-sex friendships : a cross-sectional exploration /." Search for this dissertation online, 2004. http://wwwlib.umi.com/cr/ksu/main.

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Ding, Wenjie. "Investor sentiment and corss-sectional stock returns." Thesis, Cardiff University, 2018. http://orca.cf.ac.uk/117297/.

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This thesis consists of three essays on investor sentiment and the cross-sections of stock returns. The first essay extends Deling, Shieifer abd Waldman's (1990) noise trader risk module into a module with multiple risky assets to show the asymmetric effect of sentiment in the cross-section. Guided by our module, we also find that the effect of investor sentiment can be decomposed into long and short run components. The empirical tests in the first essay of the thesis present a negative relationship between long-run sentiment component and subsequent stock returns and a positive association between the short run sentiment and contemporaneous stock returns. The second essay explores a previously unexamined sentiment channel through which technical analysis can add value. We construct a daily market TA sentiment indicator from a spectrum of commonly used technical trading strategies. We find that this indicator significantly correlates with other popular sentiment measures. An increase in TA sentiment indicator is accompanied by high contemporaneous returns and predicts high near-term returns, low subsequent returns and high crash risk in the cross-section. We also design trading strategies to explore the profitability of our new TA sentiment indicator. Our trading strategies generate remarkable and robust profits. The third essay focusses on exploring the profitability of trading strategies based on Implied Volatility indicator (VIX) from the sentiment perspective. Our trading strategies involve holding sentiment-prone stocks when VIX is low and sentiment-immune stocks when VIX is high. The shifting asset allocation strategies are based on Abreu and Brunnermeier’s (2003) delayed arbitrage theory and the asymmetric effect of investor sentiment in the cross-section. We find sentiment-prone stock have larger one-day forward retunes following high sentiment and vice versa. Our trading strategies generate substantial higher returns that benchmark portfolios, and the excess returns are not subsumed by well-known risk factors or transaction costs.
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MacNay, Lucy E. K. "Sectional curvature and symmetry in general relativity." Thesis, University of Aberdeen, 2006. http://digitool.abdn.ac.uk/R?func=search-advanced-go&find_code1=WSN&request1=AAIU224715.

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This thesis contains two main areas of research in General Relativity Theory. These are the study of the sectional curvature function in general relativity and the study of symmetries. The sectional curvature function is a real-valued map defined on the set of all non-null 2-spaces at a certain point in the space-time. several results relating to the sectional curvature function will be given. The bivector curvature function will then be defined as the extension of the sectional curvature function to the set of all "non-null" bivectors at a point in the space-time. Two important results relating to this function will be proved. Symmetries in general relativity have been widely researched. In this thesis, three results on symmetries will be proved. Firstly, it will be shown that there exists a space-time admitting a finite-dimensional curvature collineation algebra not equal to the affine algebra. Then a result on the conformal algebra in a 2-dimensional manifold will be given. Lastly, a proof will be given on the dimension of the sectional curvature preserving algebra.
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Books on the topic "Sectional"

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Great Britain. Her Majesty's Stationery Office. Sectional lists. London: HMSO., 1987.

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Kim, E. Edmund, Martha V. Mar, Tomio Inoue, and June-Key Chung, eds. Sectional Anatomy. New York, NY: Springer New York, 2007. http://dx.doi.org/10.1007/978-0-387-38297-5.

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Woudberg, Ted. Basic sectional title. Durban: Butterworths, 1994.

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Karen, Bleijs, ed. Demistifying sectional title. 2nd ed. [Pretoria], South Africa: BBM Pub., 2009.

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Hossein, Sharfaei, ed. Modern sectional anatomy. Philadelphia: Saunders, 1992.

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Constas, Marina. Demystifying sectional title. South Africa: BBM Publishing, 2004.

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Madden, Michael E. Introduction to sectional anatomy. 2nd ed. Philadelphia: Wolters Kluwer Health/Lippincott Williams & Wilkins, 2008.

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Introduction to sectional anatomy. 3rd ed. Philadelphia: Wolters Kluwer Health/Lippincott Williams & Wilkins, 2013.

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Paddock, G. J. Sectional title survival manual. 2nd ed. Cape Town: Paddocks Publishing, 2008.

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1927-, Bergman Ronald A., Montgomery William J, and El-Khoury Georges J, eds. Sectional anatomy by MRI. 2nd ed. New York: Churchill Livingstone, 1995.

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Book chapters on the topic "Sectional"

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Weik, Martin H. "sectional center." In Computer Science and Communications Dictionary, 1532. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/1-4020-0613-6_16777.

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Chappell, David. "Sectional completion." In Construction Contracts, 220–24. Fourth edition. | Abingdon, Oxon; New York: Routledge, 2021.: Routledge, 2020. http://dx.doi.org/10.1201/9781003080930-21.

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Chappell, David. "Sectional completion." In Construction Contracts, 220–24. Fourth edition. | Abingdon, Oxon; New York: Routledge, 2021.: Routledge, 2020. http://dx.doi.org/10.4324/9781003080930-21.

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Duvernoy, Henri M. "Sectional Anatomy." In The Human Hippocampus, 61–153. Munich: J.F. Bergmann-Verlag, 1988. http://dx.doi.org/10.1007/978-3-642-54195-7_6.

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Simmons, Colin H., Dennis E. Maguire, and Neil Phelps. "Sections and sectional views." In Manual of Engineering Drawing, 109–17. Elsevier, 2020. http://dx.doi.org/10.1016/b978-0-12-818482-0.00010-4.

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Simmons, Colin H., Dennis E. Maguire, and Neil Phelps. "Sections and sectional views." In Manual of Engineering Drawing, 61–64. Elsevier, 2009. http://dx.doi.org/10.1016/b978-0-7506-8985-4.00008-5.

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Simmons, Colin H., Neil Phelps, and The Late Dennis E. Maguire. "Sections and Sectional Views." In Manual of Engineering Drawing, 77–81. Elsevier, 2012. http://dx.doi.org/10.1016/b978-0-08-096652-6.00010-3.

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Ochshorn, Jonathan. "Sectional properties." In Structural Elements for Architects and Builders, 73–77. Elsevier, 2010. http://dx.doi.org/10.1016/b978-1-85617-771-9.00004-0.

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Mazumdar, Sibani, and Ardhendu Mazumdar. "Sectional Anatomy." In Dissection Manual, Living and Cross-sectional Anatomy, 186. Jaypee Brothers Medical Publishers (P) Ltd., 2012. http://dx.doi.org/10.5005/jp/books/11583_7.

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Catani, Marco, and Michel Thiebaut de Schotten. "Sectional Neuroanatomy." In Atlas of Human Brain Connections, 21–36. Oxford University Press, 2012. http://dx.doi.org/10.1093/med/9780199541164.003.0027.

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Conference papers on the topic "Sectional"

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Şen, Ornela Lalaj, Mehmet Çevik, and Ali Haydar Kayhan. "Sectional Ductility of Wide Beams." In International Students Science Congress. Izmir International Guest Student Association, 2021. http://dx.doi.org/10.52460/issc.2021.051.

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Wide beam structures are categorized as Limited Ductility Class in Turkey and elsewhere and considered not fit for construction in areas of high seismicity. One of the main reasons that wide beam structures are considered to possess limited ductility is the perceived low local ductility of the wide beams, due to the high reinforcement ratios. Wide beams have small depths, which indeed require higher reinforcement ratios to produce the necessary moment capacities, as compared to normal beams. However, the low local ductility of the wide beams can be contested. This paper presents a database of more than 150 beam sections, some of which are normal and some of which are wide beams. The moment-rotation relationships were computed for all the sections, and the sectional ductility was calculated from the yield and ultimate rotations. The relations between sectional ductility and other parameters such as section aspect ratio, longitudinal reinforcement ratio and transverse reinforcement ratio were investigated. An example of the relation between ductility and section properties, in this case section aspect ratio is shown. Both positive and negative ductility were calculated and plotted. It should be noted that beams with section ratio of 0.5 are conventional beams, while the rest are wide beams. The values of ductility vary for all beams, and conventional beams have a slightly wider spread. While these parameters vary within the section database, the sectional ductility oscillates around 30, and no clear correlations could be established for any of the above-mentioned parameters. There were no significant differences between the average sectional ductility of conventional and wide beams. For this dataset, the mean positive ductility was 29.66 and 29.33 for conventional and wide beams respectively, and the mean negative ductility was 28.96 and 31.50 for conventional and wide beams, respectively.
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Cazzola, Walter, and Ivan Speziale. "Sectional domain specific languages." In the 4th workshop. New York, New York, USA: ACM Press, 2009. http://dx.doi.org/10.1145/1509307.1509311.

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Kim, Jeongmin, Michal Wojcik, Yuan Wang, Ke Xu, and Xiang Zhang. "Oblique-Sectional Single-Molecule Microscopy." In 2018 IEEE Photonics Conference (IPC). IEEE, 2018. http://dx.doi.org/10.1109/ipcon.2018.8527149.

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Cesnik, Carlos E. S., and Miguel Ortega-Morales. "Active-beam cross-sectional modeling." In SPIE's 7th Annual International Symposium on Smart Structures and Materials, edited by Vasundara V. Varadan. SPIE, 2000. http://dx.doi.org/10.1117/12.388795.

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Wang, Wei, Jun Hong, and Yiping Tang. "Cross-Sectional Reverse Measurement Technique Research." In 2009 International Conference on Measuring Technology and Mechatronics Automation (ICMTMA). IEEE, 2009. http://dx.doi.org/10.1109/icmtma.2009.187.

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Hill, D. Lee. "Sectional Modeling of a Centrifugal Compressor." In 2002 4th International Pipeline Conference. ASMEDC, 2002. http://dx.doi.org/10.1115/ipc2002-27172.

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The prediction of compressor performance using steady-state methods has had limited success for multistage configurations. Accepted limitations of the computational methods such as streamline curvature effects have been ignored because of a more dominant issue of the interface between the rotating and stationary components and the change in pitch between the vaned-stationary components. The most common model reported in the literature for centrifugal compressor stage analysis is known as the frozen-rotor or implicit model. Its selection, however, is normally driven for numerical stability reasons not for accuracy. The literature has shown that this method does not provide physically correct solutions for off-design predictions. The current work attempts to improve the steady-state modeling approach by employing an interface modeling that assumes that the tip speed is much greater than the through flow velocity. This model is referred to as circumferential averaging and is less stable than the frozen rotor model. The next proposed improvement is to model all of the vaned-stationary passages in order to preserve geometric periodicity. The last novel improvement is in the area of the diffuser inlet region where a portion of the secondary flow path is included to resolve the entrance loss into the diffuser. This approach was used to model two sections of a high pressure centrifugal compressor. The results are presented for design and off-design flows. The calculations are compared with test data taken from full scale testing.
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Belavskaya, S. V., I. A. Kuchma, L. I. Lisitsyna, K. F. Firsova, and V. G. Adonev. "Sectional Ultrasonic Irradiator for Intracavitary Treatment." In 2006 8th International Conference on Actual Problems of Electronic Instrument Engineering. IEEE, 2006. http://dx.doi.org/10.1109/apeie.2006.4292448.

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Belavskaya, S. V., I. A. Kuchma, L. I. Lisitsyna, V. G. Adonev, and K. F. Firsova. "Sectional Ultrasonic Irradiator for Intracavitary Treatment." In 2006 8th International Conference on Actual Problems of Electronic Instrument Engineering. IEEE, 2006. http://dx.doi.org/10.1109/apeie.2006.4292419.

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Winter, A. "Wetting Phenomena in Square-Sectional Capillaries." In ECMOR I - 1st European Conference on the Mathematics of Oil Recovery. European Association of Geoscientists & Engineers, 1989. http://dx.doi.org/10.3997/2214-4609.201411342.

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Hartmann, Claudio, Martin Hahmann, Dirk Habich, and Wolfgang Lehner. "CSAR: The Cross-Sectional Autoregression Model." In 2017 IEEE International Conference on Data Science and Advanced Analytics (DSAA). IEEE, 2017. http://dx.doi.org/10.1109/dsaa.2017.27.

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Reports on the topic "Sectional"

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Oh, Simon, and Jessica Wachter. Cross-sectional Skewness. Cambridge, MA: National Bureau of Economic Research, September 2018. http://dx.doi.org/10.3386/w25113.

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Belo, Frederico, Chen Xue, and Lu Zhang. Cross-sectional Tobin's Q. Cambridge, MA: National Bureau of Economic Research, September 2010. http://dx.doi.org/10.3386/w16336.

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Nagel, Stefan. Empirical Cross-Sectional Asset Pricing. Cambridge, MA: National Bureau of Economic Research, November 2012. http://dx.doi.org/10.3386/w18554.

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Krueger, Dirk, Fabrizio Perri, Luigi Pistaferri, and Giovanni Violante. Cross Sectional Facts for Macroeconomists. Cambridge, MA: National Bureau of Economic Research, December 2009. http://dx.doi.org/10.3386/w15554.

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Froot, Kenneth. Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data. Cambridge, MA: National Bureau of Economic Research, March 1990. http://dx.doi.org/10.3386/t0062.

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Parker, Jonathan, and Christian Julliard. Consumption Risk and Cross-Sectional Returns. Cambridge, MA: National Bureau of Economic Research, March 2003. http://dx.doi.org/10.3386/w9538.

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Robinson, Peter. Nonparametric trending regression with cross-sectional dependence. Institute for Fiscal Studies, February 2011. http://dx.doi.org/10.1920/wp.cem.2011.1011.

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Andersen, Torben, Martin Thyrsgaard, and Viktor Todorov. Cross-Sectional Dispersion of Risk in Trading Time. Cambridge, MA: National Bureau of Economic Research, September 2019. http://dx.doi.org/10.3386/w26329.

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Bachmann, Rüdiger, Tim Berg, and Eric Sims. Inflation Expectations and Readiness to Spend: Cross-Sectional Evidence. Cambridge, MA: National Bureau of Economic Research, March 2012. http://dx.doi.org/10.3386/w17958.

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Chodorow-Reich, Gabriel. Geographic Cross-Sectional Fiscal Spending Multipliers: What Have We Learned? Cambridge, MA: National Bureau of Economic Research, July 2017. http://dx.doi.org/10.3386/w23577.

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