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Push and pull factors in migration according to Everett S. Lee (1917-2007) are categories that demographers use to analyze human migration from former areas to new host locations. Lee's model divides factors causing migrations into two groups of factors: push and pull.
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When the volatility and drift of the instantaneous forward rate are assumed to be deterministic, this is known as the Gaussian Heath–Jarrow–Morton (HJM) model of forward rates. [ 1 ] : 394 For direct modeling of simple forward rates the Brace–Gatarek–Musiela model represents an example.
In the case of a single factor the mixing model is easily stated. Each time period t there is a binary mixing variable b(t). If b(t)=0 then the factor return in that period is drawn from the normal distribution and if b(t)=1 it drawn from the jump distribution. Torre found that simultaneous jumps occur in factors.
These models have grown in use in social and behavioral research since it was shown that they can be fitted as a restricted common factor model in the structural equation modeling framework. [4] The methodology can be used to investigate systematic change, or growth, and inter-individual variability in this change.
The business terms push and pull originated in logistics and supply chain management, [2] but are also widely used in marketing [3] [4] and in the hotel distribution business. Walmart is an example of a company that uses the push vs. pull strategy.
The AK model, which is the simplest endogenous model, gives a constant-savings rate of endogenous growth and assumes a constant, exogenous, saving rate. It models technological progress with a single parameter (usually A). The model is based on the assumption that the production function does not exhibit diminishing returns to scale.
George Borjas was the first to formalize the model of Roy in a mathematical sense and apply it to self-selection in immigration. Specifically, assume source country 0 and destination country 1, with log earnings in a country i given by w i = a i + e i , where e i ~N(0, s i 2 {\displaystyle s_{i}^{2}} ) .