Results 31 to 40 of about 198 (153)
Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test
, 2006 Bootstrap, structural breaks, cointegration testing, extended error correction model, co-breaks, 62M10, 91B84, 62F40, 82C80, 62F03, 62P20,
Alvaro Escribano +3 more
core +1 more source
Bayesian prediction in threshold autoregressive models with exponential white noise
, 2004 Threshold model, Bayesian prediction, Gibbs sampler, 62CF15, 62M10, 62M20,
Isabel Pereira +3 more
core +1 more source
Journal of Causal InferenceTime-dependent coarse structural nested mean models (coarse SNMMs) were developed to estimate treatment effects from longitudinal observational data. Coarse SNMMs estimate the combined effect of multiple treatment dosages and are thus useful to estimate ...
Lok Judith J.
doaj +1 more source
Statistical, machine learning, and deep learning models for COVID-19 forecasting in Kenya
Computational and Mathematical BiophysicsThis study aims to enhance coronavirus disease 2019 forecasting in Kenya by comparing the predictive performance of statistical, machine learning, and deep learning (DL) models for total cases, critical cases, severe cases, and total deaths, using data ...
Kiarie Joyce +4 more
doaj +1 more source
Indices economicos. Modelo dinamico de inversion
Carteras aproximadamente eficientes, Inversión, Modelo de índices, 90A16-62M10, Nearly efficient portfolios, Investment, Index models, 90A16-62M10,
M. Fernández Fernández
core +1 more source
An outlier test for linear processes
Outlier, ARMA-process, linear process, outlier test, robust estimates, 62M10, 62F03,
Thomas Flak, Wolfgang Schmid
core +1 more source
On the asymptotic distribution of residual autocovariances in VARX models with applications
VARX models, vector time series, autocovariance matrices, diagnostic checking, 62M10, 62H10,
Pierre Duchesne
core +1 more source
Root-n consistency in weighted L 1 -spaces for density estimators of invertible linear processes [PDF]
, 2008 Kernel estimator, Plug-in estimator, Tightness criteria, Functional limit theorem, Infinite-order moving average process, Infinite-order autoregressive process, Primary: 62G07, 62G20, 62M05, 62M10,
Anton Schick, Wolfgang Wefelmeyer
core +1 more source
Single proxy synthetic control
Journal of Causal InferenceSynthetic control methods are widely used to estimate the treatment effect on a single treated unit in time-series settings. A common approach to estimate synthetic control weights is to regress the treated unit’s pretreatment outcome and covariates ...
Park Chan, Tchetgen Tchetgen Eric J.
doaj +1 more source
, 2010 Cointegration, Weak error process, Portmanteau tests, Lagrange multiplier test, Vector error correction model, 91B84, 62M10,
Hamdi Raïssi, Raïssi, Hamdi
core +1 more source