Results 41 to 50 of about 1,137 (107)
On prediction errors in regression models with nonstationary regressors
, 2006 In this article asymptotic expressions for the final prediction error (FPE) and the accumulated prediction error (APE) of the least squares predictor are obtained in regression models with nonstationary regressors. It is shown that the term of order $1/n$
Ing, Ching-Kang, Sin, Chor-Yiu
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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.
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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.
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Multivariate volatility models
, 2006 Correlations between asset returns are important in many financial applications. In recent years, multivariate volatility models have been used to describe the time-varying feature of the correlations. However, the curse of dimensionality quickly becomes
Tsay, Ruey S.
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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
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The role of Skorokhod space in the development of the econometric analysis of time series [PDF]
This paper discusses the fundamental role played by Skorokhod space, through its underpinning of functional central limit theory, in the development of the paradigm of unit roots and co-integration.
Mc CRORIE, J. Roderick
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A Bayesian Networks Approach to Operational Risk
, 2010 A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted for each bank using only internal loss data, and takes into account in a ...
Aquaro, V. +5 more
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Fuzzy time series dalam meramalkan jumlah produksi karet di Sumatra Utara
Majalah Ilmiah Matematika dan StatistikaRubber (Hevea brasiliensis) belongs to the genus Heveadari familia Euphorbiaceae which is a tropical woody tree native to the amazon jungle. Rubber is one of the plantation crops that is very important for the economy in Indonesia.
Arika Arika +3 more
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Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests. [PDF]
In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Aparicio, Felipe M. +2 more
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Majalah Ilmiah Matematika dan StatistikaThe Labour Force Participation Rate (LFPR) is a percentage of the number of workers in the population of working age (+15 years). Madiun City which is one of the largest cities in East Java Province.
Muhammad Qobi Shobri +2 more
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