Results 111 to 120 of about 456 (211)
We consider the problem of estimating the sum of squared error loss L = [beta]-[beta]2 of the least-squares esitmator [beta] for [beta], the regression coefficient. The standard estimator L0 is the expected value of L.
Hwang, J. T. G., Hsieh, F. S.
core
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
Delay-Induced Complexity and Chaotic Dynamics in a Network Model of Information Spreading. [PDF]
Martsenyuk V, Gancarczyk T.
europepmc +1 more source
How terrorism ends : understanding the outcomes of violent political contestation
Existing scholarship suggests terrorism is an ineffective method of political contestation; groups rarely achieve their political objectives and are often disrupted by the security services. These findings invite us to look again at the dominant rational
Marsden, Sarah V.
core
Detecting Sparse Cointegration
ABSTRACT We propose a two‐step procedure for detecting sparse cointegration in high‐dimensional single‐equation models. First, we employ the adaptive lasso to identify the subset of integrated covariates driving the long‐run equilibrium relationship.
Jesús Gonzalo, Jean‐Yves Pitarakis
wiley +1 more source
Deepfake perpetrator conversation for adults with sexual abuse-related posttraumatic stress disorder: intervention development and multiple baseline study protocol. [PDF]
Ter Heide JJ +10 more
europepmc +1 more source
Inequality of Opportunity in a Multiperiod Framework
ABSTRACT This paper offers a simple model to evaluate and measure inequality of opportunity in a multiperiod framework, in which both circumstances and effort may change over time. We adopt a norm‐based approach and an axiomatic methodology: we first characterise two alternative definitions of a ‘fair distribution’, associated respectively with the ex ...
Domenico Moramarco +2 more
wiley +1 more source
Molecular Age Estimation: Current Perspectives and Future Considerations. [PDF]
Zaatar MT +12 more
europepmc +1 more source
Forensic science: A judicial perspective. [PDF]
Rakoff JS, Liu G.
europepmc +1 more source
ABSTRACT Artificial intelligence (AI) is increasingly used in public decision‐making; yet existing governance tools often lack clear definitions of harm and benefit, practical methods for weighing competing values, and guidance for resolving value conflicts.
Karl de Fine Licht, Anna Folland
wiley +1 more source

