Results 211 to 220 of about 237,552 (328)

Subtle Discrimination

open access: yesThe Journal of Finance, EarlyView.
ABSTRACT We introduce the concept of subtle discrimination—biased acts that cannot be objectively ascertained as discriminatory. When candidates compete for promotions by investing in skills, firms' subtle biases induce discriminated candidates to overinvest when promotions are low‐stakes (to distinguish themselves from favored candidates) but ...
ELENA S. PIKULINA, DANIEL FERREIRA
wiley   +1 more source

Cointegrating Polynomial Regressions With Power Law Trends

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The common practice in cointegrating polynomial regressions (CPRs) often confines nonlinearities in the variable of interest to stochastic trends, thereby overlooking the possibility that they may be caused by deterministic components. As an extension, we propose univariate and multivariate CPRs that incorporate power law deterministic trends.
Yicong Lin, Hanno Reuvers
wiley   +1 more source

Tests for Changes in Count Time Series Models With Exogenous Covariates

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley   +1 more source

Tensor Changepoint Detection and Eigenbootstrap

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta   +2 more
wiley   +1 more source

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