Results 11 to 20 of about 751,692 (303)
Qualitative threshold ARCH models [PDF]
Journal of Econometrics, 1992 The paper deals with the tradeoff between the flexibility of the conditional variance specification in terms of a given past value and the number of lags. A class of dynamic models is considered (QTARCH models) in which both the conditional mean and the conditional variance are symmetrically treated in order to discuss the possible cross-effects or ...
Gourieroux Christian, Monfort Alain
openaire +2 more sources
Dynamic spatiotemporal ARCH models
Spatial Economic Analysis, 2023 Geo-referenced data are characterised by an inherent spatial dependence due to geographical proximity. In this paper, we introduce a dynamic spatiotemporal autoregressive conditional heteroscedasticity (ARCH) process to describe the effects of (i) the log-squared time-lagged outcome variable, the temporal effect, (ii) the spatial lag of the log-squared
Philipp Otto +2 more
openaire +2 more sources
Mandibular Clinical Arch Forms in Iraqi Population: A National Survey
Diagnostics, 2022 Background: This study aims to identify mandibular clinical arch forms and dimensions in the Iraqi population. Materials and methods: The study sample consisted of pre-treatment mandibular study models of the Iraqi population.
Munther A. Ali, Yassir A. Yassir
doaj +1 more source
Adaptive testing in arch models [PDF]
Econometric Reviews, 2000 Specification tests for conditional heteroskedasticity that are derived under the assumption that the density of the innovation is Gaussian may not be powerful in light of the recent empirical results that the density is not Gaussian. We obtain specification tests for conditional heteroskedasticity under the assumption that the innovation density is a ...
Oliver Linton, Douglas G. Steigerwald
openaire +1 more source
Applied Sciences, 2020 Hydrological modeling is one of the important subjects in managing water resources and the processes of predicting stochastic behavior. Developing Data-Driven Models (DDMs) to apply to hydrological modeling is a very complex issue because of the ...
Nasrin Fathollahzadeh Attar +10 more
doaj +1 more source
Semi-parametric estimation for ARCH models
Alexandria Engineering Journal, 2018 In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH) model with Quasi likelihood (QL) and Asymptotic Quasi-likelihood (AQL) estimation methods.
Raed Alzghool, Loai M. Al-Zubi
doaj +1 more source
Frontiers in Materials, 2022 To study the bearing capacity of a corroded reinforced concrete (RC) arch and analyze the deterioration mechanism of an in-service RC arch bridge, a deterioration simulation under the coupling effect of the environment and load was performed by employing
Jingzhou Xin +5 more
doaj +1 more source
A new way of analyzing tooth movement using universal coordinate system geometry single point superposition in a 3D model [PDF]
Dental Press Journal of Orthodontics, 2023 Introduction: Superposing 3D models is an imminent need. However, current methods rely on marking multiple points on the maxilla and mandible, which could increase point marking and overlapping errors. Objective: This study aimed at developing a method
Rodrigo Xavier Silveira de SOUZA +7 more
doaj +1 more source
Bayesian analysis of switching ARCH models [PDF]
Journal of Time Series Analysis, 2002 We consider a time series model with autoregressive conditional heteroscedasticity that is subject to changes in regime. The regimes evolve according to a multistate latent Markov switching process with unknown transition probabilities, and it is the constant in the variance process of the innovations that is subject to regime shifts.
Kaufmann, Sylvia +1 more
openaire +3 more sources
A Retrospective Study to Evaluate the Intra-Arch Dimensional Changes in Moderate Crowding Cases Treated Non Extraction with a Passive Self-Ligation Appliance [PDF]
Iranian Journal of Orthodontics, 2018 Background: Non-extraction treatment protocols are better accepted by patients as well as clinicians. Among the techniques and mechanics with the potential to facilitate non-extraction treatment includes headgears, fixed sagittal correctors, transverse ...
Vishal Bharadwaj +6 more
doaj +1 more source