Results 131 to 140 of about 10,065 (268)
Generalized normal ARMA model applied to the areas of economy, hydrology, and public policy
openIn questo studio viene presentata una nuova classe di modelli per serie temporali, il modello autoregressivo a media mobile con distribuzione normale generalizzata (GN-ARMA).
XEKA, ARMANDO
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Bayesian Analysis of ARMA Models using Noninformative Priors [PDF]
Parameters in AutoRegressive Moving Average (ARMA) models are locally nonidentified, due to the problem of root cancellation. Parameters can be constructed which represent this identification problem.
Hoek, H. (Henk) +7 more
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Forecasting House Prices: The Role of Market Interconnectedness
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models [PDF]
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory ...
Kaizoji, Taisei, Lux, Thomas
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ABSTRACT Aim To assess the perceived effectiveness of the school nurse services through students' responses and to examine whether there is a detectable relationship between the students' subjective health status and the school nurse's service delivery.
Ilona Karácsony +2 more
wiley +1 more source
This systematic review and meta‐analysis synthesizes Brucella prevalence across human and animal hosts in Bangladesh. Dogs showed the highest prevalence (7.49%), followed by goats (3.86%), cattle (3.67%), humans (2.94%), and horses (1.78%). Abortion history was significantly associated with Brucella infection, underscoring the need for integrated One ...
Radwan Raquib +4 more
wiley +1 more source
Bayesian Analysis of ARMA models using Noninformative Priors
Parameters in AutoRegressive Moving Average (ARMA) models are locally nonidentified, due to the problem of root cancellation. Parameters can be constructed which represent this identification problem.
Hoek, H., Kleibergen, F.R.
core +3 more sources
From Groups to Individuals: How Identifiability Reduces Biased Meta‐Perceptions and Polarization
ABSTRACT Political polarization reflects not only people's attitudes toward rival groups but also their meta‐perceptions—beliefs about how one's group is viewed by the opposing side. These second‐order beliefs are often negatively biased and exaggerated (Lees and Cikara 2020), reinforcing mistrust and perceived division.
Amy Bruck, Ilana Ritov
wiley +1 more source
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
Simulation methods are used to measure the expected differentials between the Mean Square Errors of the forecasts from models based on temporally disaggregated versus aggregated data.
Ramirez, Octavio A.
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