Results 111 to 120 of about 118,514 (262)

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters [PDF]

This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators in the presence of estimated nuisance parameters.
Joaquim J. S. Ramalho, Richard Smith, Whitney K. Newey   +2 more
core  

Sleep enhances gamma oscillations in the seizure onset zone and broadband activity in the irritative zone of focal cortical dysplasia

Epilepsia Open, EarlyView.
Abstract Objective Focal cortical dysplasia (FCD) is a leading cause of drug‐resistant epilepsy and is associated with sleep‐related seizures, yet the underlying electrophysiological mechanisms during different brain states remain poorly understood. We investigated whether fast oscillations (FOs) within the seizure onset zone (SOZ) and irritative zone (
Mohammad F. Khazali, Nina Schwoon, Armin Brandt, Matthias Dümpelmann, Yiwen Li Hegner, Nicolas Roehri, Dirk‐Matthias Altenmüller, Victoria San Antonio‐Arce, Peter C. Reinacher, Julia M. Nakagawa, Soroush Doostkam, Theo Demerath, Horst Urbach, Andreas Schulze‐Bonhage, Marcel Heers   +14 more
wiley   +1 more source

Scour‐Conditioned Seismic Fragility Analysis of Monopile‐Supported Offshore Wind Turbines

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Monopile‐supported offshore wind turbines (MS‐OWTs) are increasingly deployed in seismic coastal regions, where they face compound risks from earthquake loading and seabed scour. While past studies have addressed these hazards separately, seismic fragility under evolving scour conditions remains insufficiently understood. This study introduces
Francisco Pinto, Rodrigo Astroza, Felipe Vicencio, Raffaele De Risi   +3 more
wiley   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

Geological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu, Mehmet Metin Dam, Serdar Ongan, Andrew Adewale Alola   +3 more
wiley   +1 more source

Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the channels through which changes in operating capacity influence freight rates in the container shipping market using a novel dataset to create an operating capacity index at the shipping‐route level. Our analysis reveals that when supply elasticity is low, an increase in operating capacity tends to drive freight rates upward,
Cong Sui, Shang Wang, Jingmin Liang, Nikos K. Nomikos   +3 more
wiley   +1 more source

Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes [PDF]

This paper studies fractional processes that may be perturbed by weakly dependent time series. The model for a perturbed fractional process has a components framework in which there may be components of both long and short memory.
Peter C.B. Phillips, Yixiao Sun
core  

Interplay Between Green Investment and Market Price Premia in Global Shipping

International Journal of Finance &Economics, EarlyView.
ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi, Nikos C. Papapostolou, Malvina Marchese, Ioannis C. Moutzouris, Angelos Efstathiou   +4 more
wiley   +1 more source

Asymptotic normality of parametric part in semiparametric regression in the presence of measurement error

AIMS Mathematics
In this study, we investigate a partially linear regression model where the covariate entering the nonparametric component is measured with error. A key challenge in such models is that the measurement error distribution is unknown, and this setting is ...
Seçil Yalaz
doaj   +1 more source