Results 231 to 240 of about 323,246 (272)

Estimating Interaction Effects With Panel Data

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

A Complexity-Based Approach to Quantum Observable Equilibration. [PDF]

Entropy (Basel)
Alpino MG, Debarba T, Vianna RO, Cesário AT.   +3 more
europepmc   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Sampled-data fuzzy [Formula: see text] estimators for control of nonlinear parabolic partial differential equations. [PDF]

Sci Rep
Sivakumar M, Dharani S, Cao J.
europepmc   +1 more source

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics

Journal of Applied Econometrics, EarlyView.
ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi, Christian Matthes, Mu‐Chun Wang   +2 more
wiley   +1 more source

Five Facts About Influence Functions. [PDF]

Epidemiology
Cole SR, Breskin A, Shook-Sa BE, Zivich PN, Hudgens MG, Edwards JK.   +5 more
europepmc   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

On the oscillation criteria for neutral differential equations with several delays. [PDF]

Sci Rep
Alqhtani M, Masood F, Saad KM, Bazighifan O.   +3 more
europepmc   +1 more source

Cyclothymic‐hypersensitive temperament in early adolescence: Longitudinal measurement invariance and associations with psychopathology over time

JCPP Advances, EarlyView.
Abstract Background Cyclothymic‐Hypersensitive Temperament (CHT) is characterised by mood instability, interpersonal hypersensitivity, and emotional hyperreactivity, traits frequently observed in general population as well as clinical settings but often eluding strict diagnostic classifications.
Anna Pezzella, Pietro Buono, Nadia Marani, Luisa Almerico, Alessandra Carta, Maria Nobile, Carmela Bravaccio, Gennaro Catone, Vincenzo Paolo Senese, Simone Pisano   +9 more
wiley   +1 more source

Statistical Distribution and Entropy of Multi-Scale Returns: A Coarse-Grained Analysis and Evidence for a New Stylized Fact. [PDF]

Entropy (Basel)
Hernández-Montoya AR.
europepmc   +1 more source