Results 71 to 80 of about 14,273 (256)
Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model [PDF]
We find the asymptotics of the OLS estimator of the parameters $\beta$ and $\rho$ in the spatial autoregressive model with exogenous regressors $Y_n = X_n\beta+\rho W_nY_n+V_n$. Only low-level conditions are imposed.
Mynbaev, Kairat
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT The United States (U.S.) faces challenges in achieving its ambitious net‐zero carbon emissions target by 2050, with current emissions having fallen by less than 1% in 2024. Despite an investment of $500 billion in low‐carbon resources while holding the second‐largest green technology patent portfolio globally, it is further imperative to ...
Md Zubair Ahmad +5 more
wiley +1 more source
Asymptotic behaviour of the posterior distribution in overfitted mixture models. [PDF]
In this paper we study the asymptotic behaviour of the posterior distribution in a mixture model when the number of components in the mixture is larger than the true number of components, a situation commonly referred to as overfitted mixture.
Rousseau, Judith, Mengersen, Kerrie
core
Tests of covariance matrices for high dimensional multivariate data under non-normality [PDF]
, 2015 Ahmad et al. (in press) presented test statistics for sphericity and identity of the covariance matrix of a multivariate normal distribution when the dimension, p, exceeds the sample size, n.
Ahmad, Rauf, +2 more
core +1 more source
Revista Colombiana de Estadística, 2009 En la literatura de series de tiempo se encuentran diferentes procedimientos para probar la hipótesis sobre el origen aleatorio o determinístico de la componente de tendencia de una serie.
ELKIN CASTAÑO, JORGE MARTÍNEZ
doaj
Business Strategy and the Environment, EarlyView.ABSTRACT Focusing on firm‐size heterogeneity, this study examines how institutional reform reshapes the effects of environmental, social, and governance (ESG) disclosure on firm value. Using 2019–2023 panel data on 1427 Japanese listed firms (before and after the 2022 Tokyo Stock Exchange reorganization and Corporate Governance Code revision), this ...
Akio Nakashima, Kimitaka Nishitani
wiley +1 more source
Hypothesis Testing in Linear Regression when K/N is Large [PDF]
This paper derives the asymptotic distribution of the F-test for the significance of linear regression coefficients as both the number of regressors, k, and the number of observations, n, increase together so that their ratio remains positive in the ...
Calhoun, Gray
core
Business Strategy and the Environment, EarlyView.ABSTRACT Achieving green transition has become an essential policy priority for which economies need to mobilize green finance, increase green innovation, and promote trade in environmentally sustainable goods and services. However, the effectiveness of policies for enhanced green development depends not only on their design but also on their ...
Sami Ur Rahman +3 more
wiley +1 more source
Testing for symmetric error distribution in nonparametric regression models [PDF]
For the problem of testing symmetry of the error distribution in a nonparametric regression model we propose as a test statistic the difference between the two empirical distribution functions of estimated residuals and their counterparts with opposite ...
Neumeyer, Natalie, Dette, Holger
core
Carbon Footprint of Bank Loans: Opportunities and Risk Implications in the Banking Industry
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether the carbon footprint of bank loan portfolios influences bank stability, profitability and cost efficiency and whether regulatory quality moderates these relationships. Using a balanced panel of 33 countries from 2005 to 2018, the analysis combines banking‐sector indicators from the World Bank Global Financial ...
Honglei Wang +5 more
wiley +1 more source