Results 81 to 90 of about 236,727 (226)
Inference in Regression Models with Many Regressors [PDF]
We investigate the behavior of various standard and modified F, LR and LM tests in linear homoskedastic regressions, adapting an alternative asymptotic framework where the number of regressors and possibly restrictions grows proportionately to the sample
Stanislav Anatolyev
core
Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
wiley +1 more source
To What Extent Does ESG Performance Influence Board Engagement in Acquisition Activity?
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the relationship between boards and corporate acquisition activity. Specifically, we posit that boards with directors who have been politicians positively influence the propensity to pursue acquisitions and that ESG performance (divided into environmental, social, and governance scores) moderates this relationship.
Leticia Pérez‐Calero +4 more
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Corporate social responsibility (CSR) has undergone continuous expansion across industries, yet its intellectual evolution and cross‐sectoral linkages remain insufficiently understood. This study provides a comprehensive, data‐driven assessment of CSR's developmental trajectories by analyzing 3314 Web of Science articles using key‐route main ...
Wei‐Hao Su +2 more
wiley +1 more source
Econometrics of testing for jumps in financial economics using bipower variation [PDF]
In this paper we provide an asymptotic distribution theory for some non-parametric tests of the hypothesis that asset prices have continuous sample paths. We study the behaviour of the tests using simulated data and see that certain versions of the tests
Neil Shephard, Ole E. Barndorff-Nielsen
core
Contributions to Plasma Physics, EarlyView.ABSTRACT Warm dense matter (WDM) is a complex state, where quantum effects, thermal excitations, and strong interparticle correlations coexist. Understanding its microscopic composition and medium‐induced modifications of atomic and molecular properties is essential for planetary modeling, fusion research, and high‐energy‐density experiments.
L. T. Yerimbetova +4 more
wiley +1 more source
Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods [PDF]
This paper discusses asymptotic and bootstrap inference methods for a set of inequality and progressivity indices. The application of non-degenerate U-statistics theory is described, particularly through the derivation of the Suits-progressivity index ...
Raquel Andres, Samuel Calonge
core
Quenching the Hubbard Model: Comparison of Nonequilibrium Green's Function Methods
Contributions to Plasma Physics, EarlyView.ABSTRACT We benchmark nonequilibrium Green's function (NEGF) approaches for interaction quenches in the half‐filled Fermi–Hubbard model in one and two dimensions. We compare fully self‐consistent two‐time Kadanoff–Baym equations (KBE), the generalized Kadanoff–Baym ansatz (GKBA), and the recently developed NEGF‐based quantum fluctuations approach (NEGF‐
Jan‐Philip Joost +3 more
wiley +1 more source
Application of Bootstrap Methods in Investigation of Size of the Granger Causality Test for Integrated VAR Systems [PDF]
This paper examines the size performance of the Toda-Yamamoto test for Granger causality in the case of trivariate integrated and cointegrated VAR systems. The standard asymptotic distribution theory and the residual-based bootstrap approach are applied.
Lukasz Lach
core