Results 81 to 90 of about 14,273 (256)
Business Strategy and the Environment, EarlyView.ABSTRACT Environmental performance has become strategically critical as regulators mandate disclosure, investors screen for ESG commitments, and consumers reward sustainable practices. Yet whether environmental performance enhances or constrains corporate innovation capacity remains contested.
Jiyeon Kim, Wooyoung Yang
wiley +1 more source
Limit Theory for Explosively Cointegrated Systems [PDF]
A limit theory is developed for multivariate regression in an explosive cointegrated system. The asymptotic behavior of the least squares estimator of the cointegrating coefficients is found to depend upon the precise relationship between the explosive ...
Peter C.B. Phillips, Tassos Magdalinos
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Climate Risk and Real Estate Markets in the EU: Institutional Control Through Regulation
Business Strategy and the Environment, EarlyView.ABSTRACT Climate change is increasingly reshaping the economic foundations of asset markets, yet its implications for the estate sector remain unevenly understood, particularly when institutional and financial mechanisms mediate risk transmission. While a growing body of evidence links climate vulnerability to property valuation and market behaviour ...
Qiulin Yang +4 more
wiley +1 more source
Asymptotic theory of statistics form unit root test regressions when the alternative is a breaking-trend-stationary model [PDF]
We derive test regressions whose structure provides a link between tests for a unit root and tests on the nullity of the parameters associated with the regression's trend function.
Noriega-Muro, Antonio
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Bayesian inverse ensemble forecasting for COVID‐19
Canadian Journal of Statistics, EarlyView.Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley +1 more source
A note on testing symmetry of the error distribution in linear regression models [PDF]
In the classical linear regression model the problem of testing for symmetry of the error distribution is considered. The test statistic is a functional of the difference between the two empirical distribution functions of the estimated residuals and ...
Neumeyer, Natalie +2 more
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A partial envelope approach for modelling multivariate spatial‐temporal data
Canadian Journal of Statistics, EarlyView.Abstract In the new era of big data, modelling multivariate spatial‐temporal data is a challenging task due to both the high dimensionality of the features and complex associations among the responses across different locations and time points.
Reisa Widjaja +3 more
wiley +1 more source
Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression [PDF]
This paper provides a means of accurately simulating explosive autoregressive processes, and uses this method to analyse the distribution of the likelihood ratio test statistic for an explosive second order autoregressive process.
Bent Nielsen, J. James Reade
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Nonlinear permuted Granger causality
Canadian Journal of Statistics, EarlyView.Abstract Granger causality is an established, contentious method that seeks causal temporal connections via association and precedence. While not true causal inference, it assists in mapping networks of information flow that may warrant further study.
Noah D. Gade, Jordan Rodu
wiley +1 more source
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT The leading‐order asymptotic behavior of the solution of the Cauchy initial‐value problem for the Benjamin–Ono equation in L2(R)$L^2(\mathbb {R})$ is obtained explicitly for generic rational initial data u0$u_0$. An explicit asymptotic wave profile uZD(t,x;ε)$u^\mathrm{ZD}(t,x;\epsilon)$ is given, in terms of the branches of the multivalued ...
Elliot Blackstone +3 more
wiley +1 more source