Lévy Diffusion Under Power-Law Stochastic Resetting. [PDF]
Liu J, Li Y, Marchesoni F.
europepmc +1 more source
Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley +1 more source
A RECURSIVE STOCHASTIC ALGORITHM FOR REAL-TIME ONLINE PARAMETER ESTIMATION IN ITEM RESPONSE THEORY: ENHANCING COMPUTATIONAL EFFICIENCY FOR DYNAMIC EDUCATIONAL ASSESSMENT. [PDF]
Xu S, Lu J, Zhang J.
europepmc +1 more source
ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu +3 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]
Hernández-Montoya AR.
europepmc +1 more source
The Impact of Democratization and Globalization on Environmental Sustainability in Brazil
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 +3 more
wiley +1 more source
On the performance of active RIS-enhanced NOMA systems with spectrum sharing mechanisms. [PDF]
Tran M, Bui Vu M, Nguyen SQ.
europepmc +1 more source
Energy security risk has a positive impact on material footprint. Renewable energy consumption reduces material footprint. ABSTRACT Following a high economic growth path, the group of G7 economies is found to be utilising more and more material, causing a material footprint (MF), which in turn contributes to pollution.
Serhat Çamkaya +4 more
wiley +1 more source
An Approach to Fisher-Rao Metric for Infinite Dimensional Non-Parametric Information Geometry. [PDF]
Cheng B, Tong H.
europepmc +1 more source
Effect of Austerity Measures on Infant Mortality: Evidence From Greece
ABSTRACT Governments frequently adopt austerity policies when facing economic crises, yet their long‐term consequences for population health remain incompletely understood. This paper examines the impact of large‐scale fiscal austerity on infant mortality by exploiting the Troika‐led economic adjustment program implemented in Greece beginning in 2010 ...
Robert J. Kolesar, Rok Spruk
wiley +1 more source

