Results 201 to 210 of about 29,745 (305)

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
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

Asymptotic efficiency of conditional least squares estimators for ARCH models

The conditional least squares (CL) estimators proposed by Tjostheim [1986. Estimation in nonlinear time series models. Stochastic Process. Appl. 21, 251-273] are important and fundamental. The CL estimator applied to the square-transformed ARCH model has
Amano, Tomoyuki, Taniguchi, Masanobu
core  

Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley   +1 more source

Two-phase designs for cost-effective evaluation of cancer screening tests. [PDF]

Biometrics
Mao F, Cook RJ, Lorey T, Wentzensen N, Cheung LC.   +4 more
europepmc   +1 more source

The Energy Dilemma: Does Energy Security Risk and Renewable Energy Affect Fossil Material Footprint? Policy Framework for Securing SDGs

Geological Journal, EarlyView.
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, Faiza Saleem, Afshan Hamid, Magdalena Radulescu, Ahsan Anwar   +4 more
wiley   +1 more source

Low-Latency Realism Through Randomized Distributed Function Computations: A Shannon Theoretic Approach. [PDF]

Entropy (Basel)
Günlü O, Skorski M, Poor HV.
europepmc   +1 more source

Two‐Dimensional Layered Oxides and the Two‐Dimensionalization of Bulk Oxides for Post‐Moore Information Devices

Information &Functional Materials, EarlyView.
This review systematically summarizes two‐dimensional layered and nonlayered oxides, focusing on their synthesis, properties, and post‐Moore applications in transistors, gate dielectrics, optoelectronics, and ferroelectric/magnetic devices. It also discusses challenges including scalable growth and interface engineering, along with future industrial ...
Xinjie Hou, Yanchang Zhou, Yushan Zhu, Xiao Zhang, Ruiqing Cheng, Jun He   +5 more
wiley   +1 more source

Covariate Adjustment for the Win Odds: Application to Cardiovascular Outcomes Trials. [PDF]

Stat Med
Scheidegger C, Wandel S, Mütze T.
europepmc   +1 more source

Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the channels through which changes in operating capacity influence freight rates in the container shipping market using a novel dataset to create an operating capacity index at the shipping‐route level. Our analysis reveals that when supply elasticity is low, an increase in operating capacity tends to drive freight rates upward,
Cong Sui, Shang Wang, Jingmin Liang, Nikos K. Nomikos   +3 more
wiley   +1 more source

A Perturbation Subsampling Method for Massive Censored Data. [PDF]

Entropy (Basel)
Tian Y, Song J.
europepmc   +1 more source