Results 141 to 150 of about 373,332 (254)

USING OLS TO TEST FOR NORMALITY [PDF]

Yitzhaki (1996) showed that the OLS estimator of the slope coefficient in a simple regression is a weighted average of the slopes delineated by adjacent observations. The weights depend only on the distribution of the independent variable.
Haim Shalit
core  

From Informality to Green Development: How the Shadow Economy Affects Green Finance, Green Innovation, and Green Trade

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, Muhammad Ibrahim Khan, Javed Hussain, Imran Ali Khan   +3 more
wiley   +1 more source

Drift Estimation for Stochastic Partial Differential Equation Driven by Fractional Brownian Motion

Mathematics
This paper presents a systematic asymptotic analysis of the least squares estimator (LSE) for the drift parameter in a fractional stochastic heat equation driven by fractional Brownian motion.
Hongsheng Qi, Lili Gao, Litan Yan
doaj   +1 more source

On Intercept Estimation in the Sample Selection Model [PDF]

We provide a proof of the consistency and asymptotic normality of the estimator suggested by Heckman (1990) for the intercept of a semiparametrically estimated sample selection model.
Marcia M. A. Schafgans
core  

Prediction error estimators: Asymptotic normality and accuracy

, 1976
In this paper the asymptotic normality of a large class of prediction error estimators is established. (Prediction error identification methods were introduced in [1] and further developed in [2] and [3].) The observed processes in this paper are assumed
L. Ljung, Caines, Peter E.,, Ljung, Lennart,, P. Caines   +3 more
core   +1 more source

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, Xin Xu, Kingsley Imandojemu, Felix Orole, Romanus Osabohien   +4 more
wiley   +1 more source

Sustainable and Resilient Supply Networks: Digitalisation, Regulation and Climate Vulnerability in a Global Context

Business Strategy and the Environment, EarlyView.
ABSTRACT The growing frequency of global crises has intensified concerns regarding climate vulnerability and the resilience of global production systems. This study examines the heterogeneous effects of supply chain development and supply chain digitalisation on climate vulnerability across countries, while accounting for institutional and investment ...
Ziwei Li, Zhi Zhan, Kingsley Imandojemu, Romanus Osabohien, Damilola Felix Eluyela   +4 more
wiley   +1 more source

Exploring Asymptotic Normality in Multinomial Models

Mathematical Methods in the Applied Sciences
ABSTRACT Among the methods for analyzing categorical outcomes, the multinomial model offers a robust framework for examining the dependence between a multi‐category response variable and a set of explanatory variables. Its flexibility, versatility, and broad applicability across diverse fields make it a valuable tool, as it does not ...
Nunes, Célia, Akoto, Isaac, Santos, Carla, Mexia, João Tiago   +3 more
openaire   +2 more sources

Climate Adequacy and Market Risk: Are They Related? Empirical Evidence From the European Equity Market Before and After the Adoption of the Paris Agreement

Business Strategy and the Environment, EarlyView.
ABSTRACT ESG ratings, and in particular environmental scores (E‐scores), are becoming increasingly relevant for financial stability and capital allocation decisions. This paper investigates the relationship between corporate environmental performance and market risk, as measured through value at risk (VaR) and expected shortfall (ES), the key metrics ...
Matilda Shini, Igor Gianfrancesco, Antonia Patrizia Iannuzzi, Vittorio Dell'Atti   +3 more
wiley   +1 more source

How Do Energy Prices, Financial Conditions, and ESG‐Related Uncertainty Shape Energy Efficiency in the United States? Evidence From Wavelet Quantile Regression

Business Strategy and the Environment, EarlyView.
ABSTRACT Improving energy efficiency is a central pillar of climate mitigation strategies, energy security, and sustainable economic growth, particularly in energy‐intensive economies such as the United States. This study investigates the nonlinear and distribution‐dependent effects of energy prices, financial conditions, economic policy uncertainty ...
Busra Agan Celik
wiley   +1 more source