Results 141 to 150 of about 7,987 (264)

On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets

open access: yesInternational Studies of Economics, EarlyView.
ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley   +1 more source

Asymptotic stability in distribution of stochastic differential equations with Markovian switching

open access: yes
Stability of stochastic differential equations with Markovian switching has recently been discussed by many authors, for example, Basak et al. (J. Math. Anal. Appl. 202 (1996) 604), Ji and Chizeck (IEEE Trans. Automat.
Yuan, Chenggui, Mao, Xuerong
core  

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley   +1 more source

Evolutionary dynamics on a regular networked structured and unstructured multi‐population

open access: yesInternational Journal of Robust and Nonlinear Control, EarlyView., 2023
Abstract In this paper, we study collective decision‐making in a multi‐population framework, where groups of individuals represent whole populations that interact by means of a regular network. Each group consists of a number of players and every player can choose between two options.
Wouter Baar   +2 more
wiley   +1 more source

Strong practical stability based robust stabilization of uncertain discrete linear repetitive processes

open access: yes, 2013
Repetitive processes are a distinct class of 2D systems of both theoretical and practical interest whose dynamics evolve over a subset of the positive quadrant in the 2D plane. The stability theory for these processes originally consisted of two distinct
Bachelier, O   +5 more
core  

A Joint Test of Unconfoundedness and Common Trends

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We introduce an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two‐period panel data setting: unconfoundedness and common trends. Under unconfoundedness, treatment assignment and post‐treatment outcomes are independent, conditional on control variables and pre‐treatment ...
Martin Huber, Eva‐Maria Oeß
wiley   +1 more source

Cyclothymic‐hypersensitive temperament in early adolescence: Longitudinal measurement invariance and associations with psychopathology over time

open access: yesJCPP Advances, EarlyView.
Abstract Background Cyclothymic‐Hypersensitive Temperament (CHT) is characterised by mood instability, interpersonal hypersensitivity, and emotional hyperreactivity, traits frequently observed in general population as well as clinical settings but often eluding strict diagnostic classifications.
Anna Pezzella   +9 more
wiley   +1 more source

Maternal depression across childhood and offspring young adult depression and anxiety: Testing adolescent emotion dynamics as transdiagnostic mechanisms

open access: yesJCPP Advances, EarlyView.
Abstract Background Early exposure to maternal depression can increase risk for offspring mental health problems across the lifespan. Less is known about the transdiagnostic pathways through which maternal depression influences offspring mental health risk in young adulthood.
Gabrielle R. Rinne   +3 more
wiley   +1 more source

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