Results 111 to 120 of about 30,909 (252)
The impact of association agreements on trade flows and the trade balance: Evidence from the CEEC-4 [PDF]
In this paper we focus on the trade balance effects of free trade agreements between the EU-15 and the CEEC-4 countries using a dynamic panel data approach.
Caporale, GM, Rault, C, Sova, A, Sova, R
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Abstract Somatic growth influences survival and reproduction, with flow‐on effects on population dynamics and energy fluxes within ecosystems. Small‐bodied cryptobenthic reef fishes may contribute significantly to productivity due to their life‐history traits, including growth rates and rapid generational turnover.
Nisha C. Goldsworthy +3 more
wiley +1 more source
How does the quality of a prediction depend on the magnitude of the events under study? [PDF]
We investigate the predictability of extreme events in time series. The focus of this work is to understand, under which circumstances large events are better predictable than smaller events.
S. Hallerberg, H. Kantz
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Multiple Changepoint Detection for Non‐Gaussian Time Series
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund +3 more
wiley +1 more source
In many situations, the quality of a process or product can be characterized by a functional relationship or profile. It is well-known that the independence assumptions of the error terms within or between profiles are not always valid and could be ...
Aylin Pakzad +3 more
doaj +1 more source
Relaxed phylogenetics and dating with confidence.
In phylogenetics, the unrooted model of phylogeny and the strict molecular clock model are two extremes of a continuum. Despite their dominance in phylogenetic inference, it is evident that both are biologically unrealistic and that the real evolutionary
Alexei J Drummond +3 more
doaj +1 more source
Nonparametric Detection of a Time‐Varying Mean
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley +1 more source
Output Gap Uncertainty, Sovereign Risk Premia and the Contingent Importance of the Bond Vigilantes
ABSTRACT This paper investigates the implications of output gap uncertainty for the conduct of fiscal policy using a small‐scale macroeconomic model with boundedly rational agents. Specifically, agents use an adaptive updating mechanism to approximate the unobservable potential output that suffers, similarly to the Hodrick and Prescott (1997) filter ...
Christian R. Proaño, Jonas Dix
wiley +1 more source
On the (Mis)Use of Machine Learning With Panel Data
ABSTRACT We provide the first systematic assessment of data leakage issues in the use of machine learning on panel data. Our organising framework clarifies why neglecting the cross‐sectional and longitudinal structure of these data leads to hard‐to‐detect data leakage, inflated out‐of‐sample performance, and an inadvertent overestimation of the real ...
Augusto Cerqua +2 more
wiley +1 more source
Is the New Keynesian Phillips curve flat? [PDF]
Macroeconomic data suggest that the New Keynesian Phillips curve is quite flat - despite microeconomic evidence implying frequent price adjustments.
Kuester, Keith +2 more
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