Results 41 to 50 of about 5,687 (280)
Journal of Forecasting, EarlyView.ABSTRACT Most studies on inflation forecasts have studied behavioral biases, informational frictions, or external shocks in isolation, without considering how these factors jointly drive deviations from rational expectations. We therefore adopt an integrated framework that simultaneously estimates the behavioral, informational, and external ...
Belen Chocobar, Peter Claeys
wiley +1 more source
IET Signal Processing, 2021 Joint Cramér‐Rao lower bound (JCRLB) is very useful for the performance evaluation of joint state and parameter estimation (JSPE) of non‐linear systems, in which the current measurement only depends on the current state.
Xianqing Li +2 more
doaj +1 more source
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
Institutional Diversity in Banking and Economic Complexity
International Journal of Finance &Economics, EarlyView.ABSTRACT In this paper, we test whether institutional diversity in banking systems is beneficial to economic complexity, using data for Italian provinces in the period 1998–2017. We compute different indexes that consider diversity from an ownership, institutional, business model and competition point of view and find that higher diversity has a ...
Beniamino Pisicoli
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Media Statistika, 2019 In this study, we aim to build a multivariate control chart for autocorrelated data. We use MEWMA and MEWMV control charts which are free of normality assumption.
Novri Suhermi +2 more
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Autocorrelated process monitoring using triggered cuscore charts
, 2002 Some of the most widely-investigated control charting techniques for autocorrelated data are based on time series residuals. If the mean shift in the autocorrelated process is a sudden step shift, the resulting mean shift in the residuals is time varying
Shu, Lianjie +5 more
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International Journal of Gynecology &Obstetrics, EarlyView.Abstract Introduction The disparity in maternal mortality and severe morbidity between high‐ and low‐income countries is well established. Previously, we highlighted within‐country disparities in Ethiopia using demographic and health survey data. This study used enhanced obstetric surveillance data to detect subnational hotspot areas and factors ...
Sisay Mulugeta Alemu +8 more
wiley +1 more source
Gubernatorial Re‐Election Incentives, Local Investment Bias, and Pension Fund Performance
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT We investigate the impact of gubernatorial re‐election incentive and political factors on US public pension funds from 1990 to 2022. Our empirical analysis finds no significant overall relationship between gubernatorial re‐election incentives and local bias in the full sample.
Hongxian Zhang +3 more
wiley +1 more source
MAX-EWMA CHART FOR AUTOCORRELATED PROCESSES (MEWMAP CHART)
South African Journal of Industrial Engineering, 2012 <p>ENGLISH ABSTRACT: This paper proposes an exponentially weighted moving average (EWMA) control chart that is capable of detecting changes in both process mean and standard deviation for autocorrelated data (referred to as the Maximum ...
K. Thaga, V.S.S. Yadavalli
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Statistical analysis of the blast furnace process output parameter using arima control chart with proposed methodology of control limits setting [PDF]
Metalurgija, 2009 The paper deals with the statistical analysis of the selected parameter of the blast furnace process. It was proved that analyzed measurements have been autocorrelated.
D. Noskievičová
doaj