Results 11 to 20 of about 262 (135)
Cross-Sectional Analysis of Impulse Indicator Saturation Method for Outlier Detection Estimated via Regularization Techniques with Application of COVID-19 Data. [PDF]
Comput Math Methods Med, 2022 Impulse indicator saturation is a popular method for outlier detection in time series modeling, which outperforms the least trimmed squares (LTS), M‐estimator, and MM‐estimator. However, using the IIS method for outlier detection in cross‐sectional analysis has remained unexplored.
Muhammadullah S +4 more
europepmc +2 more sources
Testing the Presence of Outliers in Regression Models*
Oxford Bulletin of Economics and Statistics, Volume 84, Issue 6, Page 1452-1484, December 2022., 2022 We propose two sets of tests for the overall presence of outliers in regression models. First, ‘simple’ tests on whether the proportion and the number of detected outliers deviate from their expected values. Second, ‘scaling’ tests on whether the proportion of outliers decreases with the cut‐off used to detect outliers.
Xiyu Jiao, Felix Pretis
wiley +1 more source
Wool and the relative resilience of Western Australian Wheatbelt economies
Geographical Research, Volume 60, Issue 4, Page 610-624, November 2022., 2022 Drawing on a case study of the Western Australian Wheatbelt, a region in which broadacre cropping and Merino sheep grazing formed a cohesive farming enterprise type for many decades, we employ dynamic econometric models to test the relative resilience of the wool sector for four of the region’s constituent local government areas (LGAs) from just prior ...
Paul Plummer, Neil Argent
wiley +1 more source
Backcasting world trade growth using data reduction methods
The World Economy, Volume 45, Issue 10, Page 3169-3191, October 2022., 2022 Abstract This paper compares backcasting performance of models based on variable selection to dynamic factor model for backcasting the world trade growth rate with two months ahead. The variable selection models are specified by applying penalised regressions and an automatic general‐to‐specific procedure, using a large data set.
Amélie Charles, Olivier Darné
wiley +1 more source
Commercial electricity demand modeling: Do regional differences matter for Saudi Arabia?
Energy Reports, 2023 This paper estimates the responses of drivers of electricity demand for commercial consumers in Saudi Arabia at a regional level. We demonstrate that the regional variation of response to changes in income and prices reflects the level of development of ...
Jeyhun I. Mikayilov, Abdulelah Darandary
doaj +1 more source
Ideals in autometrized algebras [PDF]
Journal of the Australian Mathematical Society, 1977 AbstractA notion of a normal autometrized algebra is introduced which generalises the concepts of Boolean geometry. Brouwerian geometry, autometrized lattice ordered groups, semi-Brouwerian geometry, etc. The notions of ideals and congruence relations are introduced in normal autometrized algebras and a one to one correspondence between ideals and ...
Swamy, K. L. N., Rao, N. P.
openaire +2 more sources
Mathematical Problems in Engineering, Volume 2022, Issue 1, 2022., 2022 In this article, we compare autometrics and machine learning techniques including Minimax Concave Penalty (MCP), Elastic Smoothly Clipped Absolute Deviation (E‐SCAD), and Adaptive Elastic Net (AEnet). For simulation experiments, three kinds of scenarios are considered by allowing the multicollinearity, heteroscedasticity, and autocorrelation conditions
Faridoon Khan +6 more
wiley +1 more source
Energy Strategy Reviews, 2023 Environmental issues, such as carbon dioxide (CO2) emissions, are humanity's most critical issues. Emissions released by oil-producing countries is not small. This is because these countries have an abundance of fossil fuels with considerably low prices,
Fakhri J. Hasanov +2 more
doaj +1 more source
BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl
Econometrics, 2020 In this paper, we apply Bayesian averaging of classical estimates (BACE) and Bayesian model averaging (BMA) as an automatic modeling procedures for two well-known macroeconometric models: UK demand for narrow money and long-term inflation.
Marcin Błażejowski +2 more
doaj +1 more source