Results 71 to 80 of about 1,495 (237)
Handling Out‐of‐Sample Areas to Estimate the Unemployment Rate at Local Labour Market Areas in Italy
International Statistical Review, EarlyView.Summary Unemployment rate estimates for small areas are used to efficiently support the distribution of services and the allocation of resources, grants and funding. A Fay–Herriot type model is the most used tool to obtain these estimates. Under this approach out‐of‐sample areas require some synthetic estimates. As the geographical context is extremely
Roberto Benedetti +4 more
wiley +1 more source
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
Journal of Economic Surveys, EarlyView.ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
wiley +1 more source
IEEE Access, 2018 In this paper, a novel time series heteroskedastic model is proposed for sea clutter modeling application. In the light of characteristics of the practical clutter at low grazing angle, the original generalized autoregressive conditional ...
Yunjian Zhang +3 more
doaj +1 more source
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity [PDF]
, 2022 Mika Meitz, Pentti Saikkonen
openalex +1 more source
The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, EarlyView.ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
A new frontier for studying within-person variability: Bayesian multivariate generalized autoregressive conditional heteroskedasticity models. [PDF]
Psychol Methods, 2022 Rast P, Martin SR, Liu S, Williams DR.
europepmc +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar +4 more
wiley +1 more source
How the Threat of Knowledge Loss Drives Firms’ R&D Dynamism: A Threat Rigidity Perspective
Journal of Management Studies, EarlyView.Abstract Drawing on threat rigidity theory, this paper argues that the threat of knowledge loss gives rise to a threat rigidity effect in firms’ R&D function, that is, reduces their R&D dynamism. It further argues that the dampening of R&D dynamism is greater for firms more vulnerable to the threat of knowledge loss due to facing greater product market
Aman Asija, Dimo Ringov
wiley +1 more source
Forecasting cryptocurrency returns using classical statistical and deep learning techniques
International Journal of Information Management Data InsightsThe emergence of cryptocurrencies has generated enthusiasm and concern in the modern global economy. However, their high volatility, erratic price fluctuations, and tendency to exhibit price bubbles have made investors cautious about investing in them ...
Nehal N. AlMadany +3 more
doaj +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source