Results 281 to 290 of about 73,625 (339)

Sample size requirements to evaluate policies in addiction research using interrupted time series analysis (ITS): Tools and guidance

open access: yesAddiction, EarlyView.
Abstract Formal power calculations are rarely presented in interrupted time‐series (ITS) studies due to their technical complexity, creating a significant gap in methodological rigor. This paper aimed to make power and sample size determination more accessible for researchers, particularly in the field of addiction, by providing a suite of practical ...
Emma Beard, Jamie Brown, Lion Shahab
wiley   +1 more source

Measuring the time‐varying market efficiency in the prewar and wartime Japanese stock market, 1924–1943

open access: yesAsia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.
Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley   +1 more source

Evolving trajectories of COVID-19 curves in India: Prediction using autoregressive integrated moving average modeling.

open access: yes, 2020
Bhandari S   +12 more
europepmc   +1 more source

Electoral responses to economic crises

open access: yesAmerican Journal of Political Science, EarlyView.
Abstract How do voters respond to economic crises: Do they turn against the incumbent, reward a certain political camp, polarize to the extremes, or perhaps continue to vote much like before? Analyzing extensive data on electorates, parties, and individuals in 24 countries for over half a century, we document a systematic pattern whereby economic ...
Yotam Margalit, Omer Solodoch
wiley   +1 more source

Detecting Critical Change in Dynamics Through Outlier Detection with Time‐Varying Parameters

open access: yesBritish Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Intensive longitudinal data are often found to be non‐stationary, namely, showing changes in statistical properties, such as means and variance‐covariance structures, over time. One way to accommodate non‐stationarity is to specify key parameters that show over‐time changes as time‐varying parameters (TVPs). However, the nature and dynamics of
Meng Chen   +2 more
wiley   +1 more source

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