Results 111 to 120 of about 1,047,164 (269)
Long‐run predictability tests are even worse than you thought
Journal of Applied Econometrics, Volume 37, Issue 7, Page 1334-1355, November/December 2022., 2022 Summary We derive asymptotic results for the long‐horizon ordinary least squares (OLS) estimator and corresponding t$$ t $$‐statistic for stationary autoregressive predictors. The t$$ t $$‐statistic—formed using the correct asymptotic variance—together with standard‐normal critical values result in a correctly‐sized test for exogenous predictors.
Erik Hjalmarsson, Tamas Kiss
wiley +1 more source
European Journal of Social Psychology, EarlyView.ABSTRACT Intergroup contact has long been established as a prejudice‐reduction tool in divided societies, with contact being particularly effective during adolescence. A large proportion of evidence, however, draws on cross‐sectional surveys or analytical approaches that do not distinguish between‐ and within‐person effects. In the present research, we
Shelley McKeown +7 more
wiley +1 more source
Forecasting low‐frequency macroeconomic events with high‐frequency data
Journal of Applied Econometrics, Volume 37, Issue 7, Page 1314-1333, November/December 2022., 2022 Summary High‐frequency financial and economic indicators are usually time‐aggregated before computing forecasts of macroeconomic events, such as recessions. We propose a mixed‐frequency alternative that delivers high‐frequency probability forecasts (including their confidence bands) for low‐frequency events.
Ana Beatriz Galvão, Michael Owyang
wiley +1 more source
High-dimensional multivariate autoregressive model estimation of human electrophysiological data using fMRI priors. [PDF]
Neuroimage, 2023 Nagle A +7 more
europepmc +1 more source
European Journal of Social Psychology, EarlyView.ABSTRACT The monological belief system model suggests that—for at least a subset of people—developing a belief in one conspiracy theory will cause them to be more likely to believe in others. This model has been influential in the literature, but its core causal hypothesis has never been credibly tested.
Matt N. Williams +5 more
wiley +1 more source
Chinese Financial Development and Carbon Emissions Relationship Study
Energy Science &Engineering, EarlyView.ABSTRACT At present, the global environment is not optimistic, and China is also facing severe challenges in carbon emissions (CE), but China actively formulates relevant policies and takes relevant measures and is gradually promoting the reduction of CE and the realization of green and low‐carbon transformation.
Ning Li, Yuhao Shen, Kai Ding
wiley +1 more source
Deep Learning and Machine Learning Insights Into the Global Economic Drivers of the Bitcoin Price
Journal of Forecasting, EarlyView.ABSTRACT This study examines the connection between Bitcoin and global factors, including the VIX, the oil price, the US dollar index, the gold price, and interest rates estimated using the Federal funds rate and treasury securities rate, for forecasting analysis.
Nezir Köse +2 more
wiley +1 more source
Journal of Clinical Psychology, Volume 79, Issue 1, Page 55-67, January 2023., 2023 Abstract Background Clients independently applying Cognitive Behavior Therapy (CBT) skills is an important outcome of CBT‐based treatments. The relationship between posttherapeutic CBT skills usage and clinical outcomes remains under‐researched—especially after internet‐delivered CBT (iCBT).
Nora Eilert +8 more
wiley +1 more source
Projection estimators for autoregressive panel data models [PDF]
, 2001 Frank Windmeijer, Stephen R. Bond
openalex +2 more sources
Retracted: Empirical Study on the Relationship between Agricultural Economic Structure Growth and Environmental Pollution Based on Time-Varying Parameter Vector Autoregressive Model. [PDF]
J Environ Public Health, 2023 Environmental And Public Health JO.
europepmc +1 more source