Results 121 to 130 of about 291,412 (338)

Tests For Unit Roots: A Monte Carlo Investigation [PDF]

Recent work by Said and Dickey (1984 ,1985) , Phillips (1987), and Phillips and Perron(1988) examines tests for unit roots in the autoregressive part of mixed autoregressive-integrated-moving average (ARIHA) models (tests for stationarity).
G. William Schwert
core  

Modelling the effect of spatial determinants on freight (trip) attraction: A spatially autoregressive geographically weighted regression approach

, 2023
Abel Kebede Reda, Lóránt Tavasszy, Girma Gebresenbet, David Ljungberg   +3 more
openalex   +1 more source

Intravenous lanadelumab for the treatment of moderately ill COVID‐19 patients

British Journal of Clinical Pharmacology, EarlyView.
Aims Kallikrein‐kinin system (KKS) dysregulation is hypothesized to play a pathogenetic role in COVID‐19‐associated pulmonary oedema. To investigate the efficacy and safety of intravenous lanadelumab, a monoclonal antibody that inhibits plasma kallikrein, in COVID‐19, we conducted a phase 2, open‐label, randomized‐controlled, proof‐of‐concept ...
Job J. Engel, Christine van Linge, W. Joost Wiersinga, Ilse J. E. Kouijzer, Quirijn de Mast, Robert‐Jan Hassing, Danique J. H. Huijbens, Helen L. Leavis, Roger Schutgens, Coen Maas, Kit C. B. Roes, Frank L. van de Veerdonk, Roger Brüggemann   +12 more
wiley   +1 more source

Liu-type pretest and shrinkage estimation for the conditional autoregressive model. [PDF]

PLoS One, 2023
Al-Momani M.
europepmc   +1 more source

The Bi-parameter Smooth Transition Autoregressive model [PDF]

The present paper introduces the Bi-parameter Smooth Transition Autoregressive (BSTAR) model that generalizes the LSTR2 model, see Terasvirta (1998). In contrast to the LSTR2 model, which features the symmetric transition function, the BSTAR model is ...
Boriss Siliverstovs
core  

Does ESG Investing Pay off? Comparing the Performance of ESG and Traditional ETFs Across European and US Markets

Business Strategy and the Environment, EarlyView.
ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro, Andrea Martínez‐Salgueiro, Rubén Lado‐Sestayo, Milagros Vivel‐Búa   +3 more
wiley   +1 more source

Study on the Relationship Between the Number of Adverse Drug Reactions of Essential Drugs and Visits: Based on Vector Autoregressive Model. [PDF]

Risk Manag Healthc Policy, 2023
Tang W, Chen H, Zhang Z, Wu G, Lin Y.
europepmc   +1 more source

Bayesian model diagnostics based on artificial autoregressive errors [PDF]

, 2007
Mario Peruggia
openalex   +1 more source

Nested AutoRegressive Models

AutoRegressive (AR) models have demonstrated competitive performance in image generation, achieving results comparable to those of diffusion models. However, their token-by-token image generation mechanism remains computationally intensive and existing solutions such as VAR often lead to limited sample diversity.
Wu, Hongyu, Fan, Xuhui, Wu, Zhangkai, Cao, Longbing   +3 more
openaire   +2 more sources

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source