Spatial Autoregressive Models for House Price Dynamics in Italy [PDF]
This paper elaborates a Spatial Autoregressive and Spatial Error Model (SAR-SE Model) to investigate the Italian house price dynamics. House prices in real terms have been modelled for the period 1995-2008 in all the 103 Italian provinces along with ...
Tiziana Caliman, Enrico di Bella
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A conditional autoregressive model for genetic association analysis accounting for genetic heterogeneity. [PDF]
Stat Med, 2022 Shen X, Wen Y, Cui Y, Lu Q.
europepmc +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Despite the growing emphasis on sustainable finance in today's corporate landscape, its impact on product responsibility remains underexplored, particularly the moderating role of board environmental expertise. This study addresses these gaps by examining non‐financial companies listed on the London Stock Exchange, chosen for the UK's ...
Bright Akwasi Gyamfi +4 more
wiley +1 more source
Estimation in threshold autoregressive models with a stationary and a unit root regime [PDF]
This paper treats estimation in a class of new nonlinear threshold autoregressive models with both a stationary and a unit root regime. Existing literature on nonstationary threshold models have basically focused on models where the nonstationarity can ...
Dag Tjøstheim, Jiti Gao, Jiying Yin
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An Integrated Spatial Autoregressive Model for Analyzing and Simulating Urban Spatial Growth in a Garden City, China. [PDF]
Int J Environ Res Public Health, 2022 Qiu B +7 more
europepmc +1 more source
Tracking Climate and Environmental Attention: A News‐Based Composite Index
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study introduces the Climate and Environmental Attention Index, a composite indicator that tracks media attention to climate and environmental issues. Based on the Semantic Brand Score, the proposed index extracts significant signals from unstructured text, going beyond traditional measures of word frequency and sentiment.
Gianna Figà‐Talamanca +3 more
wiley +1 more source
AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICY UNDER ERROR-TERM NON-NORMALITY
This paper explores the impact of error-term non-normality on the performance of the normal-error Generalized Autoregressive Conditional Heteroskedastic (GARCH) model under small and moderate sample sizes.
Ramirez, Octavio A.
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ACCUMULATED PREDICTION ERRORS, INFORMATION CRITERIA AND OPTIMAL FORECASTING FOR AUTOREGRESSIVE TIME SERIES [PDF]
The predictive capability of a modification of Rissanen's accumulated prediction error (APE) criterion, APE$_{\delta_{n}}$,is investigated in infinite-order autoregressive (AR($\infty$)) models.
Ching-Kang Ing
core
Multivariate autoregressive model estimation for high-dimensional intracranial electrophysiological data. [PDF]
Neuroimage, 2022 Endemann CM +4 more
europepmc +1 more source
Emotion Regulation as a Predictor of Body Dissatisfaction in Individuals With Eating Disorders
International Journal of Eating Disorders, EarlyView.ABSTRACT Objective Body dissatisfaction (BD) plays a key role in the development and maintenance of eating disorders (EDs). BD might be influenced by emotion regulation. The maladaptive emotion regulation strategy suppression, aimed at inhibiting emotional responses, may increase BD by intensifying negative body‐related affect. Adaptive strategies like
Eline S. J. de Rijk +3 more
wiley +1 more source