TIME-VARYING AUTOREGRESSIVE MODEL OF THREE-DIMENSIONAL EARTHQUAKE GROUND MOTION
, 1984 Minoru Tomizawa, TSUNEO MATSUMURA
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Tree-structured Generalized Autoregressive Conditional Heteroscedastic Models [PDF]
, 2001 Francesco Audrino, Peter Bühlmann
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CEO Age and Capital Structure Dynamics: The Moderating Effect of Overconfidence and Tenure
International Journal of Finance &Economics, EarlyView.ABSTRACT The Upper Echelons theory suggests that managerial characteristics will likely influence their financial decisions. Consistent with this theory, we examine CEO age's impact on Chinese firms' capital structure dynamics. We also investigate the moderating effects of overconfidence and tenure on the relationship between CEO age and capital ...
Ernest Ezeani +2 more
wiley +1 more source
Improved prediction of new COVID-19 cases using a simple vector autoregressive model: evidence from seven New York state counties. [PDF]
Biol Methods Protoc, 2023 Kitaoka T, Takahashi H.
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The prediction error of autoregressive small sample models
, 1990 P.M.T. Broersen
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Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to Us Data [PDF]
, 2001 Søren Johansen, Katarina Jusélius
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Forecasting Digital Asset Return: An Application of Machine Learning Model
International Journal of Finance &Economics, EarlyView.ABSTRACT In this study, we aim to identify the machine learning model that can overcome the limitations of traditional statistical modelling techniques in forecasting Bitcoin prices. Also, we outline the necessary conditions that make the model suitable.
Vito Ciciretti +4 more
wiley +1 more source
Spatial Autoregressive Model for Estimation of Visitors' Dynamic Agglomeration Patterns Near Event Location. [PDF]
Sensors (Basel), 2021 Ban T, Usui T, Yamamoto T.
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On Some Integer-Valued Autoregressive Moving Average Models
, 1994 E.E.A.A. Aly, Nadjib Bouzar
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Semiparametric Autoregressive Conditional Proportional Hazard Models [PDF]
, 2001 Nikolaus Hautsch, Frank Gerhard
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