Results 311 to 320 of about 21,619,172 (379)

The Detection of EEG Characteristic Waves by Using Locally Stationary Autoregressive Model

open access: bronze, 2002
Tadanori Fukami   +4 more
openalex   +2 more sources

Dynamic Mixture Vector Autoregressions With Score‐Driven Weights

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We propose a novel dynamic mixture vector autoregressive (VAR) model where the time‐varying mixture weights are driven by the predictive likelihood score. Intuitively, the weight of a component VAR model is increased in the subsequent period if the current observation is more likely to be drawn from this state.
Alexander Georges Gretener   +2 more
wiley   +1 more source

Exchange Rate Volatility and ESG Performance: An International Empirical Analysis

open access: yesJournal of Corporate Accounting &Finance, EarlyView.
ABSTRACT This study examines the impact of exchange rate volatility (ERV) on environmental, social, and governance (ESG) performance using a large dataset of 15,196 firms from various countries, covering the period from 2012 to 2019. By employing a comprehensive set of statistical tests, including the system generalized method of moments (GMM ...
Hamzeh Al Amosh
wiley   +1 more source

Time-Varying Autoregressive Conditional Duration Model [PDF]

open access: yes
Bortoluzzo, Adriana B.   +2 more
core  

The role of sleep deficiency in the relationship between adverse childhood experiences and early adolescent pain outcomes

open access: yesJCPP Advances, EarlyView.
Sleep deficiency may underlie the negative effects of adverse childhood experiences (ACEs) on adolescent health outcomes, including persistent/recurrent pain (PRP). Using 4 years of Adolescent Brain Cognitive Development Study data, we identified indirect (i.e., mediated) effects of ACEs on early adolescent PRP through interim sleep deficiency, anxiety,
Thea Senger‐Carpenter   +4 more
wiley   +1 more source

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