Results 121 to 130 of about 45,179 (311)
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors [PDF]
This paper considers a class of parametric models with nonparametric autoregressive errors. A new test is proposed and studied to deal with the parametric specification of the nonparametric autoregressive errors with either stationarity or ...
Jiti Gao, Maxwell King
core
Autoregressive Process with Measurement Errors
Autoregressive process with measurement errors is studied. Extended Yule-Walker equation is used to obtain the estimator of parameters. Strong consistency and asymptotic normality are proved under some common conditions.
He, Shuyuan +3 more
core +1 more source
ABSTRACT This study offers a forward‐looking assessment of sustainability indicator research in agribusiness by integrating bibliometric mapping with ARIMA‐based forecasting. Analysing 403 Scopus‐indexed articles, bibliographic‐coupling analysis identifies three contemporary thematic domains: Techno‐Managerial Sustainability, Systemic and ...
Marcelo Kratz Mendes +5 more
wiley +1 more source
Modelling Financial High Frequency Data Using Point Processes [PDF]
In this chapter written for a forthcoming Handbook of Financial Time Series to be published by Springer-Verlag, we review the econometric literature on dynamic duration and intensity processes applied to high frequency financial data, which was boosted ...
Nikolaus, HAUTSCH, Luc, BAUWENS
core
ABSTRACT The United States (U.S.) faces challenges in achieving its ambitious net‐zero carbon emissions target by 2050, with current emissions having fallen by less than 1% in 2024. Despite an investment of $500 billion in low‐carbon resources while holding the second‐largest green technology patent portfolio globally, it is further imperative to ...
Md Zubair Ahmad +5 more
wiley +1 more source
In many practical applications, data collected over time often exhibit autocorrelation, which, if unaccounted for, can lead to biased or misleading statistical inferences. To address this issue, we propose a varying-coefficient additive model for density-
Zixuan Han +3 more
doaj +1 more source
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model [PDF]
A crucially important advantage of the semiparametric regression approach to the nonlinear autoregressive conditional duration (ACD) model developed in Wongsaart et al. (2011), i.e.
Jiti Gao, Pipat Wongsaart
core
ABSTRACT This study systematizes the literature on eco‐innovation and economic complexity, aiming to understand how the sophistication of productive structures shapes countries' capacity to develop environmentally responsible innovations, and how eco‐innovation may, in turn, influence productive sophistication.
Gregory Matheus Pereira de Moraes +1 more
wiley +1 more source
ABSTRACT Despite growing attention to the circular bioeconomy (CBE), the steel industry currently lacks a standardised, sectoral measurement framework to facilitate a low‐carbon transition. In this study, a decision‐support framework for evaluating CBE performance in the steel industry is proposed.
Ali Zamani Babgohari +2 more
wiley +1 more source
ABSTRACT Widespread digital adoption has challenged our understanding of how these tools reshape collaboration, trust and sustainability outcomes across different institutional and network contexts. As networks now pursue resilience and sustainable development in parallel, we map emerging research directions and identify how collaboration and ...
Ari Carisza Graha Prasetia +1 more
wiley +1 more source

