Results 141 to 150 of about 45,179 (311)

Testing for vector autoregressive dynamics under heteroskedasticity

In this paper we introduce a bootstrap procedure to test parameterrestrictions in vector autoregressive models which is robust incases of conditionally heteroskedastic error terms.
Hafner, C.M., Herwartz, H.
core  

Application of dynamic modelling and model‐based predictive control to enhance a cooling tower

The Canadian Journal of Chemical Engineering, EarlyView.
Model predictive control (MPC) applied to improve the operation of cooling towers. Abstract Model predictive control (MPC) differs from traditional feedback control by making predictions within a time horizon, providing better control actions for the process.
Douglas de Almeida Giardini, Adriana Guglielmi Ranieri Miranda, Wilson Hideki Hirota, Bruno Faccini Santoro, José Ermirio Ferreira de Moraes   +4 more
wiley   +1 more source

Estimation for autoregressive processes

, 2018
A univariate autoregressive process of order p with deterministic mean function and a root close to or equal to one in absolute value is studied. We assume that if the absolute value of the largest root is one then the root is a real root. The approximate bias of the sum of the autoregressive coefficients is expressed as a function of the test for a ...
openaire   +3 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

Bootstrapping unit root AR(1) models. [PDF]

We propose abootstrap resampling scheme for the least squares estimator of the parameter of an unstable first-order autoregressive model and we prove its asymptotic validity. This method is alternative to the invalid one studied by Basawa et al.
Ferretti, Nélida, Romo, Juan
core  

Nonlinear permuted Granger causality

Canadian Journal of Statistics, EarlyView.
Abstract Granger causality is an established, contentious method that seeks causal temporal connections via association and precedence. While not true causal inference, it assists in mapping networks of information flow that may warrant further study.
Noah D. Gade, Jordan Rodu
wiley   +1 more source

Beyond Symbolism: Examining the Impact of Sustainable Finance on Product Responsibility and the Moderating Role of Board Environmental Expertise—Evidence From UK Non‐Financial Firms

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, Richard Arhinful, Leviticus Mensah, Hayford Asare Obeng, Simplice A. Asongu   +4 more
wiley   +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, Andrea Fronzetti Colladon, Barbara Guardabascio, Ludovica Segneri   +3 more
wiley   +1 more source

Random finite element analysis on ground subsidence caused by tunnel excavation in karst regions with spatial variable soil

Deep Underground Science and Engineering, EarlyView.
This study investigates ground subsidence during tunnel excavation in karst areas, highlighting the combined effects of karst cave proximity, cave size, and soil spatial variability. Findings suggest that shorter cave distances and larger cave sizes increase subsidence variability, and a modified Peck formula is proposed for more accurate subsidence ...
Zhenghong Su, Yong Fu, Miaomiao Sun, Kailin Ding, Ying Zhao   +4 more
wiley   +1 more source

Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models [PDF]

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S).
Harald Badinger, Peter Egger
core