Results 241 to 250 of about 45,179 (311)

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Enhancing long-term structure in symbolic music generation via a cascaded Skeleton-to-texture framework. [PDF]

Sci Rep
Yalan Y.
europepmc   +1 more source

Inference and autoregressive processes

Freakonometrics, 2012
openaire   +2 more sources

Fiscal Policy Regimes in Resource‐Rich Economies

Journal of Applied Econometrics, EarlyView.
ABSTRACT We analyse fiscal policy in resource‐rich economies using a novel Bayesian regime‐switching panel model. The identified regimes capture pro‐ or countercyclical fiscal behaviour by allowing regime‐specific shifts in the average fiscal stance, while the switches between the regimes have the interpretation of changes in fiscal policy.
Hilde C. Bjørnland, Roberto Casarin, Marco Lorusso, Francesco Ravazzolo   +3 more
wiley   +1 more source

Modeling and predicting water consumption in fattening pigs using autoregressive moving average with external parameters. [PDF]

Sci Rep
Marroco M, Fernández-Fontelo A, Segalés J, García-Morante B.   +3 more
europepmc   +1 more source

Labor Market Institutions, Fiscal Multipliers, and Macroeconomic Volatility

Journal of Applied Econometrics, EarlyView.
ABSTRACT How do labor market institutions shape the transmission of government spending shocks and macroeconomic volatility? We develop a theoretical model in which labor market institutions affect fiscal transmission through their effect on wage rigidity, job separation, and matching frictions.
Maximilian Boeck, Jesús Crespo Cuaresma, Christian Glocker   +2 more
wiley   +1 more source

Early warning of hepatitis B epidemics in Henan Province, China, from 2014 to 2023 based on Baidu Index and Bayesian Structural Time Series model. [PDF]

Arch Public Health
Wang Y, Lan X, Hu P, Lin F, Xu C.
europepmc   +1 more source

Trends in the incidence of attention deficit hyperactivity disorder in children and early risk factors

JCPP Advances, EarlyView.
Abstract Background Few studies have used nationwide registry data from both primary and secondary healthcare services to examine the incidence of attention‐deficit/hyperactivity disorder (ADHD) in children while accounting for early risk factors. We aimed to investigate trends in ADHD diagnoses and associated risk factors.
Marika Leppänen, Miika Vuori, Bernd Pape, Anniina Kaittila, Siiri‐Liisi Kraav, Tommi Tolmunen, Merja Anis, Max Karukivi, Päivi Rautava   +8 more
wiley   +1 more source

Childhood maltreatment and psychopathology during collective trauma: the longitudinal role of betrayal-related moral injury. [PDF]

Eur J Psychotraumatol
Friedler Y, Cohen R, Zabag R, Bergman M, Haim-Nachum S.   +4 more
europepmc   +1 more source

A counterfactual and random intercept cross‐lagged panel analysis of the effects of reading frequency on adolescent mental health in a large longitudinal study

JCPP Advances, EarlyView.
Abstract Background Reading has been proposed as a protective factor in mental health; however, evaluating this is challenging due to a lack of trials and the possibility of confounding in observational studies. Methods We used the complementary approaches of covariate balancing propensity score weighting and random intercepts cross‐lagged panel models
Aja Murray, Patrick Errington, Yi Yang, Helen Wright, Daniel Mirman, Ingrid Obsuth, Tom Booth, Denis Ribeaud, Manuel Eisner   +8 more
wiley   +1 more source