Results 181 to 190 of about 63,609 (288)

Distributional and Tail‐Dependent Perspectives in Economic Relationships: A Review of Quantile Regression Application

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar   +4 more
wiley   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte   +4 more
wiley   +1 more source

Central statistical monitoring in clinical trial management: A scoping review. [PDF]

open access: yesClin Trials
Fronc M   +4 more
europepmc   +1 more source

Artificial Intelligence in Climate and Sustainable Finance: A Blessing or a Curse?

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT While there are concerns regarding the sustainability of artificial intelligence (AI), it is a potential ally in the transition toward a greener future. It offers advanced tools for data analysis; risk modeling; and environmental, social, and governance (ESG) assessment.
Filippo di Pietro   +3 more
wiley   +1 more source

Real-World Data and Causal Machine Learning to Enhance Drug Development. [PDF]

open access: yesTher Innov Regul Sci
Anagnostopoulos C   +3 more
europepmc   +1 more source

Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice

open access: yesThe Journal of Finance, EarlyView.
ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT   +2 more
wiley   +1 more source

Welfare consequences of the compound risks of index insurance

open access: yesJournal of Risk and Insurance, EarlyView.
Abstract Index insurance is an attractive variant on the standard insurance contract that allows the determination of a loss event to be defined by one or more thresholds on an index that is positively correlated with actual losses. Index insurance also comes with a compound risk, basis risk.
Glenn Harrison   +4 more
wiley   +1 more source

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