Results 231 to 240 of about 70,196 (284)

Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
wiley   +1 more source

Cointegration in a MIDAS Regression

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley   +1 more source

Projections of 21st-century sea-level fall along coastal Greenland. [PDF]

open access: yesNat Commun
Lewright L   +6 more
europepmc   +1 more source

Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley   +1 more source

A Bayesian deep segmentation framework for glioblastoma tumor segmentation using follow-up MRIs. [PDF]

open access: yesFront Neuroimaging
Kabir T   +11 more
europepmc   +1 more source

Challenges in Bringing Pangenome Research Into Breeding: A Case Study in Rice

open access: yesPlant Biotechnology Journal, EarlyView.
ABSTRACT Crop breeding has entered the pangenomics era, unlocking a far more comprehensive view of genetic diversity than a single reference genome can capture. In rice (Oryza sativa), a staple crop critical to global food security, the construction of pangenome resources has uncovered extensive structural variations (SVs), presence/absence variations (
Shuai Nie   +7 more
wiley   +1 more source

Rapid genome modifications including chromosomal fusions and large-scale inversions are key features in Arctic codfish species. [PDF]

open access: yesGenome Biol
Hoff SNK   +7 more
europepmc   +1 more source

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