Results 151 to 160 of about 44,356 (305)

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

Identifying and Mapping Industrial Districts Through a Spatially Constrained Cluster‐Wise Regression Approach

open access: yesJournal of Regional Science, Volume 65, Issue 2, Page 403-428, March 2025.
ABSTRACT The aim of this article is to exploit an innovative spatial econometric approach to map and study the evolving patterns of industrial districts (IDs). The procedure can be classified as a k‐means cluster‐wise regression procedure and is designed to detect homogeneous areas of subcontracting activity.
Jacopo Canello   +3 more
wiley   +1 more source

Multiple Changepoint Detection for Non‐Gaussian Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund   +3 more
wiley   +1 more source

Integrated regime-aware wind power forecasting using multi-altitude meteorological features and hybrid machine learning

open access: yesFrontiers in Energy Research
Accurate wind power forecasting is critical for grid stability and renewable energy integration, yet the inherent variability of atmospheric conditions presents significant challenges.
Murat Isik, Mehmet ali Yalcinkaya
doaj   +1 more source

Online Jump and Kink Detection in Segmented Linear Regression: Statistical Optimality Meets Computational Efficiency

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley   +1 more source

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