Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions [PDF]
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria.
Farshid Vahid +3 more
core
Esta pesquisa buscou determinar a associação entre as variáveis "agressividade", acidente e "quase-acidentes" e "habilidades de direção e trânsito". O estudo contou com a participação de 30 motoristas que voluntariaram a se submeterem aos testes, por ...
Alexandre do Espírito Santo +1 more
doaj
Representing Roomates' Preferences with Symmetric Utilities [PDF]
In the context of the stable roommates problem, it is shown that acyclicity of preferences is equivalent to the existence of symmetric utility functions, i.e. the utility of agent i when matched with j is the same as j 's utility when matched with i .
José Álvaro Rodrigues Neto
core
Vaccination opportunity in children up to 6 months old born in 2017 and 2018 in the city of Londrina-PR, Brazil: a population-based survey. [PDF]
Brites HD +34 more
europepmc +1 more source
Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability [PDF]
This paper compares different versions of the multiple variance ratio test based on bootstrap techniques for the construction of empirical distributions.
Benjamin Miranda Tabak +1 more
core
Identifying Volatility Risk Premium from Fixed Income Asian Options [PDF]
We provide approximation formulas for at-the-money asian option prices to extract volatility risk premium from a joint dataset of bonds and option prices. The dynamic model generates stochastic volatility and a time-varying volatility risk premium, which
Caio Ibsen R. Almeida +1 more
core
[Vaccination coverage and delay in 2019 and 2020 birth cohorts: household survey in Cubatão, São Paulo State, Brazil]. [PDF]
Rozman LM +5 more
europepmc +1 more source
Consulta pública SECOVID/MS: “uma afronta de conteúdo e forma”
Rauen FJ.
europepmc +1 more source
Economic crisis and counter-reform of universal health care systems: Spanish case. [PDF]
Fortes PA, Carvalho RR, Louvison MC.
europepmc +1 more source
[Male vulnerabilities and stereotypes in the social representations of prostate cancer]. [PDF]
Matos WDV +3 more
europepmc +1 more source

