Results 151 to 160 of about 1,681 (245)

Least Trimmed Squares: Cointegration and Outliers

open access: yesOxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 690-711, August 2026.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

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

open access: yesOxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 677-689, August 2026.
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

Kitaoka's conjecture and sums of squares

open access: yesBulletin of the London Mathematical Society, Volume 58, Issue 8, August 2026.
Abstract We connect the existence of a ternary classical universal quadratic form over a totally real number field K$K$ with the property that all totally positive multiples of 2 are sums of squares (if K$K$ does not contain 2$\sqrt{2}$ or contains a nonsquare totally positive unit).
Vítězslav Kala   +2 more
wiley   +1 more source

Totally elliptic surface group representations

open access: yesBulletin of the London Mathematical Society, Volume 58, Issue 8, August 2026.
Abstract A surface group representation into a Lie group is totally elliptic if every simple closed curve on the surface is mapped to an elliptic element. In this note, we characterize all totally elliptic surface group representations into PSL2R$\operatorname{PSL}_2 \mathbb {R}$ and PSL2C$\operatorname{PSL}_2\mathbb {C}$ by showing that they are ...
Arnaud Maret
wiley   +1 more source

A trace–path integral formula over function fields

open access: yesJournal of the London Mathematical Society, Volume 114, Issue 2, August 2026.
Abstract We show that an arithmetic path integral over the ℓ$\ell$‐torsion of a Jacobian J[ℓ]$J[\ell]$ is equal to the trace of the Frobenius action on a representation of the Heisenberg group H(J[ℓ])$H(J[\ell])$, up to an explicitly determined sign.
Yan Yau Cheng
wiley   +1 more source

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