Results 131 to 140 of about 2,588 (267)
Bayesian Linear Regression with Conditional Heteroskedasticity [PDF]
In this paper we consider adaptive Bayesian semiparametric analysis of the linear regression model in the presence of conditional heteroskedasticity. The distribution of the error term on predictors are modelled by a normal distribution with covariate-dependent variance.
openaire +1 more source
The Troubles and Beyond: The impact of a museum exhibit on a post‐conflict society
Abstract In divided societies, can museums contribute to healing and recovery? While efforts to memorialize past violence typically aim to promote tolerance and reconciliation, remembering could exacerbate divisions in recovering societies where the past is deeply contested. We examine a transitional justice museum exhibit in Northern Ireland.
Laia Balcells, Elsa Voytas
wiley +1 more source
A Proposal for Homoskedastic Modeling With Conditional Auto-Regressive Distributions. [PDF]
Martinez-Beneito MA +3 more
europepmc +1 more source
Abstract An extensive literature demonstrates a positive relationship between social capital and health. However, empirical analyses within the Italian context remain limited. This study contributes to the existing literature by expanding the empirical evidence on this topic for Italy, employing an ecological approach.
Maria Alessandra Antonelli +1 more
wiley +1 more source
Quantifying the Linguistic Complexity of Pan-Homophonic Events in Stock Market Volatility Dynamics. [PDF]
Zhang Y, Tian J, Zou Y, Zhang X, Cai X.
europepmc +1 more source
Cristiano of Arabia: Did Ronaldo increase Saudi Pro League attendances?
Abstract In December 2022, Cristiano Ronaldo, five‐time Ballon d’Or winner and the most‐followed person on Instagram, signed for Al‐Nassr in the Kingdom of Saudi Arabia. This marked one of several expensive, recent interventions by the kingdom in global sports markets. We exploit the timing of this event to estimate superstar effects.
Dominik Schreyer, Carl Singleton
wiley +1 more source
AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
Zhang M, Pan Y, Su B, Zhou D.
europepmc +1 more source
Idiosyncratic asset return and wage risk of US households
Abstract This paper documents the degree of idiosyncratic asset return heterogeneity, serial correlation, and correlation with wage heterogeneity for US households. Novel panel‐data measurements for returns on household assets are proposed. Sizable transitory idiosyncratic return heterogeneity is documented to exist concurrently with permanent ...
Stephen Snudden
wiley +1 more source
Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
Zeng J, Wu J.
europepmc +1 more source
Abstract We build an endogenous growth model that distinguishes productive and welfare government expenditures and embeds fiscal externalities. The model yields three testable hypotheses: (i) productive expenditure raises growth (Barro effect); (ii) productive expenditure generates cross‐country productivity spillovers; (iii) government expenditure ...
Xiaodong Chen, Haoming Mi, Peng Zhou
wiley +1 more source

