Results 61 to 70 of about 253,828 (164)
Consistent estimation of conditional conservatism [PDF]
In this paper, we propose an econometric model that presents three advantages in relation to the Basu model: (1) it is robust to the aggregation problem; that is, we prove that the Basu model produces inconsistent estimations of conditional conservatism ...
Manuel Cano-Rodríguez +1 more
core
Mortgage Terminations: The Role of Conditional Volatility [PDF]
This article is the winner of the Real Estate Finance manuscript prize (sponsored by Fannie Mae Foundation) presented at the 2001 American Real Estate Society Annual Meeting.
David M. Harrison +2 more
core
Community surveillance of COVID-19 by village health volunteers, Thailand. [PDF]
Bull World Health Organ, 2021 Kaweenuttayanon N +3 more
europepmc +1 more source
Graph Spatio-Temporal Networks for Manufacturing Sales Forecast and Prevention Policies in Pandemic Era. [PDF]
Comput Ind Eng, 2023 Lee CY, Yang SH.
europepmc +1 more source
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood [PDF]
We propose non-nested tests for competing conditional moment resctriction models using a method of empirical likelihood. Our tests are based on the method of conditional empirical likelihood developed by Kitamura, Tripathi and Ahn (2004) and Zhang and ...
Taisuke Otsu, Yoon-Jae Whang
core
Evaluation of competing risks prediction models using polytomous discrimination index. [PDF]
Can J Stat, 2021 Ding M, Ning J, Li R.
europepmc +1 more source
An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model [PDF]
The Block DCC model for determining dynamic correlations within and between groups of financial asset returns is extended to account for asymmetric effects.
Vargas, Gregorio A.
core
The impact of polarity score on real option valuation for multistage projects. [PDF]
Qual Quant, 2023 Di Bari A +3 more
europepmc +1 more source
Fractal and FractionalThis paper explores coherent upper conditional previsions, a class of nonlinear functionals that generalize expectations while preserving consistency properties. The study focuses on their integral representation using the countably additive Möbius transform, which is possible if coherent upper previsions are defined with respect to a monotone set ...
openaire +2 more sources
Active inference, morphogenesis, and computational psychiatry. [PDF]
Front Comput Neurosci, 2022 Pio-Lopez L +4 more
europepmc +1 more source