Results 71 to 80 of about 1,554,751 (204)
Government spending shocks and the multiplier: New evidence from the U.S. based on natural disasters [PDF]
, 2012 The literature on estimating macroeconomic effects of fiscal policy requires suitable instruments to identify exogenous and unanticipated spending shocks. So far, the instrument of choice has been military build-ups.
Fidrmuc, J, Ghosh, S, Yang, W
core +1 more source
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations [PDF]
arXiv, 2017 This paper develops bootstrap methods to construct uniform confidence bands for nonparametric spectral estimation of L\'{e}vy densities under high-frequency observations. We assume that we observe $n$ discrete observations at frequency $1/\Delta > 0$, and work with the high-frequency setup where $\Delta = \Delta_{n} \to 0$ and $n\Delta \to \infty$ as ...
arxiv
Constraints on credit, consumer behaviour and the dynamics of wealth [PDF]
This note develops a simple macro model where the pattern of wealth accumulation is determined by a credit multiplier and by the way households react to short run fluctuations.
Gomes, Orlando
core +1 more source
Revised stochastic analysis of an input-output model [PDF]
, 1992 A main difficulty of regional analysis is the inaccuracy of regional input-output data. A natural framework for investigation is stochastic input-output analysis.
Raa, Thijs ten, Steel, Mark F.J.
core +1 more source
Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms [PDF]
arXiv, 2015 In the extreme value analysis of time series, not only the tail behavior is of interest, but also the serial dependence plays a crucial role. Drees and Rootz\'en (2010) established limit theorems for a general class of empirical processes of so-called cluster functionals which can be used to analyse various aspects of the extreme value behavior of ...
arxiv
Does the price multiplier effect also hold for stocks?
, 2003 The price multiplier effect provides precious insight into the behavior of investors during episodes of speculative trading. It tells us that the higher the price of an asset is (within a set of similar assets) the more its price is likely to increase ...
Maslov, Sergei, Roehner, Bertrand M.
core +3 more sources
Uniform confidence bands for nonparametric errors-in-variables regression [PDF]
arXiv, 2017 This paper develops a method to construct uniform confidence bands for a nonparametric regression function where a predictor variable is subject to a measurement error. We allow for the distribution of the measurement error to be unknown, but assume the availability of validation data or repeated measurements on the latent predictor variable.
arxiv
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R)
, 2018 Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference becomes more and more important.
Bach, Philipp +2 more
core +1 more source
East European Journal of Physics, 2017 The energy and pulse height spectrum of PuBe and 238PuBe neutron sources are measured without taking into account scattered radiation, taking into account this radiation (without the shadow cone) and own scattered radiation from these sources (with a ...
V. B. Ivanskyi +3 more
doaj
A Threat to Cyber Resilience : A Malware Rebirthing Botnet [PDF]
, 2011 This paper presents a threat to cyber resilience in the form of a conceptual model of a malware rebirthing botnet which can be used in a variety of scenarios. It can be used to collect existing malware and rebirth it with new functionality and signatures
Brand, Murray +2 more
core +2 more sources