Results 161 to 170 of about 3,211,049 (333)

Estimating High Dimensional Covariance Matrices and its Applications [PDF]

Estimating covariance matrices is an important part of portfolio selection, risk management, and asset pricing. This paper reviews the recent development in estimating high dimensional covariance matrices, where the number of variables can be greater ...
Jushan Bai, Shuzhong Shi
core  

MFP and CFAP Official Announcement and Pre‐Official Announcement Effects on the Corn and Soybean Futures Market

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study examines the official announcement effect of the Market Facilitation Program (MFP) and the Coronavirus Food Assistance Program (CFAP) on the corn and soybean futures market. Using a permutation test and a 2‐stage GLS model, we find no significant official announcement effect.
Zhining Sun, Ani L. Katchova, Anil K. Giri, Dipak Subedi   +3 more
wiley   +1 more source

Estimation of the Covariance Matrix in Hierarchical Bayesian Spatio-Temporal Modeling via Dimension Expansion. [PDF]

Entropy (Basel), 2022
Sun B, Wu Y.
europepmc   +1 more source

Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector

Agribusiness, EarlyView.
Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli, Simone Severini, Mauro Vigani   +2 more
wiley   +1 more source

2D-DOA Estimation in Switching UCA Using Deep Learning-Based Covariance Matrix Completion. [PDF]

Sensors (Basel), 2022
Mei R, Tian Y, Huang Y, Wang Z.
europepmc   +1 more source

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

, 1991
D. Andrews
semanticscholar   +1 more source

How Does Cultural and Colonial Heritage Affect Optimal Branding Strategies? Evidence From the Rice Sector in Senegal

Agribusiness, EarlyView.
ABSTRACT Africa's cultural and colonial heritage has profoundly segmented rice markets. Whereas in ancient centers of rice domestication, consumers maintained preferences for local rice consistent with their cultural heritage, preferences have shifted toward imported Asian rice in coastal areas around seaports, due to prior exposure to colonial import ...
Kofi Britwum, Matty Demont
wiley   +1 more source

Enhancing Graph Routing Algorithm of Industrial Wireless Sensor Networks Using the Covariance-Matrix Adaptation Evolution Strategy. [PDF]

Sensors (Basel), 2022
Alharbi N, Mackenzie L, Pezaros D.
europepmc   +1 more source

Automatic Lag Selection in Covariance Matrix Estimation

, 1994
Ken West, Ken West, W. Newey, W. Newey
semanticscholar   +1 more source

Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade

Agribusiness, EarlyView.
ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley   +1 more source