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Brain Dynamics of Mental Workload in a Multitasking Context: Evidence From Dynamic Causal Modeling
Computers in Human BehaviorJiali Huang, Chang S Nam, Sangyeon Kim
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Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model
This paper introduces a novel dynamic factor model designed to capture common locally explosive episodes, also known as common bubbles, within large-dimensional, potentially non-stationary time series. The model leverages a lower-dimensional set of factors exhibiting locally explosive behavior to identify common extreme events. Modeling these explosiveopenaire +2 more sources