Results 221 to 230 of about 424,798 (360)

An observation‐driven state‐space model for claims size modelling

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn   +2 more
wiley   +1 more source

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne   +2 more
wiley   +1 more source

Addressing Causality and Homogeneity Assumptions in Exposure‐Response Analyses

open access: yesClinical Pharmacology &Therapeutics, EarlyView.
Exposure‐response, or pharmacokinetic–pharmacodynamic (PKPD), analyses support many drug development decisions. It is typically applied without assessment of causality and homogeneity, where the latter refers to the assumption that the reason for variability in exposure is unimportant for the impact on response.
Mats O. Karlsson, Divya Brundavanam
wiley   +1 more source

Does Institutional Ownership Structure Reduce Greenhouse Gas Emissions? An In‐Depth Study of Corporations Social Responsibility of European‐Listed Firms

open access: yesCorporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Motivated by the growing attention and concerns surrounding climate change and the potential role of institutional investors' ownership concentration (OC) in reducing corporations' greenhouse gas (GHG) emissions, this article explores the relationship between various forms of institutional ownership and firms' GHG emission intensity. To do so,
Daniele Giordino   +3 more
wiley   +1 more source

Industrial Sustainability Policies: Systematic Literature Review and Research Directions

open access: yesCorporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Public policies for industrial sustainability have proliferated in recent years, leading to a significant increase in research on the topic. Nevertheless, these studies remain fragmented, and a holistic, up‐to‐date map of research integrating current knowledge from the definition of the agenda setting and policy design to policy evaluation ...
Nunzia Zecchillo   +2 more
wiley   +1 more source

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