Results 141 to 150 of about 364 (182)

Confidence Intervals for Price Discovery

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen, Paolo Paruolo, Anders Rahbek   +2 more
wiley   +1 more source

Fractional-order stochastic delayed neural networks with impulses: mean square finite-time contractive synchronization. [PDF]

Sci Rep
Palanisamy G, Kandasamy U, Rihan FA, Ben Said S.   +3 more
europepmc   +1 more source

Detecting Sparse Cointegration

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We propose a two‐step procedure for detecting sparse cointegration in high‐dimensional single‐equation models. First, we employ the adaptive lasso to identify the subset of integrated covariates driving the long‐run equilibrium relationship.
Jesús Gonzalo, Jean‐Yves Pitarakis
wiley   +1 more source

Fixed-point topology meets fractal memory: a Kutumba-stabilized framework for nonlocal fractal-fractional dynamics. [PDF]

Sci Rep
Devi RA, Surendar R, Sweatha S, Saeed ST, Almehizia AA, Saleh MA, Merga FE.   +6 more
europepmc   +1 more source

Inequality of Opportunity in a Multiperiod Framework

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper offers a simple model to evaluate and measure inequality of opportunity in a multiperiod framework, in which both circumstances and effort may change over time. We adopt a norm‐based approach and an axiomatic methodology: we first characterise two alternative definitions of a ‘fair distribution’, associated respectively with the ex ...
Domenico Moramarco, Flaviana Palmisano, Vitorocco Peragine   +2 more
wiley   +1 more source

Grüss-type inequalities involving functional bounds via analytic kernel fractional integral. [PDF]

MethodsX
Neamah MK, Ibrahim A, Aljaaidi TA, Abdo MS.   +3 more
europepmc   +1 more source

Tariff: The Most Beautiful Word in the Dictionary?

Review of International Economics, EarlyView.
ABSTRACT We consider the welfare impacts of US tariff policy at levels proposed by President Donald J. Trump. General‐equilibrium simulations under a widely used transparent one‐sector trade model reveal sizable US welfare losses. When we extend the model to include bilateral firm selection and high resolution input–output linkages, the US losses ...
Edward J. Balistreri, Suraiya Binte Ali, Christine McDaniel   +2 more
wiley   +1 more source

Numerical study on fractional order nonlinear SIR-SI model for dengue fever epidemics. [PDF]

Sci Rep
Verma L, Meher R, Nikan O, Al-Saedi AA.
europepmc   +1 more source

The Surprising Bias of PPML Estimates of Structural Gravity Models With Two‐Way Fixed Effects

Review of International Economics, EarlyView.
ABSTRACT The previous literature has shown that the Poisson Pseudo‐Maximum Likelihood (PPML) estimator provides consistent and asymptotically unbiased estimates of the parameters of structural gravity models with two‐way fixed effects, although their standard errors need correction.
Ben Shepherd, Tom Zylkin
wiley   +1 more source

Some new applications of the fractional integral and four-parameter Mittag-Leffler function. [PDF]

PLoS One
Abubaker AA, Matarneh K, B Al-Shaikh S, Khan MF.   +3 more
europepmc   +1 more source