Fast approximate Bayesian inference of HIV indicators using PCA adaptive Gauss-Hermite quadrature. [PDF]
J Theor BiolHowes A +3 more
europepmc +1 more source
A Unified Approach to Estimating Production Functions: Proxy Variables and Dynamic Panel Data
The Journal of Industrial Economics, EarlyView.ABSTRACT We propose a new approach to production function estimation that integrates the strengths of the proxy‐variable (PV) and dynamic panel data (DPD) methods. Our framework augments the set of instruments for the level equation in Blundell and Bond [8] with a Berkson‐type instrument motivated by economic theory, following Olley and Pakes [28 ...
Jose Miguel Abito +1 more
wiley +1 more source
An Iterative Error Correction Procedure for Single Sheet Testers Using FEM 3D Model. [PDF]
Sensors (Basel)Krobot R, Dadić M.
europepmc +1 more source
The Effect of Airbnb on Housing Prices: Evidence From the 2017 Solar Eclipse
Journal of Regional Science, EarlyView.ABSTRACT This study exploits the 2017 solar eclipse as a natural experiment to estimate the causal impact of Airbnb activity on housing prices. The eclipse created a temporary demand shock that induced a persistent increase in Airbnb supply. Using an IV/2SLS framework, we find that a 1% increase in Airbnb listings raises housing prices by 0.037%–0.043%,
Denvil Duncan, Justin Ross
wiley +1 more source
Crystal structure of the (1<i>R</i>,2<i>S</i>,5<i>R</i>) diastereomer of acoltremon, C<sub>18</sub>H<sub>27</sub>NO<sub>2</sub>, from synchrotron powder diffraction data and density functional theory calculations. [PDF]
Acta Crystallogr E Crystallogr CommunSalazar JK +3 more
europepmc +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
On the Exact Limiting Distribution of a Volatility Target Index
Mathematical Finance, EarlyView.ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source
OpenAM-SimCCX: An Open-Source Framework for Thermo-Mechanical Analysis of Additive Manufacturing with CalculiX. [PDF]
Materials (Basel)Romero-Hdz J +3 more
europepmc +1 more source