Results 151 to 160 of about 125,665 (304)
Computing totally real hyperplane sections and linear series on\n algebraic curves [PDF]
, 2021 Huu Phuoc Le +2 more
openalex +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Interaction of Poisson hyperplane processes and convex bodies [PDF]
, 2019 Rolf Schneider
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The Cost of Convenience: A Hedonic Approach to Travel Time Valuation and Cost‐Benefit Analysis
Journal of Regional Science, EarlyView.ABSTRACT This paper presents a novel revealed‐preference approach to estimating the value of travel time (VTT) and calculating consumer surplus for the economic evaluation of transport infrastructure. Departing from traditional stated‐preference models, we derive time valuations by linking residential rental transactions in Greater Sydney to employment
Isaac Mann, David M. Levinson
wiley +1 more source
Hyperplane arrangements, M-tame polynomials and twisted cohomology [PDF]
, 2002 Alexandru Dimca
openalex +1 more source
VC-Dimension of Hyperplanes over Finite Fields [PDF]
, 2023 Ruben Ascoli +10 more
openalex +1 more source
Rate of Interest and Intertemporal Preferences in Multisectoral Frameworks: A Critical View
Metroeconomica, EarlyView.ABSTRACT This paper analyses a closure of Sraffa's price system found in some neoclassical literature, which involves equating the rate of interest with the rate of time preference. This closure aims to reconnect the rate of interest with individuals' intertemporal preferences.
Enrico Bellino, Gabriel Brondino
wiley +1 more source
Asymptotic Plateau problem via equidistant hyperplanes [PDF]
, 2023 Han Hong, Haizhong Li, Meng Zhang
openalex +1 more source
Least Trimmed Squares: Cointegration and Outliers
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley +1 more source