Results 191 to 200 of about 1,042 (247)
Inference on Common Trends in a Cointegrated Nonlinear SVAR
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley +1 more source
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
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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
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Editorial Introduction to the 40th Anniversary Special Issue
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We introduce this special issue, based on the proceedings of a conference held in the Department of Economics in the University of Oxford from 7 to 9 April 2025, organised to commemorate the 40th anniversary of cointegration. Following a setting of the scene and discussion of the motivation for the conference, the papers are summarised in ...
Anindya Banerjee +2 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Schematic overview of the experimental and computational framework for investigating hiPSC‐CM electrophysiology with MEA systems. The MEA‐based model integrates experimental data with phenotype‐specific ionic models and tissue‐level heterogeneity.
Sofia Botti +2 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Small‐conductance calcium‐activated potassium (SK) channels are important for atrial repolarization and can be targeted for atrial‐specific antiarrhythmic treatments. We developed a computational model with a calcium sensor to study the effects of increased pacing rate (5 Hz), which enhances SK‐channel gating and forward ...
Stefan Meier +3 more
wiley +1 more source
Sound‐offset encoding is related to speech‐in‐noise perception at sentence level in older adults
The Journal of Physiology, EarlyView.Abstract figure legend Schematic summary of the study investigating sound‐onset and offset sensitivity in the brain of older adults. EEG responses to white‐noise bursts were recorded to examine neural encoding of sound onset and offset during passive listening and active task conditions.
Hasan Colak +6 more
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On the additive image of zeroth persistent homology
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract For a category X$X$ and a finite field F$F$, we study the additive image of the functor H0(−;F)∗:rep(X,Top)→rep(X,VectF)$\operatorname{H}_0(-;F)_* \colon \operatorname{rep}(X, \mathbf {Top}) \rightarrow \operatorname{rep}(X, \mathbf {Vect}_F)$, or equivalently, of the free functor rep(X,Set)→rep(X,VectF)$\operatorname{rep}(X, \mathbf {Set ...
Ulrich Bauer +3 more
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Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
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Non‐Elliptical Dimension Reduction in Survival Regression
Stat, Volume 15, Issue 3, September 2026.ABSTRACT Sufficient dimension reduction (SDR) in survival regression aims to identify low‐dimensional structures that preserve the relationship between survival time and predictors. Classical SDR methods, such as sliced inverse regression (SIR), rely on strong assumptions such as linearity, constant variance and coverage conditions, which are often ...
Minjee Kim, Minjeong Kim, Jae Keun Yoo
wiley +1 more source