Results 41 to 50 of about 1,022 (124)
The Distributional Effects of Economic Uncertainty*
International Economic Review, EarlyView.ABSTRACT We study the distributional implications of uncertainty shocks by developing a model that links macroeconomic aggregates to the US distribution of earnings and consumption. Our findings suggest that the fraction of low‐earning workers decreases initially, while the share of households reporting low consumption increases.
Florian Huber +2 more
wiley +1 more source
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
Robust Estimation and Inference for Time‐Varying Unconditional Volatility
Journal of Time Series Analysis, EarlyView.ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee +2 more
wiley +1 more source
Penalized Convex Estimation in Dynamic Location Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
Translating cardiovascular ion channel and Ca2+ signalling mechanisms into therapeutic insights
The Journal of Physiology, EarlyView.Abstract figure legend This white paper integrates mechanistic discoveries across ion channel biology, Ca2+ signalling and multiscale cardiovascular physiology to highlight new opportunities for accelerating research and guiding next‐generation therapies. Printed with permission from ®Anita Impagliazzo Medical Illustration. [Correction added on 2 March
Silvia Marchianò +18 more
wiley +1 more source
Crop Insurance Design and On‐Farm Risk Adaptation
Applied Economic Perspectives and Policy, Volume 48, Issue 4, Page 1244-1257, September 2026.ABSTRACT The United States spends billions annually on crop insurance premium subsidies, yet the prevailing distance‐based guarantee design unintentionally rewards risk‐taking by linking subsidies to yield variability. We consider a simple redesign: define guarantees in terms of probability so that coverage reflects a consistent likelihood of indemnity.
Gerald Van Tassell, Alan P. Ker
wiley +1 more source
Short‐Term CO 2$$ {}_2 $$ Emissions Forecasting: Insight From the Italian Electricity Market
Environmetrics, Volume 37, Issue 6, September 2026.ABSTRACT This study investigates the short‐term forecasting of carbon emissions from electricity generation in the Italian power market. Using hourly data from 2021 to 2023, several statistical models and forecast combination methods are evaluated and compared at the national and zonal levels.
Pierdomenico Duttilo, Francesco Lisi
wiley +1 more source
Deep Spatially Varying Coefficient Model for Interpolation of Non‐Stationary Meteorological Data
Environmetrics, Volume 37, Issue 6, September 2026.ABSTRACT In spatial statistics, the spatially varying coefficient model (SVCM) is widely applied in the analysis and interpolation of non‐stationary spatial data. By incorporating spatially varying coefficients, the model can capture spatial heterogeneity and provide an attractive interpretation of response‐covariate associations.
Tong Wu, Nan Chen, Zhi‐Sheng Ye
wiley +1 more source
Australian &New Zealand Journal of Statistics, Volume 68, Issue 3, September 2026.ABSTRACT In many fields of research, it is common to conduct experiments where several observations of the response variable are made on the same subject over non‐random conditions, generating longitudinal studies. A wide variety of techniques deal with this type of data when analysing population variations, many based on estimating functions.
João Victor B. de Freitas +2 more
wiley +1 more source
Measuring Frame Evolution: Smoothed Temporal Framing Trajectories in Complex Policy Debates
JCMS: Journal of Common Market Studies, Volume 64, Issue 5, Page 1688-1714, September 2026.Abstract The European Union faces long‐term governance challenges in contested domains, such as migration management, health data sharing, and facial recognition technology. Across these fields, political debates are shaped by shifting ways in which actors frame problems and solutions. Understanding how such framing contests evolve over time is crucial
Philip Leifeld, Kristijan Garic
wiley +1 more source