Results 171 to 180 of about 180,050 (282)

Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model

Metroeconomica, EarlyView.
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley   +1 more source

Quantum linear solvers for scientific computing: a comparison of VQLS, HHL and quantum annealing on time-fractional diffusion problems. [PDF]

Sci Rep
Shayegan AHS.
europepmc   +1 more source

Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT A new feasible generalized least squares estimator is proposed. Our estimator incorporates (1) the inverse autocovariance matrix of multidimensional errors, and (2) second‐order bias corrections. The resulting estimator has the intuitive interpretation of applying a weighted least squares objective function to filtered data series.
Yicong Lin, Hanno Reuvers
wiley   +1 more source

Variational adaptive Gaussian approximation filter for nonlinear systems with generalized unknown disturbances. [PDF]

iScience
Qin Y, Lv J, Li S, Hou Y.
europepmc   +1 more source

Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
wiley   +1 more source

Modeling wave scattering in impedance-lined duct networks with expansion chambers. [PDF]

PLoS One
Alrashdi A, Alkuhayli N, Safdar M.
europepmc   +1 more source

The Mathematical History Behind the Granger–Johansen Representation Theorem

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

A Two-Level Preconditioner for the CASSCF Linear-Response Equations. [PDF]

J Phys Chem A
Helmich-Paris B.
europepmc   +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

An Adaptive Multiparameter Penalty Selection Method for Multiconstraint and Multiblock ADMM. [PDF]

IEEE Open J Signal Process
Lozenski L, McCann MT, Wohlberg B.
europepmc   +1 more source