Results 71 to 80 of about 24,401 (306)
Structural Break Tests Robust to Regression Misspecification
Econometrics, 2018 Structural break tests for regression models are sensitive to model misspecification. We show—analytically and through simulations—that the sup Wald test for breaks in the conditional mean and variance of a time series process exhibits severe
Alaa Abi Morshed +2 more
doaj +1 more source
Inflation persistence, structural breaks and omitted variables: a critical view [PDF]
Recent empirical contributions assess time changes in inflation persistence by means of simple autoregressive models. Their reliability is discussed in the light of the econometric literature on model misspecification and it is showed that their results ...
Andrea Vaona
core +1 more source
Target Firm's ESG Engagement and Post–M&A Performance: The Mediating Role of Acquirer's CSR Strategy
Business Strategy and the Environment, EarlyView.ABSTRACT The paper examines whether the environmental, social and governance (ESG) performance of target firms influences both accounting‐based and market‐based corporate financial performance (CFP) within the merger and acquisition (M&A) context and whether this relationship is mediated by the acquirer's corporate social responsibility (CSR) strategy.
Francesco Gangi +4 more
wiley +1 more source
European Journal of Personality, EarlyView., 2020 Abstract Personality can be described at different levels of abstraction. Whereas the Big Five domains are the dominant level of analysis, several researchers have called for more fine‐grained approaches, such as facet‐level analysis. Personality facets allow more comprehensive descriptions, more accurate predictions of outcomes, and a better ...
Daniel Danner +4 more
wiley +1 more source
Risks, 2019 The Hierarchical risk parity (HRP) approach of portfolio allocation, introduced by Lopez de Prado (2016), applies graph theory and machine learning to build a diversified portfolio.
Prayut Jain, Shashi Jain
doaj +1 more source
Strategic Shift: The Power of Green Strategy on Sustainability Performance
Business Strategy and the Environment, EarlyView.ABSTRACT Employing FTSE Russell's unique Green Revenues data on S&P 1500 firms from 2016 to 2024, this study examines the long‐term effects of a corporate strategic shift toward green strategy, proxied by green revenue reporting, on corporate sustainability performance.
Post Raj Pokharel
wiley +1 more source
Jailbreaking as a Reward Misspecification Problem
CoRRAccepted to ICLR 2025.
Zhihui Xie 0002 +5 more
openaire +3 more sources
Parameter misspecification and robust monetary policy rules [PDF]
In this paper, I evaluate the performance deterioration that occurs when the central bank employs an optimal targeting rule that is based on incorrect parameter values.
Walsh, Carl E.
core
Market selection and learning under model misspecification
, 2023 This paper studies market selection in an Arrow-Debreu economy with complete markets where agents learn over misspecified models. Under model misspecification, standard Bayesian learning loses its formal justification and biased learning processes may ...
Bottazzi, Giulio +2 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how digital strategic orientation (DSO) and environmental practices (EP) interact to shape innovation and performance among Chilean SMEs. Using survey data from 271 firms (February–May 2022), we estimate a generalized structured component analysis (GSCA) model that accommodates a nonrecursive relationship between DSO and EP.
Constanza Caicha‐Caroca +2 more
wiley +1 more source