Results 71 to 80 of about 13,398 (256)
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
Robust Design and Misspecification Detection for Count Models [PDF]
Count models, such as the Poisson and negative binomial models, are widely utilized in various fields, including epidemiology, engineering, and social sciences, to model the occurrence of events within fixed periods of time or space.
Slessor, Jordan
core +1 more source
Experiment 1: Misspecification and overlap.
, 2023 Relative bias of the MHRATT estimation methods for varying degrees of overlap and different DGPs. Sample size is n = 1500, true MHRATT = 0.8 and no censoring (π = 0). In Scenario (A) there is no model misspecification. All outliers are included. (TIF)
Guilherme W. F. Barros (17598966) +2 more
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Despite the global emphasis on simultaneous achievement of higher growth and lower pollution (green growth), the dynamic link between eco‐innovation and CO2 emissions remains inadequately understood globally and specifically in Africa, with a complex and diverse institutional and regulatory landscape.
Idorenyin J. Okon +2 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Achieving green transition has become an essential policy priority for which economies need to mobilize green finance, increase green innovation, and promote trade in environmentally sustainable goods and services. However, the effectiveness of policies for enhanced green development depends not only on their design but also on their ...
Sami Ur Rahman +3 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
Does the CEO's Attention Affect How Well the Firm Performs Environmentally?
Business Strategy and the Environment, EarlyView.ABSTRACT This study explores whether CEOs' environmental attention (CEA) enhances firms' environmental performance. Drawing on attention‐based and upper echelons theories, which emphasize that executives' cognitive focus shapes organizational outcomes, we argue that CEOs who devote greater attention to environmental issues are more likely to integrate ...
Salah Aldain Abdullah Alshorman +2 more
wiley +1 more source
Confronting Model Misspecification in Macroeconomics [PDF]
We estimate a Markov-switching mixture of two familiar macroeconomic models: a richly parameterized DSGE model and a corresponding BVAR model. We show that the Markov-switching mixture model dominates both individual models and improves the fit ...
Tao Zha, Daniel F. Waggoner
core
Business Strategy and the Environment, EarlyView.ABSTRACT ESG ratings, and in particular environmental scores (E‐scores), are becoming increasingly relevant for financial stability and capital allocation decisions. This paper investigates the relationship between corporate environmental performance and market risk, as measured through value at risk (VaR) and expected shortfall (ES), the key metrics ...
Matilda Shini +3 more
wiley +1 more source
Jailbreaking as a Reward Misspecification Problem
CoRRAccepted to ICLR 2025.
Zhihui Xie 0002 +5 more
openaire +4 more sources