Results 81 to 90 of about 9,227 (217)
Uncovering correlates of decline and critical refuges for a threatened terrestrial mammal
Conservation Biology, EarlyView.Abstract Globally, the geographic ranges of numerous species are contracting. Identifying spatiotemporal patterns of threat impact can illuminate why species decline in some parts of their range but persist in others. We developed a correlative approach to identify species’ response thresholds and locate ecological refuge areas associated with ...
Natalya M. Maitz +5 more
wiley +1 more source
Conservation Biology, EarlyView.Abstract Ecological niche models (ENMs) are used to assess the abiotic preferences of species by linking their occurrences to the environmental conditions in which they live. We developed a fossil‐informed ENM framework that integrates mid‐Holocene and modern occurrences to test niche stability and reconstruct abiotic niche characteristics for four ...
Claire. M. Williams +3 more
wiley +1 more source
European Management Review, EarlyView.ABSTRACT Although organizational purpose (OP) has recently gained attention in entrepreneurship research, its motivational potential in startups remains underexplored, limiting the development of effective purpose‐driven strategies to enhance employee work engagement (WE) and startup performance.
Julien A. Nussbaum +3 more
wiley +1 more source
When in Doubt, Tax More Progressively? Uncertainty and Progressive Income Taxation
International Economic Review, EarlyView.ABSTRACT We study the optimal income tax problem under parameter uncertainty about household preferences and wage dynamics. We derive conditions characterizing how such uncertainty affects optimal tax policy. To quantify the effect, we estimate a life‐cycle model using US data and a Bayesian approach.
Minsu Chang, Chunzan Wu
wiley +1 more source
Unconditional Variance Estimation Under Complex Surveys
International Statistical Review, EarlyView.Summary The unconditional framework treats the samples and the variables of interest as random variables. This is particularly suitable with analytic inference, when modelling survey data. We show that variance estimation does not involve finite population corrections and joint‐inclusion probabilities, even with large sampling fractions and under ...
Yves G. Berger
wiley +1 more source
Linking the Comparison and Graphical Approaches to Bipartite Matching
International Statistical Review, EarlyView.Summary Bipartite record linkage has the goal of identifying observations referring to the same individual, called coreferent observations, across two distinct non‐duplicated datasets. The two main approaches to solve this task are the Fellegi–Sunter model, which relies on pairwise comparisons of observations, and the graphical record linkage model ...
Edoardo Redivo
wiley +1 more source
A note on generalised information criteria for structured sparse models
International Statistical Review, EarlyView.Summary We propose a generalised information criteria ( gic) that accounts for sparsity pattern in the model. We obtain both asymptotic and nonasymptotic results for model selection. Moreover, we show that the gic is useful for selecting the regularisation parameter in regularised m$$ m $$ estimation in high‐dimensional scenarios.
Eduardo Fonseca Mendes +1 more
wiley +1 more source
Another Look at the (Ir)Relevance of Long‐Run Risks for Equity Risk Premia
Journal of Money, Credit and Banking, EarlyView.Abstract I investigate the empirical asset pricing implications of a three‐factor macro model that extends the baseline consumption model Consumption Capital Asset Pricing Model (CCAPM) by adding the innovations in expected long‐run consumption growth (consumption growth news) and expected long‐run consumption variance (variance news) as risk factors ...
PAULO MAIO
wiley +1 more source
Dynamic capital allocation in general insurance
Journal of Risk and Insurance, EarlyView.Abstract This paper provides a model for allocating capital to different insurance lines with varying development periods for a value‐maximizing insurance company. In our model, the company makes capitalization and exposure decisions considering its capital level and its relevant loss history.
Qiheng Guo +2 more
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