Results 121 to 130 of about 10,511 (262)

The importance of considering regimes in long‐term asset allocation to real estate

Real Estate Economics, EarlyView.
Abstract We investigate the long‐term, regime‐dependent asset allocation of an investor's wealth in a mixed‐asset portfolio that includes publicly traded real estate. We show that augmenting standard VAR models with Markov‐switching features not only improves predictive power for asset returns but also introduces economically meaningful horizon effects
Massimo Guidolin, Mingwei (Max) Liang, Milena Petrova   +2 more
wiley   +1 more source

Avoiding misleading estimates of among‐individual variance caused by non‐random sampling of individuals in a changeable environment

Methods in Ecology and Evolution, EarlyView.
Abstract Animal ecologists frequently quantify variance in hierarchically structured traits in wild populations. Importantly, phenotypic plasticity within the period of measurement can modify the trait of interest in response to various unmeasured, temporally or spatially changeable, environmental conditions.
Denis Réale, Hassen Allegue, Yimen G. Araya‐Ajoy, Ned A. Dochtermann, Shinichi Nakagawa, Joel L. Pick, Holger Schielzeth, David F. Westneat, Niels J. Dingemanse   +8 more
wiley   +1 more source

High resolution temperature forecasting using functional time series decomposition and advanced predictive models. [PDF]

Sci Rep
Alshanbari HM, Aldhabani MS, Iqbal N, Saeed AM, Noori N.   +4 more
europepmc   +1 more source

Field‐level crop choice responses to weather‐induced yield shocks in the US Corn Belt

American Journal of Agricultural Economics, EarlyView.
Abstract As climate change increases the frequency and severity of extreme heat events, farmers are expected to face greater variability in crop yields. Using 10 million field‐level observations, this study examines how farmers in the US Corn Belt adjust corn–soybean rotation decisions in response to yield shocks largely driven by weather fluctuations.
Seunghyun Lee
wiley   +1 more source

Forecasting occupational accidents in Turkey using multivariate ARMAX and NLARX models. [PDF]

Sci Rep
Kaplanvural S, Tosyalı E, Ekmekçi İ.
europepmc   +1 more source

Modelling non‐linear psychological processes: Reviewing and evaluating non‐parametric approaches and their applicability to intensive longitudinal data

British Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Psychological concepts are increasingly understood as complex dynamic systems that change over time. To study these complex systems, researchers are increasingly gathering intensive longitudinal data (ILD), revealing non‐linear phenomena such as asymptotic growth, mean‐level switching, and regulatory oscillations.
Jan I. Failenschmid, Leonie V. D. E. Vogelsmeier, Joris Mulder, Joran Jongerling   +3 more
wiley   +1 more source

A hybrid prediction model for PM_2.5 concentration based on high-frequency and low-frequency IMFs with EMD decomposition. [PDF]

Sci Rep
Wang P, Wu Q, Zhang G.
europepmc   +1 more source

Simultaneous detection of gradual and abrupt structural changes in Bayesian longitudinal modelling using entropy and model fit measures

British Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Although individuals may exhibit both gradual and abrupt changes in their dynamic properties as shaped by both slowly accumulating influences and acute events, existing statistical frameworks offer limited capacity for the simultaneous detection and representation of these distinct change patterns.
Yanling Li, Xiaoyue Xiong, Zita Oravecz, Sy‐Miin Chow   +3 more
wiley   +1 more source

Forecasting global monthly cotton prices: the superiority of NNAR models over traditional models. [PDF]

Front Artif Intell
Limbu Sanwa R, Khadka R, Chi YN.
europepmc   +1 more source

Inflation expectations and time variations in the oil price pass‐through

Economic Inquiry, EarlyView.
Abstract Previous literature suggests that the pass‐through of oil price shocks to inflation rates became weaker since the 1970s. I use a time‐varying parameter VAR to show that this trend has recently been reversed with headline and core inflation rates responding more sensitive to oil price shocks. Based on a counterfactual analysis, I offer evidence
Daniel Gründler
wiley   +1 more source