Results 101 to 110 of about 30,567 (245)

Heterogeneity in Manufacturing Growth Risk

open access: yesJournal of Money, Credit and Banking, EarlyView.
Abstract We analyze differences in output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multilevel quantile regression approach, we find that industries exhibit heterogeneous increases of downside risk in times of tight financial conditions, while upside potential remains stable.
DAAN OPSCHOOR   +2 more
wiley   +1 more source

Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals [PDF]

open access: yes
This paper studies nonparametric estimation of conditional moment models in which the generalized residual functions can be nonsmooth in the unknown functions of endogenous variables. This is a nonparametric nonlinear instrumental variables (IV) problem.
Demian Pouzo, Xiaohong Chen
core  

Financial Time Series Uncertainty: A Review of Probabilistic AI Applications

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen   +4 more
wiley   +1 more source

The asymmetric effect of household and commercial energy efficiency on U.S. energy-related CO2 emissions

open access: yesInnovation and Green Development
As environmental threats intensify, policies that reduce carbon (CO2) emissions become essential for attaining a sustainable environment. This study examines the asymmetric effect of household and commercial energy efficiency on energy-related carbon ...
Ojonugwa Usman   +3 more
doaj   +1 more source

Regression for partially observed variables and nonparametric quantiles of conditional probabilities

open access: yes, 2007
Submitted to the Statistics Surveys (http://www.i-journals.org/ss/) by the Institute of Mathematical Statistics (http://www.imstat.org)
openaire   +2 more sources

Do robots boost productivity? A quantitative meta‐study

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT This meta‐study analyzes the productivity effects of industrial robots. More than 1800 estimates from 85 primary studies are collected. The meta‐analytic evidence suggests that robotization has so far provided, at best, a small boost to productivity. There is strong evidence of publication bias in the positive direction.
Florian Schneider
wiley   +1 more source

Asymmetric Effect of Monetary and Fiscal Policy Uncertainty on the Energy Transition: Evidence from the United States

open access: yesგლობალიზაცია და ბიზნესი
This research attempts to investigate how uncertainty in fiscal policy (FPU) and monetary policy (MPU) affects the US energy transition. While previous literature took the total renewable energy consumption (REC) as an indicator for the energy transition,
Mohammed Amine Mouffok   +3 more
doaj   +1 more source

Distributional and Tail‐Dependent Perspectives in Economic Relationships: A Review of Quantile Regression Application

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar   +4 more
wiley   +1 more source

Unconditional Quantile Regressions [PDF]

open access: yes
We propose a new regression method to estimate the impact of explanatory variables on quantiles of the unconditional distribution of an outcome variable. The proposed method consists of running a regression of the (recentered) influence function (RIF) of
Nicole M. Fortin   +2 more
core  

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