Results 51 to 60 of about 30,733 (250)

Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now

Journal of Forecasting, EarlyView.
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley   +1 more source

Short-term forecasting of solar irradiance using decision tree-based models and non-parametric quantile regression.

PLoS ONE
The renewable energy industry requires accurate forecasts of intermittent solar irradiance (SI) to effectively manage solar power generation and supply.
Amon Masache, Precious Mdlongwa, Daniel Maposa, Caston Sigauke   +3 more
doaj   +1 more source

Smoothed Conditional Scale Function Estimation in AR(1)-ARCH(1) Processes

Journal of Probability and Statistics, 2018
The estimation of the Smoothed Conditional Scale Function for time series was taken out under the conditional heteroscedastic innovations by imitating the kernel smoothing in nonparametric QAR-QARCH scheme.
Lema Logamou Seknewna, Peter Mwita Nyamuhanga, Benjamin Kyalo Muema   +2 more
doaj   +1 more source

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn, Baptiste Meunier, Sebastian Stumpner   +2 more
wiley   +1 more source

Further Findings on the Intergenerational Transmission of Alcohol Consumption

Health Economics, EarlyView.
ABSTRACT Using 43,817 parent–child pairs from 23 waves of the HILDA Survey, I study the intergenerational transmission of alcohol use within a rational model of trait transmission. Transmission is predominantly same‐sex: the mother–daughter elasticity is 0.10 and the father–son elasticity is 0.09; there is no father–daughter effect.
Sergey Alexeev
wiley   +1 more source

Significance testing in quantile regression [PDF]

, 2012
We consider the problem of testing significance of predictors in multivariate nonparametric quantile regression. A stochastic process is proposed, which is based on a comparison of the responses with a nonparametric quantile regression estimate under the
Birke, Melanie, Dette, Holger, Neumeyer, Natalie, Volgushev, Stanislav   +3 more
core   +2 more sources

Financial Literacy, Financial Development and Economic Growth

International Journal of Finance &Economics, EarlyView.
ABSTRACT While significant progress has been made in exploring the importance of financial literacy, its impact on economic growth and financial development from a macroeconomic point of view remains thinly understood. This paper provides fresh evidence on the relationship between financial literacy, financial development and economic growth.
Spyridon Boikos, Theodore Panagiotidis, Georgios Voucharas   +2 more
wiley   +1 more source

Nonparametric Estimation of an Additive Quantile Regression Model [PDF]

This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model. We develop an estimator that is asymptotically normally distributed with a rate of convergence in probability of $n^{-r/(2r+1)}$ when ...
Joel L. Horowitz, Sokbae Lee
core   +3 more sources

Wavelet Density and Regression Estimators for Continuous Time Functional Stationary and Ergodic Processes

Mathematics, 2022
In this study, we look at the wavelet basis for the nonparametric estimation of density and regression functions for continuous functional stationary processes in Hilbert space. The mean integrated squared error for a small subset is established.
Sultana Didi, Salim Bouzebda
doaj   +1 more source

Non‐Stationary Dry‐Spell Hazard Probabilities for Spain

International Journal of Climatology, EarlyView.
This study assesses long‐term changes in dry‐spell hazard probabilities across Spain (1961–2024) using a novel non‐stationary extreme value framework applied to daily precipitation records from a dense observational network. Results show that dry‐spell duration and associated return levels are dominantly stationary, with non‐stationary models providing
S. M. Vicente‐Serrano, S. Beguería, A. Royo, A. El Kenawy, M. Franquesa, A. Halifa‐Marin, M. Adell‐Michavila, A. Crespillo, D. Pérez‐Pajuelo, F. Domínguez‐Castro, C. Azorin‐Molina, L. Gimeno, R. Nieto, L. Gimeno‐Sotelo   +13 more
wiley   +1 more source