Results 71 to 80 of about 7,257 (284)
Nonlinear permuted Granger causality
Canadian Journal of Statistics, EarlyView.Abstract Granger causality is an established, contentious method that seeks causal temporal connections via association and precedence. While not true causal inference, it assists in mapping networks of information flow that may warrant further study.
Noah D. Gade, Jordan Rodu
wiley +1 more source
PLoS ONEThe renewable energy industry requires accurate forecasts of intermittent solar irradiance (SI) to effectively manage solar power generation and supply.
Amon Masache +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 +2 more
doaj +1 more source
Copula‐based joint modelling of emergency department visits with time‐varying dependence
Canadian Journal of Statistics, EarlyView.Abstract Jointly modelling multiple correlated count time series is essential in health services research, where outcomes like emergency visits for mental health and substance use often evolve together. Ignoring these dependencies can obscure meaningful trends and limit the effectiveness of policy evaluation.
Guanjie Lyu, Cindy Feng, Lihui Liu
wiley +1 more source
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
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 +2 more
wiley +1 more source
Nonparametric Inference for Time-Varying Coefficient Quantile Regression
Journal of Business & Economic Statistics, 2017 The article considers nonparametric inference for quantile regression models with time-varying coefficients. The errors and covariates of the regression are assumed to belong to a general class of locally stationary processes and are allowed to be cross-dependent.
Zhou, Zhou, Wu, Weichi
openaire +1 more source
Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models
Journal of Forecasting, EarlyView.ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly +2 more
wiley +1 more source
Prior elicitation in Bayesian quantile regression for longitudinal data [PDF]
, 2011 © 2011 Alhamzawi R, et al. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original auhor and source are ...
Alhamzawi, Rahim +7 more
core +1 more source
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 +2 more
wiley +1 more source