Results 61 to 70 of about 25,247 (168)
Journal of Child Psychology and Psychiatry, EarlyView.Background This study elucidates the intricate relationship between stressful life events and the development of ADHD symptoms in children, acknowledging the considerable variability in individual responses. By examining these differences, we aim to uncover the unique combinations of factors contributing to varying levels of vulnerability and ...
Seung Yun Choi +7 more
wiley +1 more source
Heterogeneity in Manufacturing Growth Risk
Journal 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
Statistical Errors and Reporting Deficiencies in Clinical Prosthodontic Publications, 2019–2024
Journal of Prosthodontics, EarlyView.Abstract Purpose Evidence‐based dentistry relies on valid statistics, yet misuse remains common. Despite increased emphasis on statistical rigor, recent prosthodontic publications remain underexplored. We hypothesized that statistical misapplications and reporting deficiencies persist in prosthodontic research. This study evaluated the appropriateness,
Ahmed Ben Suleiman +3 more
wiley +1 more source
Validation of machine learning based scenario generators
Journal of Risk and Insurance, EarlyView.Abstract Machine learning (ML) methods are becoming increasingly important for designing economic scenario generators for internal models. Validating data‐driven models requires different methods than validating classical, theory‐based models. We discuss two novel aspects of such validation: first, checking the multivariate distribution of risk factors,
Gero Junike, Solveig Flaig, Ralf Werner
wiley +1 more source
Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases [PDF]
In many applications, such as physiology and finance, large time series data bases are to be analyzed requiring the computation of linear, nonlinear and other measures.
Alkiviadis Tsimpiris +1 more
core +1 more source
Gradual Changes in Functional Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between a benchmark function and the mean functions at different time points.
Patrick Bastian, Holger Dette
wiley +1 more source
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis, EarlyView.ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka +4 more
wiley +1 more source
Testing for Exogeneity in Nonlinear Threshold Models [PDF]
Most work in the area of nonlinear econometric modelling is based on a single equation and assumes exogeneity of the explanatory variables. Recently, work by Caner and Hansen (2003) and Psaradakis, Sola, and Spagnolo (2004) has considered the possibility
George Kapetanios
core
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source