Results 111 to 120 of about 23,472 (239)
Detecting Sparse Cointegration
ABSTRACT We propose a two‐step procedure for detecting sparse cointegration in high‐dimensional single‐equation models. First, we employ the adaptive lasso to identify the subset of integrated covariates driving the long‐run equilibrium relationship.
Jesús Gonzalo, Jean‐Yves Pitarakis
wiley +1 more source
Biological reference points are key quantities provided by stock assessments and used in fishery management for evaluating fishery status and setting future catch levels. For many fisheries worldwide, biological reference points are based on the spawning
Kyle W. Shertzer +2 more
doaj +1 more source
Emerging economies face distinctive challenges in achieving decarbonization goals, with BRICS nations confronting the dual burden of lower income levels and carbon‐intensive energy structures that necessitate innovative financing mechanisms for sustainable industrial transformation.
Bhawna +3 more
wiley +1 more source
ABSTRACT This paper revisits the fixed effects panel data model with AR(1) remainder disturbances and provides a bias corrected estimator for the serial correlation coefficient based on first differencing the panel regression to get rid of the fixed effects.
Badi H. Baltagi, Long Liu
wiley +1 more source
Noise Cancellation with Static Mixtures of a Nonstationary Signal and Stationary Noise
We address the problem of cancelling a stationary noise component from its static mixtures with a nonstationary signal of interest. Two different approaches, both based on second-order statistics, are considered. The first is the blind source separation (
Sharon Gannot, Arie Yeredor
doaj +1 more source
Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions
ABSTRACT A new feasible generalized least squares estimator is proposed. Our estimator incorporates (1) the inverse autocovariance matrix of multidimensional errors, and (2) second‐order bias corrections. The resulting estimator has the intuitive interpretation of applying a weighted least squares objective function to filtered data series.
Yicong Lin, Hanno Reuvers
wiley +1 more source
Water scientists and managers currently face the question of whether trends in climate variables that affect water supplies and hazards can be anticipated.
Nir Y Krakauer, Balázs M Fekete
doaj +1 more source
Local Nonstationarity for Efficient Bayesian Optimization
Bayesian optimization has shown to be a fundamental global optimization algorithm in many applications: ranging from automatic machine learning, robotics, reinforcement learning, experimental design, simulations, etc. The most popular and effective Bayesian optimization relies on a surrogate model in the form of a Gaussian process due to its ...
openaire +2 more sources
Quantifying the Rapid Propagation of Rainfall and Evapotranspiration Signals Into Soils
Abstract Precipitation and evapotranspiration are major drivers of soil moisture dynamics, which in turn influence plant water availability, biogeochemical reactions, and trace gas emissions. However, it has been unclear whether evapotranspiration signals propagate through soil columns differently than precipitation signals do.
Huibin Gao +4 more
wiley +1 more source
Bias in Peak Flood Discharges: Are Our Bridges and Culverts Undersized?
ABSTRACT Reliable methods for peak discharge predictions at ungaged locations are required for infrastructure design and floodplain management. For decades, a standard practice in the United States has been to utilize US Geological Survey regional regression equations (StreamStats) as a singular method. However, implementation of multiple methods, such
Steven E. Yochum, Tyler Wible
wiley +1 more source

