Collaborative targeted inference from continuously indexed nuisance parameter estimators [PDF]
, 2018 Cheng Ju +2 more
openalex +1 more source
Inference on the Attractor Space via Functional Approximation
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1)$$ I(1) $$ linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system ...
Massimo Franchi, Paolo Paruolo
wiley +1 more source
Cointegration in a MIDAS Regression
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley +1 more source
Data-driven denoising in spinal cord fMRI with principal component analysis. [PDF]
Imaging Neurosci (Camb)Hemmerling KJ +4 more
europepmc +1 more source
Least Trimmed Squares: Cointegration and Outliers
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley +1 more source
SPARCC: Semi-Parametric Robust Estimation in a Right-Censored Covariate Model. [PDF]
J Am Stat AssocLee SH +4 more
europepmc +1 more source
Sea‐Level Rise Adaptation and Collaboration in Polycentric Governance: A Comparison of Three Regions
Public Administration Review, EarlyView.ABSTRACT Adaptation to sea‐level rise confronts coastal communities worldwide with a new set of collective action problems that require collaboration. When does collaboration result in concrete action for adaptation? To address this question, we combine the Ecology of Games and Collaborative Governance frameworks using a comparative analysis of three ...
Francesca Vantaggiato +4 more
wiley +1 more source
Inference on function-valued parameters using a restricted score test. [PDF]
J R Stat Soc Series B Stat MethodolHudson A, Carone M, Shojaie A.
europepmc +1 more source
Inference of Local Regression in the Presence of Nuisance Parameters
, 2016 Ke‐Li Xu
openalex +1 more source
The Price of Prosperity? A Historical Account of Regulating Industrial Pollution in the Netherlands
Regulation &Governance, EarlyView.ABSTRACT Regulatory governance and state‐corporate crime studies link persistent industrial pollution to long‐term regulatory–industry interactions, yet little is known about how these interactions evolve and become entrenched. This article examines two enduring cases of industrial pollution in the Netherlands—Hoogovens/Tata Steel and DuPont de Nemours/
Karin van Wingerde +3 more
wiley +1 more source