A General Approach for Estimating Projective IRT Models. [PDF]
Appl Psychol MeasChalmers RP, Falk CF, Reise SP.
europepmc +1 more source
Seeing the Speaker's Face Enhances Second Language Shadowing: Neural and Behavioral Evidence
Language Learning, EarlyView.Abstract This functional magnetic resonance imaging (fMRI) study investigated how facial cues influence second language (L2) shadowing among 42 Japanese learners of English. Participants completed four conditions that varied by task type (listening vs. shadowing) and visual input (face vs. mosaic).
Hyeonjeong Jeong +7 more
wiley +1 more source
Causal Uncertainty-Decomposed Ensemble Learning for Confounding-Aware Skin Cancer Detection in Dermoscopic Images. [PDF]
Diagnostics (Basel)Khan MF, Ahmad K.
europepmc +1 more source
A Multi‐Country Approach to Estimate the Euro‐Area Natural Real Interest Rate
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We set up a semi‐structural unobserved components multi‐country model of the eurozone. The common euro‐area natural rate of interest (NRI) is identified from the joint dynamics of the national data of its 20 member countries and estimated using Bayesian methods.
Tino Berger, Daria Kazakova, Bernd Kempa
wiley +1 more source
The Impact of Denoising Approaches on the Relationship Between Alzheimer's Disease Diagnostic Status and Network Topology Measures. [PDF]
Hum Brain MappBlujus JK +2 more
europepmc +1 more source
Threshold Regression for Fixed‐T$$ T $$ Panel Data with Interactive Fixed Effects
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper develops a new toolbox for estimation and inference in panel data threshold regression models with interactive fixed effects and a fixed number of time periods, T$$ T $$. The toolbox is designed to be simple, accurate, and computationally efficient.
Jan Ditzen +2 more
wiley +1 more source
Variance Ratio Tests for Panels With Cross‐Section Dependence
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper develops panel variance ratio statistics to examine serial dependence in time series with cross‐sectional dependence. We derive asymptotic properties for panels where the cross‐section dimension N$$ N $$ is fixed or grows with T. Using a factor structure to explain cross‐sectional dependence, we propose a common correlation effects ...
Seongman Moon, Carlos Velasco
wiley +1 more source
Analytic posterior distribution and bayes factor for pearson partial correlations. [PDF]
Test (Madr)Kucharský Š +3 more
europepmc +1 more source
ON STATISTICAL DECISION PROBLEMS WITH NUISANCE PARAMETERS [PDF]
Bulletin of Mathematical Statistics, 1975 openaire +2 more sources