Results 221 to 230 of about 51,802 (273)

Inference on the Attractor Space via Functional Approximation

open access: yesOxford 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

open access: yesOxford 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

Least Trimmed Squares: Cointegration and Outliers

open access: yesOxford 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

Improved cholera control in Kenya: A retrospective analysis of 2017-2019 in Nairobi and Homabay. [PDF]

open access: yesJ Public Health Afr
Mercy K   +4 more
europepmc   +1 more source
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Nuisance

2021
This chapter begins with a detailed treatment of the historical background to the law of nuisance, including an assessment of English influence and the rejection of the Rylands v Fletcher doctrine. It also provides a review of the ambit and complex typology of nuisance.
  +6 more sources

Nuisances

2023
Abstract The book having established street sellers’ importance to London’s economy and culture, this chapter offers a new perspective on their relationship to the city’s government and police. It examines hawkers’ relationship to the different layers of metropolitan authority, arguing that they were generally allowed to carry on trading,
openaire   +1 more source

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