Results 121 to 130 of about 87,905,159 (205)

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli   +2 more
wiley   +1 more source

Principal Component Analysis for High‐Dimensional Approximate Factor Models in Time Series: Assumptions, Asymptotic Theory, and Identification

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We consider estimation of large approximate factor models in high‐dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for consistency and asymptotic normality of the estimators, which hold when both the cross‐sectional dimension n$$
Matteo Barigozzi
wiley   +1 more source

Quantitative understanding of PDF fits and their uncertainties. [PDF]

open access: yesEur Phys J C Part Fields
Chiefa A, Del Debbio L, Kenway R.
europepmc   +1 more source

Weak Exogeneity, Driving Trends and Non‐Causality. Is Dynamic Adjustment Informative About Causality?

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT In VECMs (or CVARs), the weak exogeneity of some of the variables (for the long‐run parameters) is related to the equilibrium adjustment dynamics. This has sometimes led to the statistical concept of weak exogeneity being given a causal interpretation.
Emanuele Lopetuso, Michael P. Clements
wiley   +1 more source

Nonlinear Stability in a Free Boundary Model of Active Locomotion. [PDF]

open access: yesArch Ration Mech Anal
Berlyand L, Safsten CA, Truskinovsky L.
europepmc   +1 more source

Multi‐objective maritime vessel routing with safety considerations

open access: yesInternational Transactions in Operational Research, Volume 34, Issue 1, Page 337-371, January 2027.
Abstract The routing of maritime vessels is a challenging optimization problem that involves finding an adequate balance between conflicting and multiple objectives. This paper proposes a methodology based on inverse optimization to find appropriate objective weights that account for conflicting objectives. To formulate the inverse optimization problem,
Nazanin Sharif   +4 more
wiley   +1 more source

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