Results 211 to 220 of about 140,035 (276)

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

Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley   +1 more source

Multi‐Elemental Analysis for Geographical Tracing of Chickpeas Produced in Nearby Locations Around a Protected Geographical Indication

open access: yesPlant, Cell &Environment, EarlyView.
ABSTRACT The multi‐elemental profile has repeatedly been proposed as a reliable indicator of the geographical origin of plant‐derived foods, as mineral composition accurately reflects the local soil geochemistry and environmental factors. However, this approach may fail in distinguishing specimens from nearby locations, which are expected to be exposed
Ana Sayago   +2 more
wiley   +1 more source

Extremism at the center: Uncovering political diversity among midpoint responders on the left–right self‐placement item

open access: yesPolitical Psychology, EarlyView.
Abstract The midpoint of the left‐right self‐placement item is hiding important political diversity, and may be conflating moderate responders with populists and other political sub‐groups. Survey researchers should consider this problem when examining relationships between political orientation and political attitudes.
Edward J. R. Clarke   +6 more
wiley   +1 more source

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