Results 121 to 130 of about 78,037 (158)

Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Since the seminal contributions of Friedman and Schwartz and of Hendry and Ericsson, instability in money demand has remained a central issue in the literature. This study broadens and generalizes the first evidence for the United Kingdom of stable long‐ and short‐run broad money demand extending back to the nineteenth century. Using nonlinear
Álvaro Escribano, Juan‐Andrés Rodríguez, Miguel A. Arranz   +2 more
wiley   +1 more source

Confidence Intervals for Price Discovery

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen, Paolo Paruolo, Anders Rahbek   +2 more
wiley   +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

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

Oxford 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

Plant, 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, Raúl González‐Domínguez, Ángeles Fernández‐Recamales   +2 more
wiley   +1 more source

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

Political 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, Frank Eckerle, John R. Kerr, Stephen R. Hill, Mathew Ling, Mathew D. Marques, Matt N. Williams   +6 more
wiley   +1 more source

Repelled Point Processes With Application to Numerical Integration

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat, Gabriel Mastrilli, Rémi Bardenet, Raphaël Lachièze‐Rey   +3 more
wiley   +1 more source

Knowledge Spillover, Trust, Effort, and Error Exposure in Peer‐Assisted Learning

Topics in Cognitive Science, EarlyView.
Abstract Peer‐assisted learning has the potential to improve learning in academic settings and beyond. However, the cognitive and motivational mechanisms of learning through interaction with other learners are not fully understood. Here, we present an empirical study in which we compare a peer‐assisted learning condition with two individual learning ...
Ion Juvina, Jarean Carson, Preston Menke, Peter Crowe, Chi Hang Wong, Hannah McNett   +5 more
wiley   +1 more source

Rational points on even‐dimensional Fermat cubics

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract We show that even‐dimensional Fermat cubic hypersurfaces are rational over any field of characteristic not equal to three, by constructing explicit rational parameterizations with polynomials of low degree. As a byproduct of our rationality constructions, we obtain estimates for the number of their rational points over a number field and ...
Alex Massarenti
wiley   +1 more source

Quantitative asymptotics for polynomial patterns in the primes

Mathematika, Volume 72, Issue 3, July 2026.
Abstract We prove quantitative estimates for averages of the von Mangoldt and Möbius functions along polynomial progressions n+P1(m),…,n+Pk(m)$n+P_1(m),\ldots, n+P_k(m)$ for a large class of polynomials Pi$P_i$. The error terms obtained save an arbitrary power of logarithm, matching the classical Siegel–Walfisz error term.
Lilian Matthiesen, Joni Teräväinen, Mengdi Wang   +2 more
wiley   +1 more source