Results 151 to 160 of about 1,538 (222)

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

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

Some inverse problems in particle physics. [PDF]

open access: yesEur Phys J Spec Top
Del Debbio L.
europepmc   +1 more source

Behavioral Factors in Tax Preparer and Tax Compliance Choices

open access: yesKyklos, EarlyView.
ABSTRACT What tax preparer characteristics are most important to taxpayers in their decision to use a tax preparer, and how does this choice of a tax preparer affect subsequent taxpayer compliance? We use laboratory experiments to examine these questions. We find that individuals in this environment simultaneously choose a preparer and their compliance
James Alm   +4 more
wiley   +1 more source

Multifaceted Role of Multilevel Statistical and Linguistic Information From Target Language in Predicting Second Language Verb–Preposition and Verb–Particle Construction Production

open access: yesLanguage Learning, EarlyView.
Abstract This study explores how statistical properties of verb–preposition and verb–particle constructions (VPCs) and their interplay in the target language shape second language (L2) production across L2 proficiency levels. We compared phrasal frequency and three contingency measures—mutual information (MI), forward delta P (ΔP), and backward ΔP—of ...
Yanlu Zhong
wiley   +1 more source

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