Results 121 to 130 of about 1,911,399 (201)

Prospective comparison of econometric, machine learning, and foundation models for forecasting emergency department boarding patients. [PDF]

Npj Health Syst
Poursoltan L, Cao J, Clay B, Trimble B, Adrid L, Pan J, Chua A, Bell J, Longhurst CA, Zhu K, Singh K.   +10 more
europepmc   +1 more source

Classical and Bayesian vector autoregression for housing market analysis: evidence from Ireland

LAUREA MAGISTRALEQuesta tesi studia l’applicazione di modelli econometrici, in particolare Vector Autoregression e Bayesian Vector Autoregression, per prevedere i prezzi delle case in Irlanda, un indicatore rilevante per i recenti sviluppi economici e ...
Lizzini, Simone
core  

Google search interests and new cases of COVID-19 in Bangladesh: a vector autoregression analysis for disease surveillance. [PDF]

BMC Res Notes
Ahmed MU, Ahamad MG, Hasan MM, Al Amin SF.   +3 more
europepmc   +1 more source

Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) [PDF]

Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integer-valued phenomena that evolve over time. The distribution of an INAR(p) process is essentially described by two parameters: a vector of autoregression ...
Werker, B.J.M., Drost, F.C., Akker, R. van den   +2 more
core  

Commentary: Understanding emerging psychopathology through symptom networks-A commentary on Häfeli et al. (2026). [PDF]

JCPP Adv
Kaczkurkin AN.
europepmc   +1 more source

The Impact of Digital Currency Innovation: Risk Spillover Effects Between the Cryptocurrency and Traditional Financial Markets. [PDF]

Entropy (Basel)
Zhuang L, Liu Y.
europepmc   +1 more source

Short-term forecasting and impact analysis of COVID-19 and the stock market in Morocco using ARIMA. [PDF]

PLoS One
Aboagye N, Nadarajah S.
europepmc   +1 more source

Geopolitical risks and the spillover of food market risks: case analysis of the Chinese grain market. [PDF]

Front Nutr
Li J, Yang Y.
europepmc   +1 more source

Vector Autoregression and Causality

This paper develops a complete limit theory for Wald tests of Granger causality in levels vector autoregression (VAR's) and Johansen-type error correction models (ECM's) allowing for the presence of stochastic trends and cointegration.
Peter C.B. Phillips, Hiro Y. Toda
core  

The impact of China's non-pharmaceutical interventions on economic growth during COVID-19: a provincial-level panel analysis. [PDF]

BMC Public Health
Ma Y, Bardai BB.
europepmc   +1 more source