Results 81 to 90 of about 52,431 (278)
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant +2 more
wiley +1 more source
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley +1 more source
An efficient Imprecise 4:2 Compressor Using Gate Diffusion Input Supplemented with Dynamic Threshold
Approximate computing is a new design concept that causes a trade-off between circuitry performance and accuracy. The approximate circuits are more useful in error-resilient applications, like image processing.
Forouzan Bahrami +2 more
doaj
Energy security risk has a positive impact on material footprint. Renewable energy consumption reduces material footprint. ABSTRACT Following a high economic growth path, the group of G7 economies is found to be utilising more and more material, causing a material footprint (MF), which in turn contributes to pollution.
Serhat Çamkaya +4 more
wiley +1 more source
On Aggregation of Linear Dynamic Models [PDF]
This paper provides a general framework for aggregating linear dynamic models by deriving the aggregate model as an optimal prediction of the aggregate variable of interest with respect to an aggregate information set generated by current and past values
Pesaran, M. H.
core
ABSTRACT We use foreign trade data on both imports and exports of goods and services among a group of 15 advanced economies to determine the incomes and price elasticities of demand for exports and imports of goods, services and goods and services combined in the long run.
Tjeerd M. Boonman +2 more
wiley +1 more source
ABSTRACT This study investigates earnings management in European banks in the context of the 2016 EU audit directive. Using a dynamic panel of 134 banks over 2012–2023, we apply two‐step System‐GMM estimators with three profitability measures—Earnings Before Provisions and Taxes (EBPT), Return on Assets (ROA), and Return on Equity (ROE).
Maria Christofidou +3 more
wiley +1 more source
The present survey explores the effects of institutional quality on foreign direct investment in selected OPEC member countries. To this end, the annual data of foreign direct investment, institutional quality index, gross domestic product, and freedom ...
Morteza Raei Dehaghi +1 more
doaj
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence [PDF]
This paper generalises the monthly seasonal unit root tests of Franses (1991) for a heterogeneous panel following the work of Im, Pesaran, and Shin (2003), which we refer to as the F-IPS tests.
Giulietti, Monica +2 more
core
Brexit and Its Impact on EU Financial Markets
ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source

