Results 191 to 200 of about 5,073,058 (275)

Forecasting Duration in High‐Frequency Financial Data Using a Self‐Exciting Flexible Residual Point Process

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley   +1 more source

Knowledge sourcing, geopolitics, and FDI: An empirical analysis on the US green and digital sectors

open access: yesGlobal Strategy Journal, EarlyView.
Abstract Research Summary This paper examines how foreign direct investment (FDI) shapes firms' sourcing of knowledge in the digital and green domains under rising geopolitical frictions. We assemble a firm–country dyadic panel (2013–2020) linking US patent backward citations to firms' FDI, enriched with bilateral geopolitical distance and host‐country
Alberto Maria Radici
wiley   +1 more source

Waiting Time Prioritisation for Public and Private Providers: Evidence From Hip Replacement Surgery

open access: yesHealth Economics, EarlyView.
ABSTRACT Waiting times for planned health care treatments have been increasing in England and other OECD countries. One policy to reduce the impact of waiting times on patients' health is for doctors to prioritise patients according to their health status. This study tests the extent to which publicly‐funded patients in poorer health are prioritised on
Panos Kasteridis   +2 more
wiley   +1 more source

Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT Peer influence on effort devoted to some activity is often studied when effort is unobserved, and the researcher instead observes an outcome that combines effort with other shocks. For instance, in education, achievement measures such as GPA reflect both effort and idiosyncratic GPA shocks.
Aristide Houndetoungan   +2 more
wiley   +1 more source

Models of DG‐Carbon Bands in Raman Spectra: Effects of Basis Functions and Initial Values on the Uniqueness and S/N of Fits Obtained for Atmospheric Aerosol Using Automated Methods

open access: yesJournal of Raman Spectroscopy, EarlyView.
Raman spectra containing D/G features are fit using combinations of basis functions and initial conditions. Fits with two Lorentzian functions converged to a single optimized fit even with variation of initial peak positions. For five‐band fits, sometimes the final fit varied with initial conditions, and constraints on peak center position were ...
David C. Doughty, Steven C. Hill
wiley   +1 more source

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