Results 131 to 140 of about 43,499 (308)

Estimating Interaction Effects With Panel Data

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Mapping Multi‐Stakeholder Engagement: A Q Methodology in a Regional Project Management Scenario

open access: yesStrategic Change, EarlyView.
ABSTRACT Research on project management describes the essence of projects involving multiple stakeholders, stressing the value derived from diverse work practices. However, this underestimates issues of counterproductive disagreements associated with diverse groups participating in a project.
Sheng Hu, Amon Simba
wiley   +1 more source

The Drug Safety Framework of Avacopan: A Pharmacovigilance Study

open access: yesMedicine Advances, EarlyView.
We identified 11 previously unreported potential adverse events associated with avacopan. No high‐priority clinical events were observed; however, special attention should be paid to the potential possibility of avacopan‐induced vanishing bile duct syndrome (Logos and icons displayed in the sections “Safety Framework” and “Data Sources and ...
Tianqi Chang   +4 more
wiley   +1 more source

Hermite Positive Definite Solution of a Class of Matrix Equation

open access: diamond, 2011
Panpan Liu, Shugong Zhang, Qingchun Li
openalex   +1 more source

Existence Analysis of a Three‐Species Memristor Drift‐Diffusion System Coupled to Electric Networks

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT The existence of global weak solutions to a partial‐differential‐algebraic system is proved. The system consists of the drift‐diffusion equations for the electron, hole, and oxide vacancy densities in a memristor device, the Poisson equation for the electric potential, and the differential‐algebraic equations for an electric network.
Ansgar Jüngel, Tuấn Tùng Nguyến
wiley   +1 more source

High Relative Accuracy Computations With Covariance Matrices of Order Statistics

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In many statistical applications, numerical computations with covariance matrices need to be performed. The error made when performing such numerical computations increases with the condition number of the covariance matrix, which is related to the number of variables and the strength of the correlation between the variables. In a recent work,
Juan Baz   +3 more
wiley   +1 more source

Ellipsoid‐Based Interval‐Type Uncertainty Model Updating Based on Riemannian Manifold and Gaussian Process Model

open access: yesInternational Journal of Mechanical System Dynamics, EarlyView.
ABSTRACT Modern engineering systems require advanced uncertainty‐aware model updating methods that address parameter correlations beyond conventional interval analysis. This paper proposes a novel framework integrating Riemannian manifold theory with Gaussian Process Regression (GPR) for systems governed by Symmetric Positive‐Definite (SPD) matrix ...
Yanhe Tao   +3 more
wiley   +1 more source

On the estimation of upper bound for solutions of perturbed discrete Lyapunov equations

open access: yesJournal of Inequalities and Applications, 2006
The estimation of the positive definite solutions to perturbed discrete Lyapunov equations is discussed. Several upper bounds of the positive definite solutions are obtained when the perturbation parameters are norm-bounded uncertain.
Chen Dong-Yan, Wang De-Yu
doaj  

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