Results 151 to 160 of about 3,634 (266)

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

Penalized Convex Estimation in Dynamic Location Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Norm-critical elements in nursing and healthcare education: a scoping review. [PDF]

open access: yesBMC Med Educ
Castillo IA   +3 more
europepmc   +1 more source

Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren   +2 more
wiley   +1 more source

Existence and manifestations of human dignity: can a person be deprived of dignity? [PDF]

open access: yesJ Med Ethics Hist Med
Jafari SA   +5 more
europepmc   +1 more source

Equilibrium Reward for Liquidity Providers in Automated Market Makers

open access: yesMathematical Finance, EarlyView.
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha   +2 more
wiley   +1 more source

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