Results 171 to 180 of about 839,511 (260)

On Quantum Ergodicity for Higher Dimensional Cat Maps. [PDF]

open access: yesCommun Math Phys
Kurlberg P   +3 more
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

open access: yesJournal of Forecasting, EarlyView.
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

ESG Performance and Credit Risk: Evidence From Chinese Manufacturing Companies

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This study investigates the effect of corporate environmental, social, and governance (ESG) performance on credit risk using a sample of manufacturing firms listed on China's Shanghai and Shenzhen A‐share markets from 2009 to 2021. Employing fixed effects, the generalised method of moments, and instrumental variable models, we find that ...
Yanan Wang   +4 more
wiley   +1 more source

Bio‐inspired nanophotonics: Structural color, chirality, and resonance metasurfaces

open access: yesInfoMat, EarlyView.
A butterfly‐wing‐inspired anisotropic plasmonic flatband resonant metasurface. Insets, photo of the butterfly, Sasakia charonda, and the SEM image of its wing scale (above); the SEM image of the metasurface (below). Abstract The dazzling colors of butterfly wings and hummingbird feathers are not painted with pigments, but crafted by nature's invisible ...
Weihan Liu, Yao Liang, Din Ping Tsai
wiley   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

A Joint Test of Unconfoundedness and Common Trends

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We introduce an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two‐period panel data setting: unconfoundedness and common trends. Under unconfoundedness, treatment assignment and post‐treatment outcomes are independent, conditional on control variables and pre‐treatment ...
Martin Huber, Eva‐Maria Oeß
wiley   +1 more source

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