Results 171 to 180 of about 118,933 (242)

Dynamic Mixture Vector Autoregressions With Score‐Driven Weights

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We propose a novel dynamic mixture vector autoregressive (VAR) model where the time‐varying mixture weights are driven by the predictive likelihood score. Intuitively, the weight of a component VAR model is increased in the subsequent period if the current observation is more likely to be drawn from this state.
Alexander Georges Gretener   +2 more
wiley   +1 more source

Informing DSGE Models Through Dynamic Factor Models

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT Structural dynamic factor models (SDFM) represent a reliable tool to inform the construction of dynamic stochastic general equilibrium (DSGE) models. The reason is that the log‐linear solution of a DSGE model has a factor structure which ensures consistency between the representations of the two models.
Mario Forni   +3 more
wiley   +1 more source

Computational Modeling of Pharmaceuticals with an Emphasis on Crossing the Blood-Brain Barrier. [PDF]

open access: yesPharmaceuticals (Basel)
Alves PA   +4 more
europepmc   +1 more source

Prevalence and concentration of pesticides in European waters: A protocol for systematic review and meta-analysis. [PDF]

open access: yesPLoS One
Serrano Valera M   +5 more
europepmc   +1 more source

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