Results 81 to 90 of about 7,325 (196)
Inference on the Attractor Space via Functional Approximation
ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1) linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system and or to ...
Massimo Franchi, Paolo Paruolo
wiley +1 more source
The growth of cities is closely linked to the overall economic growth of nations. Especially in urban planning, predicting and modelling the growth trajectory of cities is crucial for ensuring sustainable economic growth.
Şaban Kızılarslan, Mustafa Zuhal
doaj +1 more source
ABSTRACT Since the seminal contributions of Friedman and Schwartz and of Hendry and Ericsson, instability in money demand has remained a central issue in the literature. This study broadens and generalizes the first evidence for the United Kingdom of stable long‐ and short‐run broad money demand extending back to the nineteenth century. Using nonlinear
Álvaro Escribano +2 more
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Editorial Introduction to the 40th Anniversary Special Issue
ABSTRACT We introduce this special issue, based on the proceedings of a conference held in the Department of Economics in the University of Oxford from 7 to 9 April 2025, organised to commemorate the 40th anniversary of cointegration. Following a setting of the scene and discussion of the motivation for the conference, the papers are summarised in ...
Anindya Banerjee +2 more
wiley +1 more source
The accurate monitoring of metabolic syndrome in older adults is relevant in terms of its early detection, and its management. This study aimed at proposing a novel semiparametric modeling for a cardiometabolic risk index (CMRI) and individual risk ...
Philippe Tagder +7 more
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Semiparametric Bayesian analysis of high-dimensional censored outcome data
The Surveillance, Epidemiology and End Results (SEER) cancer database contains survival data for US individuals diagnosed with cancer. Semiparametric Bayesian methods are computationally expensive to fit for such large data-sets.
Chetkar Jha, Yi Li, Subharup Guha
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ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio +1 more
wiley +1 more source
Semiparametric regression model approach is a model approach that combines parametric regression models and nonparametric regression. On semiparametric regression, most explanatory variables are parametric and nonparametric others are.
ANNA FITRIANI +2 more
doaj
Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch +3 more
wiley +1 more source
ABSTRACT The human microbiome plays a crucial role in health, but understanding its dynamic relationship with the host requires regular monitoring. Beyond challenges such as high dimensionality and sparsity, additional complexities arise, particularly within‐cluster correlation from repeated measures and pervasive missing data. To address these issues,
Jinyuan Liu +10 more
wiley +1 more source

