Results 71 to 80 of about 6,937 (202)
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference
Journal 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
Behavioral Charity: Third‐Party Ratings of Nonprofits as Salience and Heuristics
Public Administration Review, EarlyView.ABSTRACT Financial disclosure through tax returns is the primary regulatory mechanism for holding nonprofits accountable to donors in the USA. The assumption that donors will make rational decisions using disclosed information when giving to nonprofits is central to this regulation. But what if they rely on mental shortcuts instead? This study examines
Ashraf Haque
wiley +1 more source
Detection of Influential Observations in Semiparametric Regression Model
Revista Colombiana de Estadística, 2013 In this article, we consider the semiparametric regression model and examine influential observations which have undue effects on the estimators for this model.
SEMRA TÜRKAN, ÖNIZ TOKTAMIS
doaj
Modeling Downside Risks for China's Security Markets: Does Greenness Make Bonds a Safer Haven?
Scottish Journal of Political Economy, EarlyView.ABSTRACT Motivated by its current defective governance regime and institutional characteristics of green finance, this study models Value‐at‐Risk and Expected Shortfall of security markets for China. We extend Patton et al.'s (2019) models by introducing four exogenous risk factors including China's climate policy uncertainty (CCPU).
Xiao‐Ming Li
wiley +1 more source
A semiparametric changepoint model [PDF]
Biometrika, 2004 Summary: A semiparametric changepoint model is considered and the empirical likelihood method is applied to detect the change from a distribution to a weighted distribution in a sequence of independent random variables. The maximum likelihood changepoint estimator is shown to be consistent.
openaire +2 more sources
Trade Sophistication and Economic Development Stages in the Context of Global Digitalization
The World Economy, EarlyView.ABSTRACT This study aims to explore the relationship between trade sophistication and economic development stages, including in the context of digitalization. We employ nonparametric, semiparametric, and parametric methods, covering the period from 2003 to 2024 across 119 countries, categorized into three income groups.
Kim Hanh Nguyen +3 more
wiley +1 more source
Asia &the Pacific Policy Studies, Volume 13, Issue 3, September 2026.ABSTRACT Addressing climate change has become the high‐profile international issue. This paper focuses on Chinese A‐share listed firms from 2010 to 2023, adopts computerised textual analysis to construct corporate climate disclosure intensity index, and verifies their validity in various aspects.
Liyu Long, Zhi Wang, Yuan Jiang
wiley +1 more source
BarekengSome semiparametric regression model approaches include spline, kernel, Fourier series, and wavelet. Semiparametric regression modelling can involve more than one independent variable (multivariable), a parametric approach is usually combined with one of
Lilik Hidayati +4 more
doaj +1 more source
Wavelet‐Based Hurst Exponent Estimation
WIREs Computational Statistics, Volume 18, Issue 3, September 2026.The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
Dixon Vimalajeewa +2 more
wiley +1 more source