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Some t-tests for N-of-1 trials with serial correlation. [PDF]
PLoS ONE, 2020 N-of-1 trials allow inference between two treatments given to a single individual. Most often, clinical investigators analyze an individual's N-of-1 trial data with usual t-tests or simple nonparametric methods.
Jillian Tang, Reid D Landes
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Testing for Serial Correlation in Autoregressive Exogenous Models with Possible GARCH Errors [PDF]
Entropy, 2022 Autoregressive exogenous, hereafter ARX, models are widely adopted in time series-related domains as they can be regarded as the combination of an autoregressive process and a predictive regression.
Hanqing Li +3 more
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Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation
Econometrics, 2016 This paper considers the problem of testing cross-sectional correlation in large panel data models with serially-correlated errors. It finds that existing tests for cross-sectional correlation encounter size distortions with serial correlation in the ...
Badi H. Baltagi, Chihwa Kao, Bin Peng
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Serial Correlations of Partial Body Weight and Feed Intake in Crossbred Cattle [PDF]
AnimalsFeeding behavior in cattle affects feed efficiency, which is important for increasing the profitability of production while simultaneously reducing the environmental impact.
Georgette Pyoos +4 more
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Re-Evaluating Sharpe Ratio in Hedge Fund Performance in Light of Liquidity Risk
Journal of Banking and Financial Economics, 2021 This paper demonstrates how the Sharpe Ratio can be modified by altering the measure of “total risk” in the denominator of the Sharpe Ratio (i.e., the standard deviation) to include liquidity risk, a major risk for investors in hedge funds that is ...
Richard Van Horne
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Homogeneity and Trend Analysis of Climatic Variables in Cap-Bon Region of Tunisia
Applied Sciences, 2023 As a semi-arid Mediterranean country, Tunisia is affected by the impacts of climate change, particularly the coastal regions like the Cap-Bon. Irregular rainfall, rising temperatures and the recurrence of extreme events are all indicators that affect ...
Basma Latrech +5 more
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On Tail Dependence and Multifractality
Mathematics, 2020 We study whether, and if yes then how, a varying auto-correlation structure in different parts of distributions is reflected in the multifractal properties of a dynamic process.
Krenar Avdulaj, Ladislav Kristoufek
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A unified perspective on some autocorrelation measures in different fields: A note
Open Mathematics, 2023 Using notions from linear algebraic graph theory, this article provides a unified perspective on some autocorrelation measures in different fields. They are as follows: (a) Orcutt’s first serial correlation coefficient, (b) Anderson’s first circular ...
Yamada Hiroshi
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Heteroskedasticity, temporal and spatial correlation matter
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2013 As economic time series or cross sectional data are typically affected by serial correlation and/or heteroskedasticity of unknown form, panel data typically contains some form of heteroskedasticity, serial correlation and/or spatial correlation ...
Ladislava Grochová, Luboš Střelec
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Ecology and Evolution, 2020 Theoretical studies suggest that temporal covariation among and temporal autocorrelation within demographic rates are important features of population dynamics.
Rémi Fay +4 more
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