Results 191 to 200 of about 5,037 (306)

Count Data Models With Heterogeneous Peer Effects Under Rational Expectations

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper develops a peer effect model for count responses under rational expectations. The model accounts for heterogeneity in peer effects across groups based on observed characteristics. Identification is based on the linear model condition that requires the presence of friends of friends who are not direct friends.
Aristide Houndetoungan
wiley   +1 more source

Characterization and estimation of heterogeneous spatial autocorrelation in spatial autoregressive models. [PDF]

PLoS One
Zhao J, Pu Y.
europepmc   +1 more source

Forecasting Related Time Series

Journal of Applied Econometrics, EarlyView.
ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley   +1 more source

How to achieve low-carbon development in China: spatial spillover of education on carbon intensity. [PDF]

Front Public Health
Ma C, Wu H.
europepmc   +1 more source

Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper investigates whether the effects of monetary policy shocks on real exchange rates have changed over time and, if so, whether these changes stem from shifts in transmission mechanisms or from variation in the volatility of the shocks themselves.
Madison Terrell, Qazi Haque, Jamie L. Cross, Firmin Doko Tchatoka   +3 more
wiley   +1 more source

Research on the impact of artificial intelligence development on urban low-carbon transformation. [PDF]

Sci Rep
Cheng Y, Zhang Z, Hu L, Duan X.
europepmc   +1 more source

Essay on the integration of interactions in the treatment effect evaluation : the contribution of spatial econometrics methods

, 2015
Sileymane Ba
openalex   +1 more source

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics

Journal of Applied Econometrics, EarlyView.
ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi, Christian Matthes, Mu‐Chun Wang   +2 more
wiley   +1 more source

Digital image analysis-based predictors of effective permanent make-up removal with laser and chemical remover. [PDF]

Sci Rep
Pióro W, Korczak K, Jewczak M, Antoszewski B, Kasielska-Trojan A.   +4 more
europepmc   +1 more source

Mapping the Spatial Scales of Australian Extreme Precipitation Using Daily Rain Gauges

International Journal of Climatology, EarlyView.
We present the first continent‐wide analysis of the spatial scales of daily extreme precipitation events (EPEs) in Australia using station observations and semivariogram analysis. EPEs generally have larger spatial scales at higher latitudes, with strong seasonal and regional differences shaped by topography, meteorological regimes, and climate ...
Dongqi Lin, Kate R. Saunders, Martin S. Singh   +2 more
wiley   +1 more source