Results 131 to 140 of about 184,678 (326)
Trends in Business and EconomicsDünya Belirsizlik Endeksi (WUI), ülkelerdeki ekonomik, politik ve sosyal belirsizlikleri ölçmeyi amaçlayan kapsamlı bir göstergedir. Gelişmiş ve gelişmekte olan ülkeleri kapsayan bu endeks, küresel düzeyde belirsizliğin zaman içindeki değişimini izlemek ...
Nimet Melis Esenyel İçen, Simge Akdağ
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Spurious regression under broken trend stationarity [PDF]
We study the phenomenon of spurious regression between two random variables when the generating mechanism for individual series follows a stationary process around a trend with (possibly) multiple breaks in its level and slope.
Antonio E. Noriega +1 more
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Stationarity and Ergodicity [PDF]
, 2009 In computing time averages of optical fields, we regard the ensembles to be stationary and ergodic. Stationarity means that all ensemble averages are independent of the time origin; and ergodicity implies that each ensemble average is equal to the time average involving a typical member of the ensemble.
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The PCDID Approach to Treatment Effects Estimation: A Further Investigation
Journal of Applied Econometrics, EarlyView.ABSTRACT In the present paper, we study the so‐called “PCDID” approach to treatment effects estimation in panels with interactive effects where the factors represent trends whose effect need not be parallel across the cross‐sectional units. Our interest in this step‐wise approach originates with the observation that the interactive effects are ignored ...
Tilman Bretschneider, Joakim Westerlund
wiley +1 more source
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence [PDF]
This paper develops a simple test for the null hypothesis of stationarity in heterogeneous panel data with cross-sectional dependence in the form of a common factor in the disturbance.
Hadri, Kaddour, Kurozumi, Eiji
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On Detecting Degenerate Stationarity
Journal of Optimization Theory and ApplicationszbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
On the stationarity of annual flood peaks in the continental United States during the 20th century [PDF]
, 2009 Gabriele Villarini +3 more
openalex +1 more source
Deep Reinforcement Learning amidst Lifelong Non-Stationarity [PDF]
, 2020 Annie Xie +2 more
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From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks
Journal of Applied Econometrics, EarlyView.ABSTRACT We revisit maximum likelihood estimation (MLE) for macroeconomic density forecasting through a novel neural network architecture with dedicated mean and variance hemispheres. Our architecture features several key ingredients making MLE work in this context.
Philippe Goulet Coulombe +2 more
wiley +1 more source
The Causal Relationship between ICT and FDI [PDF]
foreign direct investment, information and communication technology, stationarity, cointegration, causality, LSDV ...
Gholami, Roghieh +2 more
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