Results 141 to 150 of about 28,836 (304)

Estimating fixed-effect panel stochastic frontier models by model transformation

Traditional panel stochastic frontier models do not distinguish between unobserved individual heterogeneity and inefficiency. They thus force all time-invariant individual heterogeneity into the estimated inefficiency. Greene (2005) proposes a true fixed-
Ho, Chia-Wen, Wang, Hung-Jen
core  

Are consumers willing to pay more for future organic? Preference for certified transitional labels

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract The organic industry in the United States (US) has never kept pace with consumer demand and heavily relies on imports. This paper investigates how consumers value certified transitional labels, indicating growers are transitioning from conventional to organic production.
Xuqi Chen, Jared Gars, Dinglin Duan, Zhifeng Gao, Xin Zhao   +4 more
wiley   +1 more source

Omission and hallucination prevalence of clinical guidelines in diagnostic large language model outputs. [PDF]

BMJ Health Care Inform
van Kessel R, Anderson M, McMillan B, Matthews MR, Rust P, Pearcy P, Nasir K, Mossialos E.   +7 more
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

Square integrable solutions and stability of a second-order stochastic integro-differential equation. [PDF]

Sci Rep
Oudjedi-Damerdji LF, Meziane M, Djidel O, Boulaaras S, Alharbi A.   +4 more
europepmc   +1 more source

A Class of Heath-Jarrow-Morton Term Structure Models with Stochastic Volatility [PDF]

This paper considers a class of Heath-Jarrow-Morton term structure models with stochastic volatility. These models admit transformations to Markovian systems, and consequently lend themselves to well-established solution techniques for the bond and bond ...
Oh-Kang Kwon, Carl Chiarella
core  

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Enhancing the pricing efficiency of financial assets with an optimized bayesian network based on efficient fusion. [PDF]

PLoS One
Fu Q, Li X.
europepmc   +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

Bayesian uncertainty quantification to identify population level vaccine hesitancy behaviours. [PDF]

PLoS One
Warne DJ, Varghese A, Brewster A, Browning AP, Krell MM, Drovandi C, Hu W, Mira A, Mengersen K, Jenner AL.   +9 more
europepmc   +1 more source