Results 1 to 10 of about 6,287,806 (357)
Structural break-aware pairs trading strategy using deep reinforcement learning. [PDF]
J Supercomput, 2022 Pairs trading is an effective statistical arbitrage strategy considering the spread of paired stocks in a stable cointegration relationship. Nevertheless, rapid market changes may break the relationship (namely structural break), which further leads to ...
Lu JY +8 more
europepmc +2 more sources
Structural Break Tests Robust to Regression Misspecification [PDF]
Econometrics, 2018 Structural break tests for regression models are sensitive to model misspecification. We show—analytically and through simulations—that the sup Wald test for breaks in the conditional mean and variance of a time series process exhibits severe
Alaa Abi Morshed +2 more
doaj +5 more sources
The contribution of structural break models to forecasting macroeconomic series [PDF]
, 2014 This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the model which applies in each regime and the
Ang +18 more
core +2 more sources
Break It Down: Evidence for Structural Compositionality in Neural Networks [PDF]
Neural Information Processing Systems, 2023 Many tasks can be described as compositions over subroutines. Though modern neural networks have achieved impressive performance on both vision and language tasks, we know little about the functions that they implement.
Michael A. Lepori +2 more
semanticscholar +1 more source
Spatial and temporal pattern of rice yield growth in Asian countries from 1961 to 2016: An exploratory econometric analysis [PDF]
Ekonomika Poljoprivrede (1979), 2021 The present paper attempts to find out the spatial and temporal movement of rice yield in twelve countries in Asia which is its lifeline over the period 1961 to 2016 by following Bai-Perron multiple structural break tests. The results based on endogenous
Mukhopadhyay Debabrata
doaj +1 more source
Economic Research-Ekonomska Istraživanja, 2022 The former communist states experienced a period of turbulence in the transition to the market economy and then the accession to the EU, turbulences that also influenced the education sector.
A. Nuta, D. Lupu, F. Nuță
semanticscholar +1 more source
Testing the consistency of asymmetric interest rate pass-through: The case of Indonesia
Cogent Economics & Finance, 2023 This paper investigates the consistency of asymmetric interest rate past-trough (IRPT) using a nonlinear autoregressive distributed lag framework. Superior to the previous studies, this study exploits the historical profile of Indonesia to enrich the ...
R. Dimas Bagas Herlambang +2 more
doaj +1 more source
International Journal of Energy Economics and Policy, 2022 This study has examined the impact of sectoral growth on CO2 emissions in the case of Pakistan from 1970 to 2019. ADF and PP unit root tests have been applied to check the stationarity of the data series, whereas the Zivot-Andrew structural break unit ...
Amjad Ali +3 more
semanticscholar +1 more source
Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2022 Bu çalışmada CDS'lerin ve FED para politikalarının Türk tahvil faizleri üzerindeki etkileri, 2010:M03-2021:M02 dönemi için yapısal kırılmalı zaman serisi analizi yöntemleriyle analiz edilmiştir.
Ömer Akçayır
doaj +1 more source
Covid-19 Salgınının Türkiye’nin Dış Ticaretine Etkisi: Bir Yapısal Kırılma Analizi
İzmir İktisat Dergisi, 2021 2019 yılının Aralık ayında Çin’in Wuhan şehrinde ortaya çıkan Covid-19 virüsü 2020 yılı ile küresel bir salgına dönüşmüştür. Küresel salgından birçok ülke ekonomisi olumsuz etkilenmiştir.
Erdem Ateş
doaj +1 more source