Results 131 to 140 of about 100,866 (281)

Explicit Multi-point Taylor Polynomial

open access: yes
The multi-point Taylor polynomial, which is the general, unique and of minimum degree ($mk+m-1$) polynomial $P_{k,m}(x)$ which interpolates a function's derivatives in multiple points is presented in its explicit form. A proof that this expression satisfies the multi-point Taylor polynomial's defining property is given.
openaire   +2 more sources

Positive affect as a developmental mediator of early adversity and internalizing psychopathology

open access: yesJournal of Child Psychology and Psychiatry, EarlyView.
Background Early life adversities (ELAs) including experiences such as abuse, neglect, and household dysfunction are strongly linked to psychopathology; yet, the developmental pathways connecting ELA to externalizing and internalizing psychopathology remain unclear.
Jamie L. Hanson   +3 more
wiley   +1 more source

Monetary Policy When Preferences Are Quasi‐Hyperbolic

open access: yesJournal of Money, Credit and Banking, EarlyView.
Abstract We study discretionary monetary policy in an economy where economic agents have quasi‐hyperbolic discounting. We demonstrate that a benevolent central bank is able to keep inflation under control for a wide range of discount factors. If the central bank, however, does not adopt the household's time preferences and tries to discourage early ...
RICHARD DENNIS, OLEG KIRSANOV
wiley   +1 more source

FX Interventions and Capital‐Constrained Banks: Evidence from USD/ILS Spot, Forward, and Option Markets

open access: yesJournal of Money, Credit and Banking, EarlyView.
Abstract Using confidential daily data, we examine the Bank of Israel's foreign exchange interventions from 2013 to 2019. We find that a 1 billion U.S. dollars (USD) purchase leads to a 0.82% depreciation of the Israeli Shekel (ILS)–a strong effect compared to other studies.
MARKUS HERTRICH, DANIEL NATHAN
wiley   +1 more source

What makes a legal problem? Dispute characteristics and the construction of legality

open access: yesJournal of Law and Society, EarlyView.
Abstract Individuals rarely turn to law when faced with civil legal problems and often do not perceive the problems that they experience as legal matters. Though not all justiciable problems require recourse to lawyers or legal institutions, the dynamics of legal characterization and responsive behaviour are important for understanding dispute ...
NIGEL BALMER   +3 more
wiley   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Multiple Changepoint Detection for Non‐Gaussian Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund   +3 more
wiley   +1 more source

Time‐Varying Dispersion Integer‐Valued GARCH Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza   +3 more
wiley   +1 more source

Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley   +1 more source

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