Results 11 to 20 of about 3,798,889 (297)
Frontiers in Environmental Science, 2022 Under the background of carbon peak and carbon neutralization, it is vital to study the impact of digital economy on carbon emission reduction. Based on a provincial panel data from 2013 to 2019, this paper establishes a dynamic panel model, a dynamic ...
Runjie Wu +4 more
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Qualitative threshold ARCH models [PDF]
Journal of Econometrics, 1992 The paper deals with the tradeoff between the flexibility of the conditional variance specification in terms of a given past value and the number of lags. A class of dynamic models is considered (QTARCH models) in which both the conditional mean and the conditional variance are symmetrically treated in order to discuss the possible cross-effects or ...
Gourieroux Christian, Monfort Alain
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TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS
Econometric Theory, 2022 This paper develops a test for homogeneity of the threshold parameter in threshold regression models. The test has a natural interpretation from time series perspectives and can also be applied to test for additional change points in the structural break models.
Yoonseok Lee, Yulong Wang
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THEMIS: Two Models, Different Thresholds [PDF]
Trends in Immunology, 2017 THEMIS, a recently identified T-lineage-restricted protein, is the founding member of a large metazoan protein family. Gene inactivation studies have revealed a critical requirement for THEMIS during thymocyte positive selection, implicating THEMIS in signaling downstream of the T cell antigen receptor (TCR), but the mechanistic underpinnings of THEMIS
Choi, S +3 more
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A continuous threshold expectile model [PDF]
Computational Statistics & Data Analysis, 2017 Expectile regression is a useful tool for exploring the relation between the response and the explanatory variables beyond the conditional mean. This article develops a continuous threshold expectile regression for modeling data in which the effect of a covariate on the response variable is linear but varies below and above an unknown threshold in a ...
Zhang, Feipeng, Li, Qunhua
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Understanding exchange rate pass-through in Vietnam
Cogent Economics & Finance, 2022 Price stability is the ultimate objective of the State Bank of Vietnam (SBV). In addition, in a small export-led economy, such as Vietnam, the study of exchange rate volatility is crucial for the country’s economy due to its impact on inflation via ...
Nga Nguyen Hong +3 more
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Modeling Default Dependence with Threshold Models [PDF]
The Journal of Derivatives, 2005 Default risk is one of the most important and fastest growing areas in derivatives. Single-name credit default swaps are now well established, and markets for contracts based on the default experience of a credit portfolio, like collateralized debt obligations (CDOs) and basket default swaps, are developing rapidly.
Overbeck, Ludger, Schmidt, Wolfgang M.
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Austral Journal of Veterinary Sciences, 2022 Somatic cell count (SCC) is an indirect measurement to estimate mammary gland health status. This trait provides information regarding the severity of the mammary tissue inflammation in each quarter.
Hector Uribe +2 more
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IEEE Access, 2021 It has become an urgent issue for all countries to ease the sharp conflict between economic growth and ecological conservation. The fundamental way to achieve low-carbon economic growth is to make the energy consumption structure upgrade and develop ...
Zheng Li, Yingying Ding, Dongri Han
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Judgment and Decision Making, 2015 This study provides the first comprehensive analysis of individual perceptions of tail risks. It focuses not only on the probability, as has been studied by Nicholas Barberis and others, but also on anticipation of damage.
W. J. Wouter Botzen +2 more
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