Results 181 to 190 of about 1,157,980 (244)

Profiles of aroma volatile components in textured vegetable proteins using headspace solid phase microextraction-gas chromatography-mass spectrometry. [PDF]

Curr Res Food Sci
Park GW, Park KH, Kim SG, Lee SY.
europepmc   +1 more source

The link between electricity consumption and stock market during the pandemic in Türkiye: a novel high-frequency approach. [PDF]

Environ Sci Pollut Res Int
Doruk ÖT.
europepmc   +1 more source

On the Association Between Demographic Structural Change and the Effectiveness of Nurse Staffing Policy for Inpatient Care: Evidence from Taiwan. [PDF]

Risk Manag Healthc Policy
Lai YL, Chen WY, Lee SS, Liaw YP.
europepmc   +1 more source

What drives China's healthcare expenditure? A theoretical and empirical study of determinants and trends. [PDF]

Front Public Health
Ge Z, Cai J, Hu J.
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Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets. [PDF]

PLoS One
Lou Y, Xiao C, Lian Y.
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Statistical inference for a novel distribution using ranked set sampling with applications. [PDF]

Heliyon
Aljohani HM.
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A new two-parameter Rayleigh distribution: Statistical properties, actuarial measures, regression analysis, and applications. [PDF]

Heliyon
Gemeay AM, Hussam E, Almetwally EM.
europepmc   +1 more source

Reducing the state space dimension in a large TVP-VAR [PDF]

Journal of Econometrics, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chan, Joshua C.C., Eisenstat, Eric, Strachan, Rodney W.   +2 more
openaire   +5 more sources

Reducing Dimensions in a Large TVP-VAR

SSRN Electronic Journal, 2018
This paper proposes a new approach to estimating high dimensional time varying parameter structural vector autoregressive models (TVP-SVARs) by taking advantage of an empirical feature of TVP-(S)VARs. TVP-(S)VAR models are rarely used with more than 4-5 variables.
Joshua C. C. Chan, Eric Eisenstat, Rodney W. Strachan   +2 more
openaire   +2 more sources

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The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach

Physica A: Statistical Mechanics and Its Applications, 2019
Abstract This paper aims to analyze the effect of crude oil price shocks and macroeconomic variables on the Turkish stock market. To this aim, a time-varying parameter vector autoregression model (TVP-VAR) is estimated by using monthly data covering the period from February 1988 to March 2017.
Abdurrahman Nazif Çatik, Mehmet Balcilar   +1 more
exaly   +3 more sources