Results 61 to 70 of about 2,848 (204)
Transmission pathways between foreign aid and renewable energy consumption in Vietnam
Energy Strategy Reviews, 2023 Our paper is the first attempt to analyze the environmental consequences and energy security of foreign aid in Vietnam during the 1987–2019 period. We apply various modern econometric techniques, including the multivariate Wavelet model and an extended ...
Tran Thi Mai Hoa +3 more
doaj +1 more source
World Journal of Otorhinolaryngology - Head and Neck Surgery, EarlyView.ABSTRACT Objective To investigate the impact of different radiation fields on the risk of otitis media with effusion (OME) in nasopharyngeal carcinoma (NPC) patients and to develop a nomogram to identify high‐risk patients after radiotherapy. Methods Clinical data were collected from 170 NPC patients who underwent radiotherapy at Peking Union Medical ...
Zhi‐Jin Han +11 more
wiley +1 more source
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? [PDF]
, 2017 We assess the relationship between model size and complexity in the time-varying parameter VAR framework via thorough predictive exercises for the Euro Area, the United Kingdom and the United States.
Feldkircher, Martin +2 more
core +1 more source
Data-based priors for vector autoregressions with drifting coefficients [PDF]
, 2014 This paper proposes full-Bayes priors for time-varying parameter vector autoregressions (TVP-VARs) which are more robust and objective than existing choices proposed in the literature.
Korobilis, Dimitris
core +2 more sources
Local Attention and ASEAN-5 Connectedness: A TVP-VAR and GARCH-MIDAS Analysis
RisksWe show that financial integration in emerging Asia is state-dependent in the sense that cross-market linkages vary systematically across regimes of global uncertainty and market stress.
Faten Chibani, Jamel Eddine Henchiri
doaj +1 more source
Time varying VARs with inequality restrictions [PDF]
, 2008 In many applications involving time-varying parameter VARs, it is desirable to restrict the VAR coe¢ cients at each point in time to be non-explosive. This is an example of a problem where inequality restrictions are imposed on states in a state space ...
Koop, Gary, Potter, Simon
core
Detecting Critical Change in Dynamics Through Outlier Detection with Time‐Varying Parameters
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Intensive longitudinal data are often found to be non‐stationary, namely, showing changes in statistical properties, such as means and variance‐covariance structures, over time. One way to accommodate non‐stationarity is to specify key parameters that show over‐time changes as time‐varying parameters (TVPs). However, the nature and dynamics of
Meng Chen +2 more
wiley +1 more source
Financial InnovationThis paper employs wavelet coherence, Cross-Quantilogram (CQ), and Time-Varying Parameter Vector-Autoregression (TVP-VAR) estimation strategies to investigate the dependence structure and connectedness between investments in artificial intelligence (AI ...
Christian Urom +3 more
doaj +1 more source
Uluslararası Ekonomi, İşletme ve Politika DergisiHem gelişmiş hem de gelişmekte olan ülkelerde KOBİ'ler, sağladıkları istihdam, yarattıkları katma değer ve gerçekleştirdikleri ihracat ve ithalat faaliyetleri ile ekonomik kalkınmanın ve istikrarın temel taşlarını oluşturmaktadır. Türkiye'de de KOBİ'ler,
Bahri Fatih Tekin, Yalçın Yalman
doaj +1 more source
The Evolving Transmission of Uncertainty Shocks in the United Kingdom
Econometrics, 2016 This paper investigates if the impact of uncertainty shocks on the U.K. economy has changed over time. To this end, we propose an extended time-varying VAR model that simultaneously allows the estimation of a measure of uncertainty and its time-varying ...
Haroon Mumtaz
doaj +1 more source