Results 121 to 130 of about 5,715 (263)
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Stability of Ridge Cylindrical Shells under Action of External Pressure and Axial Compression
Механика машин, механизмов и материалов, 2012 The paper is devoted to the investigation of stability of elastic medium-filled cylindrical shells strengthened with longitudinal and lateral ribs under uniform pressure and longitudinal compression.
F.S. Latifov +2 more
doaj
Journal of Applied Econometrics, EarlyView.ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students
Journal of Applied Econometrics, EarlyView.ABSTRACT Peer influence on effort devoted to some activity is often studied when effort is unobserved, and the researcher instead observes an outcome that combines effort with other shocks. For instance, in education, achievement measures such as GPA reflect both effort and idiosyncratic GPA shocks.
Aristide Houndetoungan +2 more
wiley +1 more source
Bayesian Model Averaging in Causal Instrumental Variable Models
Journal of Applied Econometrics, EarlyView.ABSTRACT Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this challenge by averaging across different sets of instrumental variables and covariates in a structural equation ...
Gregor Steiner, Mark Steel
wiley +1 more source
Numerical Analysis of BIMs for Stochastic SIR and SIS Models with Variable Contact Diffusion Rates. [PDF]
J Math BiolSchurz H, Tosun K.
europepmc +1 more source
Colourings of Uniform Group Divisible Designs and Maximum Packings
Journal of Combinatorial Designs, EarlyView.ABSTRACT A weak c $c$‐colouring of a design is an assignment of colours to its points from a set of c $c$ available colours, such that there are no monochromatic blocks. A colouring of a design is block‐equitable, if for each block, the number of points coloured with any available pair of colours differ by at most one.
Andrea C. Burgess +6 more
wiley +1 more source
Uniform in Bandwidth Consistency of the <i>L</i><sup>1</sup>-Modal Regression Estimator for High-Dimensional Data. [PDF]
Entropy (Basel)Almulhim FA, Alamari MB, Laksaci A.
europepmc +1 more source
Laser &Photonics Reviews, EarlyView.Optically confined gold nanorods exhibit cooperative light‐driven dynamics, forming mobile end‐to‐end dimers with orientation‐dependent propulsion. Using structured laser traps and an opto‐thermo‐hydrodynamic model, we uncover how optical binding, polarization‐induced torque, and near‐surface hydrodynamics govern their motion.
José A. Rodrigo, Tatiana Alieva
wiley +1 more source
Support Size of <i>ε</i>-Capacity-Achieving Inputs for the Amplitude-Constrained AWGN Channel. [PDF]
Entropy (Basel)Barletta L, Dytso A.
europepmc +1 more source