Results 1 to 10 of about 23,941 (166)
A simple analytical approach to deal with unobserved feeding in lifetime measurements using a plunger method [PDF]
Nuclear Technology and Radiation Protection, 2023 Determination of lifetime of low-lying states using a plunger method could be a subject of systematic uncertainty if, among else, correction of unobserved feeding is not properly taken into account. In this paper, a simple analytical approach is
Milanović Tamara J. +1 more
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Is there any financial kuznets curve in Jordan? a structural time series analysis
Cogent Economics & Finance, 2022 This paper investigates the notion of the financial Kuznets curve in an emerging country—Jordan. Both variants of the financial Kuznets curve (growth financial Kuznets curve and inequality financial Kuznets curve) have been examined using different time ...
Ibrahim N. Khatatbeh +3 more
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On the Automatic Identification of Unobserved Components Models [PDF]
, 2020 Automatic identi cation of time series models is a necessity once the big data era has come and is staying among us. This has become obvious for many companies and public entities that has passed from a crafted analysis of each individual problem to handle a tsunami of information that has to be processed e ciently, online and in record time ...
Diego J. Pedregal, Juan R. Trapero
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On Finite and Non-Finite Bayesian Mixture Models
Journal of New Theory, 2023 In this paper, a Bayesian paradigm of a mixture model with finite and non-finite components is expounded for a generic prior and likelihood that can be of any distributional random noise.
Sodiq Adejare Olanrewaju +3 more
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Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp
Journal of Statistical Software, 2022 UComp is a powerful library for building unobserved components models, useful for forecasting and other important operations, such us de-trending, cycle analysis, seasonal adjustment, signal extraction, etc.
Diego J. Pedregal
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TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS [PDF]
Macroeconomic Dynamics, 2016 In the aftermath of the global financial crisis, competing measures of the trend in macroeconomic variables such as U.S. real GDP have featured prominently in policy debates. A key question is whether large shocks to macroeconomic variables will have permanent effects—i.e., in econometric terms, do the data contain stochastic trends?
Morley, James +2 more
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Fitting Time Series Models to Fisheries Data to Ascertain Age
Journal of Probability and Statistics, 2023 The ability of government agencies to assign accurate ages of fish is important to fisheries management. Accurate ageing allows for most reliable age-based models to be used to support sustainability and maximize economic benefit. Assigning age relies on
Kathleen S. Kirch +2 more
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COVID-19 Active Case Forecasts in Latin American Countries Using Score-Driven Models
Mathematics, 2022 With the aim of mitigating the damage caused by the coronavirus disease 2019 (COVID-19) pandemic, it is important to use models that allow forecasting possible new infections accurately in order to face the pandemic in specific sociocultural contexts in ...
Sergio Contreras-Espinoza +4 more
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A comparative analysis of alternative univariate time series models in forecasting Turkish inflation
Journal of Business Economics and Management, 2012 This paper analyses inflation forecasting power of artificial neural networks with alternative univariate time series models for Turkey. The forecasting accuracy of the models is compared in terms of both static and dynamic forecasts for the period ...
A. Nazif Çatık, Mehmet Karaçuka
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Signal extraction and the formulation of unobserved components models [PDF]
The Econometrics Journal, 2000 Summary: This paper looks at unobserved components models and examines the implied weighting patterns for signal extraction. There are four main themes. The first concerns the implications of correlated disturbances driving the components, especially those cases in which the correlation is perfect.
Harvey, A.C., Koopman, S.J.M.
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