Results 1 to 10 of about 98,361 (266)

Subgrouping with Chain Graphical VAR Models. [PDF]

open access: yesMultivariate Behav Res, 2022
Recent years have seen the emergence of an "idio-thetic" class of methods to bridge the gap between nomothetic and idiographic inference. These methods describe nomothetic trends in idiographic processes by pooling intraindividual information across individuals to inform group-level inference or vice versa.
Park JJ   +3 more
europepmc   +3 more sources

upsML: A high-accuracy machine learning classifier for predicting Plasmodium falciparum var gene upstream groups. [PDF]

open access: yesPLoS ONE
Plasmodium falciparum erythrocyte membrane protein 1 (PfEMP1), encoded by the hypervariable var gene family, is central to malaria pathogenesis, influencing both disease severity and immune evasion. Classifying var genes into upstream groups (upsA, upsB,
Elcid Aaron Pangilinan   +3 more
doaj   +2 more sources

Inflationary Effects of Budget Deficits in Algeria: An Econometric Approach. [PDF]

open access: yesمجلة الاجتهاد للدراسات القانونية والاقتصادية, 2021
This paper aims to provide empirical evidences about the extent to which budget deficits contribute to influencing price stability within the Algerian economy, using unconstrained VAR models, and based on annual data base covering the period (1990-2019).
نذير ياسين
doaj   +1 more source

Capital Market Volatility During Crises: Oil Price Insights, VIX Index, and Gold Price Analysis

open access: yesManagement şi Marketing, 2023
The study aims to investigate capital market volatility during crises, exploring the relationships between three key financial indicators: oil prices, the VIX index, and gold prices, using monthly data covering the period from January 2013 to May 2023 ...
Hapau Razvan Gabriel
doaj   +1 more source

On the appropriateness of inappropriate VaR models [PDF]

open access: yesAllgemeines Statistisches Archiv, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wolfgang Härdle   +2 more
openaire   +2 more sources

Forecasting with a noncausal VAR model [PDF]

open access: yesComputational Statistics & Data Analysis, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nyberg Henri, Saikkonen Pentti
openaire   +5 more sources

Granger Causality between Stock and Gold Returns – Evidence from Poland, Hungary and the Czech Republic

open access: yesAnnales Universitatis Mariae Curie-Skłodowska Sectio H, Oeconomia, 2021
Theoretical background: The safety of capital investments is one of the criteria in the decision-making process. Under conditions of uncertainty in financial market, investors’ interest in gold – as an alternative form of capital investment – is growing,
Katarzyna Mamcarz
doaj   +1 more source

Analysis of Factors Affecting the Dynamics of Residential Real Estate Prices in Russia

open access: yesФинансы: теория и практика, 2023
In this paper, we have constructed a VAR model to identify and assess the impact of real interest rate shocks, real estate demand, oil prices, uncertainty, and aggregate business activity on residential real estate prices in Russia.
N. S. Nikitina
doaj   +1 more source

Quaternion VAR Modelling and Estimation [PDF]

open access: yesIEEE Transactions on Signal Processing, 2013
Quaternion vector autoregression (VAR) modeling is a natural extension of real and complex VAR. We demonstrate how a quaternion VAR can be treated as a special case of structured real VAR. We show that generalized least squares and (under Gaussianity) maximum likelihood estimation of the parameters reduces to simple least squares estimation if the ...
Paul Ginzberg, Andrew T. Walden
openaire   +2 more sources

Kurumlar, Cinsiyet ve Yolsuzluk İlişkisi: Merkezi ve Doğu Avrupa Ülkeleri Üzerine Panel VAR Analizi

open access: yesİstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi, 2020
Yolsuzluk, özel çıkarlar elde etmek için kamu makamlarının bir birey veya grup tarafından suiistimal edilmesidir. Literatürde kadın ve erkeklerin cinsiyetlerine özgü davranış kalıplarına sahip olduğu ve bu davranış kalıplarının yolsuzluk yapmaya eğilimi ...
Pınar Çuhadar
doaj   +1 more source

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