Results 121 to 130 of about 1,779,916 (322)
Three shades of self‐regulation with unique complex dynamics, drivers and targets for intervention
British Journal of Educational Technology, EarlyView.Abstract Self‐regulated learning (SRL) is an active process involving multiple interacting components that evolve over time, exhibiting characteristics of complex systems such as non‐linearity, emergent behaviour, self‐organization, and hierarchy. These interactions unfold at different temporal levels, each warranting a dedicated lens to capture their ...
Sonsoles López‐Pernas +2 more
wiley +1 more source
Vector Autoregression Forecasting Models: Suggested Improvements [PDF]
, 2018 Two methods for building vector autoregression forecasting models are proposed. The first allows exclusion of intermediate lags; the second considers •the effects of jointly entering lags from different series into an equation. Live hog market models are
Kaylen, Michael S.
core +1 more source
Structural Vector Autoregressions with Heteroskedasticity [PDF]
, 2015 A growing literature uses changes in residual volatility for identifying structural shocks in vector autoregressive (VAR) analysis. A number of different models for heteroskedasticity or conditional heteroskedasticity are proposed and used in applications in this context.
Helmut Lütkepohl, Aleksei Netšunajev
openaire +1 more source
Extending reliability to intensive longitudinal data with the Kalman filter
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Reliability is central to how researchers approach measurement in standard, group‐based analyses of single‐time‐point data, yet this critical aspect is often overlooked in the analysis of repeated observations. Since its inception, reliability has been a between‐person concept, but we redevelop this notion for within‐person designs by ...
Michael D. Hunter
wiley +1 more source
Bootstrap Confidence Bands for Forecast Paths [PDF]
The problem of forecasting from vector autoregressive models has attracted considerable attention in the literature. The most popular non-Bayesian approaches use large sample normal theory or the bootstrap to evaluate the uncertainty associated with the ...
Anna Staszewska-Bystrova
core
Jurnal Manajemen, 2017 Banking fragility phenomenon in the world as well as in Indonesia whip out some interesting issues to be investigated. The objective of this study is to investigate the dynamic causality relationship between competitionand stability of bank in Indonesia.
Intan Apriadi +3 more
doaj +1 more source
Climate Change Impact on Rice Yield in India – Vector Autoregression Approach
, 2016 Climate change plays an important role in agricultural production. Agricultural productivity is highly affected by a number of factors including precipitation, temperature. This paper examines the relationship between the yield of two major rice crops (e.
A. Farook, K. Kannan
semanticscholar +1 more source
Macroeconomic forecasting during recessions and expansions in the US and the euro area
Economic Inquiry, EarlyView.Abstract This study systematically evaluates forecasting performance of 11 Dynamic Stochastic General Equilibrium (DSGE) and 2 Bayesian Vector Autoregression (BVAR) models during recessions and expansions in the US and the euro area. Results show that no single model dominates: parsimonious models perform well in stable periods and at short horizons ...
Jan Čapek +2 more
wiley +1 more source
Improving forecasts of the federal funds rate in a policy model [PDF]
Vector autoregression (VAR) models are widely used for policy analysis. Some authors caution, however, that the forecast errors of the federal funds rate from such a VAR are large compared to those from the federal funds futures market.
Ellis W. Tallman, John C. Robertson
core
Environmental Research CommunicationsAir quality planning in India needs forecasts that stay interpretable, probabilistically reliable, and physically coherent across pollutants. This study develops a novel scenario-aware multi-pollutant forecasting methodology with growth-sensitive ridge ...
Geetha Narayanan Kannaiyan +4 more
doaj +1 more source