Results 271 to 280 of about 1,779,916 (322)

Modeling qualitative between-person heterogeneity in time series using latent class vector autoregressive models. [PDF]

Behav Res Methods
Ernst AF, Haslbeck JMB.
europepmc   +1 more source

Dynamic interactions of COVID-19 incidences, mobility, and social distancing policies in seoul: A VAR model approach. [PDF]

Sci Rep
Hu Z, Chang W, Jang Y, Jo Y, Jung J.
europepmc   +1 more source

The impact of China's clean energy market on the market connectivity of rare earth industrial chain. [PDF]

PLoS One
Li J, Zhao Y, Dou S, Zhu Y, Xu D.
europepmc   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Grouped Network Vector Autoregression

Statistica Sinica, 2020
Time series analyses are often used to model a continuous response for all individuals at equally spaced time points. With the rapid advance of social network sites, network data are becoming increasingly available. The network vector autoregression (NAR)
Xuening Zhu, Rui Pan
semanticscholar   +3 more sources

Dynamics between global value chain participation, CO2 emissions, and economic growth: Evidence from a panel vector autoregression model

Energy Economics, 2022
Resolving the conflict between economic growth and CO 2 reduction is critical for sustainable growth. Increasing integration into global value chains (GVCs) is an inevitable trend for countries to develop their international markets. However, the dynamic
Jing Wang, D. Rickman, Yihua Yu
semanticscholar   +1 more source

Environmental, Social, and Governance Performance and Enterprise Dynamic Financial Behavior: Evidence from Panel Vector Autoregression

Emerging markets finance & trade, 2022
This research applies panel vector autoregression method (PVAR) to analyze the annual panel data of Chinese A-share listed companies over the period 2009–2020, to study the relationship between enterprise ESG performance and enterprise dynamic financial ...
Chao Li, Mian Wu, Wenli Huang
semanticscholar   +1 more source

Vector Autoregressions and Causality [PDF]

Econometrica, 1993
The asymptotic properties of Granger-type causality tests in unrestricted and nonstationary vector autoregression models are discussed. A sufficiency condition involving a rank condition on the submatrix of the cointegrating matrix is developed under which the above causality tests are shown to be valid asymptotically as chi-square criteria.
Toda, Hiro Y, Phillips, Peter C B
openaire   +2 more sources

Forecasting Mortality with International Linkages: A Global Vector-Autoregression Approach

Social Science Research Network, 2021
This paper proposes a Global Vector Autoregression (GVAR) mortality model to simultaneously model and forecast multi-population mortality dynamics. The proposed GVAR model decomposes the global regression model into population-wise local systems.
Hong Li, Yanlin Shi
semanticscholar   +1 more source

Vector autoregression and envelope model

Stat, 2018
Lei Wang, Shanshan Ding
exaly   +2 more sources