Results 81 to 90 of about 357,503 (297)
Testing for causality in variance using multivariate GARCH models [PDF]
Tests of causality in variance in multiple time serieshave been proposed recently, based on residuals of estimatedunivariate models. Although such tests are applied frequentlylittle is known about their power properties.
Hafner, C.M., Herwartz, H.
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Comparing ROC Curves Derived From Regression Models [PDF]
, 2011 In constructing predictive models, investigators frequently assess the incremental value of a predictive marker by comparing the ROC curve generated from the predictive model including the new marker with the ROC curve from the model excluding the new ...
Begg, Colin B +2 more
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Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
Agribusiness, EarlyView.Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli +2 more
wiley +1 more source
Unit Root Tests in Three-Regime SETAR Models [PDF]
This paper proposes a simple direct testing procedure to distinguish a linear unit root process from a globally stationary three-regime self-exciting threshold autoregressive process.
George Kapetanios, Yongcheol Shin
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Characterizing correlations of flow oscillations at bottlenecks
, 2006 "Oscillations" occur in quite different kinds of many-particle-systems when two groups of particles with different directions of motion meet or intersect at a certain spot.
Bradley J V +15 more
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Agribusiness, EarlyView.Abstract This study examines producer participation choices considering a variety of potential benefits linked to state‐sponsored marketing programs, using a real choice dataset of farmers in Missouri. Multinomial logit models are employed to predict determinants of farmer enrollment in three tiers of the Missouri Grown local food marketing program ...
Lan Tran, Ye Su, Laura McCann
wiley +1 more source
Strategies for the diagnosis and treatment of the iliac vein compression syndrome
Journal of Interventional Medicine, 2019 Aim: To evaluate the diagnosis and treatment strategies for the iliac vein compression syndrome (IVCS) and the factors that affect the treatment outcome. Methods: In total, 69 patients with IVCS were enrolled in the study. The patients underwent computed
Lin Ouyang, Xinjian Peng, Shuibin Chen
doaj +1 more source
On the inconsistency of the unrestricted estimator of the information matrix near a unit root [PDF]
The unrestricted estimator of the information matrix is shown to be inconsistent for an autoregressive process with a root lying in a neighbourhood of unity with radial length proportional or smaller than 1/n, i.e.
Tassos Magdalinos
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Agribusiness, EarlyView.ABSTRACT Africa's cultural and colonial heritage has profoundly segmented rice markets. Whereas in ancient centers of rice domestication, consumers maintained preferences for local rice consistent with their cultural heritage, preferences have shifted toward imported Asian rice in coastal areas around seaports, due to prior exposure to colonial import ...
Kofi Britwum, Matty Demont
wiley +1 more source
Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components. [PDF]
This paper analyses the behaviour of a Wald-type test, i.e., the (E¢ cient) Fractional Dickey-Fuller (EFDF) test of I(1) against I(d); dDeterministic components; Fractional processes; Power; Unit roots;
Dolado, Juan José +2 more
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