Results 251 to 260 of about 2,397,015 (327)

Uncertain Short‐Run Restrictions and Statistically Identified Structural Vector Autoregressions

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This study proposes a combination of a statistical identification approach with potentially invalid short‐run zero restrictions. The estimator shrinks towards imposed restrictions and stops shrinkage when the data provide evidence against a restriction.
Sascha A. Keweloh, Shu Wang
wiley   +1 more source

Forecasting Natural Gas Prices in Real Time

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister   +3 more
wiley   +1 more source

Annual Course / From Then to Now: The Evolving Spectrum of Epilepsy Care. [PDF]

open access: yesEpilepsy Curr
McKee HR   +18 more
europepmc   +1 more source

Nonfinancial Performance Metrics in Executive Pay and Corporate Risk‐Taking—Evidence From S&P 500 Firms

open access: yesJournal of Corporate Accounting &Finance, EarlyView.
ABSTRACT This study examines the implications of the use of nonfinancial performance metrics in executive compensation (hereafter, NFPM‐linked pay) on corporate risk‐taking and firm performance in subsequent periods. Using hand‐collected data on the performance metric choices of S&P 500 firms and a comprehensive set of proxies for corporate risk‐taking,
Wan‐Ting (Alexandra) Wu
wiley   +1 more source

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