Search
Search Results
-
On the Replication of the Pre-kernel and Related Solutions
Based on the results discussed by Meinhardt (The Pre-Kernel as a Tractable Solution for Cooperative Games: An Exercise in Algorithmic Game Theory,...
-
Generalized kernel regularized least squares estimator with parametric error covariance
A two-step estimator of a nonparametric regression function via Kernel regularized least squares (KRLS) with parametric error covariance is proposed....
-
Kernel-based time-varying IV estimation: handle with care
Giraitis et al. (J Econom 224(2):394–415, 2021) proposed a kernel-based time-varying coefficients IV estimator. By using entirely different code, we...
-
The popularity function: a spurious regression? The case of Austria
In this paper we apply the unit root and cointegration methodology as well as other methods of modern econometric time series analysis to estimate...
-
Discrete State Space Value Function Iteration
The methods presented in the previous chapters use a system of stochastic difference equations that governs the time path of an economy to find...
-
Predicting Extreme Financial Risks on Imbalanced Dataset: A Combined Kernel FCM and Kernel SMOTE Based SVM Classifier
Extreme financial risk prediction is an important component of risk management in financial markets. In this study, taking the China Securities Index...
-
Is output growth of Chinese manufacturing firms input or productivity driven? A flexible production function approach with endogenous inputs
In this paper, we focus on estimating output growth and its components attributed to quasi-fixed inputs, variable inputs, and productivity change,...
-
Predicting the returns of the US real estate investment trust market: evidence from the group method of data handling neural network
PurposeThe Group Method of Data Handling (GMDH) neural network has demonstrated good performance in data mining, prediction, and optimization....
-
Estimating empirical marginal adjustment cost function: a power series approach
Using insights obtained from Newey’s (1994) series estimator and a novel restatement of the q -theory that additively separates the marginal...
-
Cost, Revenue, and Profit Function Estimates
This chapter reviews the ways in which cost, revenue, and profit functions are used to identify and characterize an underlying technology. It...
-
Self-exciting negative binomial distribution process and critical properties of intensity distribution
We study the continuous time limit of a self-exciting negative binomial process and discuss the critical properties of its intensity distribution. In...
-
The Finite Sample Performance of Instrumental Variable-Based Estimators of the Local Average Treatment Effect When Controlling for Covariates
This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators...
-
Analysis of Green Economic Efficiency and Influencing Factors: Based on the Innovation Output and Spatial Spillover Perspective
This paper uses the Super-SBM model with undesirable outputs to calculate provincial green economic efficiency and characterize its dynamic evolution...
-
Bandwidth selection for treatment choice with binary outcomes
This study considers the treatment choice problem when the outcome variable is binary. We focus on statistical treatment rules that plug in fitted...
-
Optimal control in linear-quadratic stochastic advertising models with memory
This paper deals with a class of optimal control problems which arises in advertising models with Volterra Ornstein-Uhlenbeck process representing...
-
A Kernel Search Matheuristic to Solve The Discrete Leader-Follower Location Problem
In the leader-follower, ( r | p )-centroid or Stackelberg location problem, two players sequentially enter the market and compete to provide goods or...
-
Changes in the productive efficiency of U.S. flour mills in the late nineteenth century: an input-distance-function approach
The productive efficiency of the U.S. flour milling industry increased substantially between 1850 and 1880. Specifically, a typical flour mill in...
-
Mineral import demand and wind energy deployment in the USA: Co-integration and counterfactual analysis approaches
Wind energy, a captivating parameter of clean energy transformations, requires abundant metallic minerals to operate its technologies: wind cells,...
-
Develo** Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators
In recent years, there has been growing interest in using deep learning methods to improve the accuracy of stock price prediction, which has always...
-
The future of regional inequalities: an ARIMA forecast
The existing stream of empirical literature on regional inequalities has always adopted a retrospective look by analyzing the past evolution. We...
