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Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band
Single-index models are important and popular semiparametric models, as they can handle the problem of the “curse of dimensionality” and enjoy the...
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Are the loans of state-owned banks politically motivated?
This paper investigates the relationship between annual disbursements of Brazil’s largest development bank, BNDES, and mayors political affiliation....
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Analyzing Insurance Data with an Alpha Power Transformed Exponential Poisson Model
In this paper, we propose a new model by adding an additional parameter to the baseline distributions for modeling claim and risk data used in...
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A Classical Requiem for Robert Solow
We prove an alternative and much simpler proof of the key results of the celebrated Solow growth model (Solow
1956 ), without the neo-classical... -
Economic Development, Energy Consumption, and Environmental Deterioration: A Non-Linear Evidence from India
This study examines whether hydropower consumption, fossil fuel consumption, and economic growth had symmetric or asymmetric impacts on India’s...
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Estimation and backtesting of risk measures with emphasis on distortion risk measures
Statistical methodology has an important role to play in risk measurement. In this paper, we will review and discuss some statistical issues on risk...
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Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases
Additive partial linear models with symmetric autoregressive errors of order p are proposed in this paper for modeling time series data....
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Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
This paper aims to propose a profile quasi-maximum likelihood estimation method for semiparametric varying-coefficient spatial autoregressive(SVCSAR)...
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The power of news data in forecasting tail risk: evidence from China
This study investigates whether the inclusion of news information can help predict tail risk in the Chinese market. To quantify information from...
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Improved robust price bounds for multi-asset derivatives under market-implied dependence information
We show how inter-asset dependence information derived from market prices of options can lead to improved model-free price bounds for multi-asset...
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Epidemiological modeling of Romanization and Christianization in Ancient Greece
The spread of culture has been often paralleled with epidemic contagion. We propose to use models of this type to analyze Romanization and...
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Unlocking Online Insights: LSTM Exploration and Transfer Learning Prospects
Machine learning algorithms can improve the time series data analysis as compared to the traditional methods such as moving averages or...
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A spatio-temporal model for binary data and its application in analyzing the direction of COVID-19 spread
It is often of primary interest to analyze and forecast the levels of a continuous phenomenon as a categorical variable. In this paper, we propose a...
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Drinkers Voice Recognition Intelligent System: An Ensemble Stacking Machine Learning Approach
Alcohol's dehydrating effects can cause vocal cords to dry out, potentially causing temporary voice changes and increasing the risk of vocal strain...
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Business-Cycle Analysis and Zero-Crossings of Time Series: A Generalized Forecast Approach
We propose an extension of classic time series approaches to business-cycle measurement called Simple Sign Accuracy (SSA), which addresses...
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From past to present: ancestry and student achievement in Brazil
This paper estimates the impact of family ancestry on the educational outcomes of a cohort of Brazilian students. Based on longitudinal data with...
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A New Kernel Density Estimation-Based Entropic Isometric Feature Map** for Unsupervised Metric Learning
Metric learning consists of designing adaptive distance functions that are well-suited to a specific dataset. Such tailored distance functions aim to...
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University expansion and female adolescents’ educational attainment in Ethiopia
Although it is widely recognized that accounting for spillovers from higher education institutions is essential when formulating educational policy,...
