Spatial econometrics addresses the challenges posed by spatially correlated data, enabling researchers to understand and quantify how economic phenomena in one location can influence those in ...
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates
This article introduces a new model called the buffered autoregressive model with generalized autoregressive conditional heteroscedasticity (BAR-GARCH). The proposed model, as an extension of the BAR ...
Artificial intelligence has reached a point where it can compose text that sounds so human that it dupes most people into thinking it was written by another person. These AI programs—based on what are ...
This article develops a novel test for a unit root in general transitional autoregressive models, which is based on the infimum of t-ratios for the coefficient of a parametrized transition function.
Google DeepMind quietly revealed a significant advancement in their artificial intelligence (AI) research on Tuesday, presenting a new autoregressive model aimed at improving the understanding of long ...
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