:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Mahdi, Esam
Format:	Preprint
Published:	2020
Subjects:	Methodology Computation 62M10, 91B84
Online Access:	https://arxiv.org/abs/2008.08176
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Semiparametric Volatility Model with Varying Frequencies
by: Benito, Jetrei Benedick R., et al.
Published: (2021)

Sparse and Low-bias Estimation of High Dimensional Vector Autoregressive Models
by: Ruiz, Trevor D., et al.
Published: (2019)

Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
by: Woitschig, Patrick, et al.
Published: (2026)

Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
by: Hidalgo, Pablo, et al.
Published: (2025)

Properties of the reconciled distributions for Gaussian and count forecasts
by: Zambon, Lorenzo, et al.
Published: (2023)

Bayesian Forecast Combination with Predictive Priors via Particle Filtering
by: Luo, Xiaorui, et al.
Published: (2025)

Double Descent and Benign Overfitting in Macroeconomic Forecasting
by: Carriero, Andrea, et al.
Published: (2026)

Stylized facts of the Indian Stock Market
by: Sen, Rituparna, et al.
Published: (2019)

On filter-type estimation of discretely sampled cyclic long-memory processes
by: Ayache, Antoine, et al.
Published: (2024)

Mitigating the choice of the duration in DDMS models through a parametric link
by: Mendes, Fernando Henrique de Paula e Silva, et al.
Published: (2023)

Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
by: Attolico, Luca
Published: (2025)

Inference for Local Projections
by: Inoue, Atsushi, et al.
Published: (2023)

Is Jobless Growth Valid in Turkiye? A Sectoral Analysis of the Relationship between Unemployment and Economic Growth
by: Akusta, Emre
Published: (2025)

Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
by: Muhammad, Tashreef
Published: (2026)

F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
by: Xu, Zexing, et al.
Published: (2024)

Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability
by: Attolico, Luca
Published: (2025)

Bitcoin's Power Law: Weak Structure, Strong Forecasts
by: Baquero, Carlos, et al.
Published: (2026)

External Demand, Domestic Monetary Conditions, and Remittance Dynamics in Nepal
by: Malla, Sahaj Raj
Published: (2026)

Nonlinear Dynamic Factor Analysis With a Transformer Network
by: Snellman, Oliver
Published: (2026)

Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
by: Duffy, James A., et al.
Published: (2026)

Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by: Andrée, Bo Pieter Johannes
Published: (2026)

The Aligned Economic Index & The State Switching Model
by: Aarab, Ilias
Published: (2025)

Switching between states and the COVID-19 turbulence
by: Aarab, Ilias
Published: (2025)

Can Renewable Energy Mitigate Inflationary Pressures from Energy Imports? Evidence from Turkiye
by: Akusta, Emre
Published: (2026)

A New Stock Market Valuation Measure with Applications to Retirement Planning
by: Sarantsev, Andrey
Published: (2019)

Inference on common trends in functional time series
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)

Inference on Common Trends in a Cointegrated Nonlinear SVAR
by: Duffy, James A., et al.
Published: (2025)

The Granger-Johansen representation theorem for integrated time series on Banach space
by: Howlett, Phil, et al.
Published: (2021)

Common Trends and Long-Run Identification in Nonlinear Structural VARs
by: Duffy, James A., et al.
Published: (2024)

Cointegration with Occasionally Binding Constraints
by: Duffy, James A., et al.
Published: (2022)

Stability of trigonometric approximation in $L^p$ and applications to prediction theory
by: Klotz, Lutz, et al.
Published: (2021)

JFR-rg: A New Macroeconomic Framework for High-Debt, Low-Growth Economies under Financial Repression
by: Wakimoto, Hirofumi
Published: (2026)

Sample Splitting and Assessing Goodness-of-fit of Time Series
by: Davis, Richard A., et al.
Published: (2024)

ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets
by: Farzulla, Murad, et al.
Published: (2026)

Forecasting Inflation Based on Hybrid Integration of the Riemann Zeta Function and the FPAS Model (FPAS + $ζ$): Cyclical Flexibility, Socio-Economic Challenges and Shocks, and Comparative Analysis of Models
by: Gondauri, Davit
Published: (2025)

Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection
by: Sikaria, Shubhangi, et al.
Published: (2019)

The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets
by: Farzulla, Murad
Published: (2026)

Reliability, Embeddedness, and Agency: A Utility-Driven Mathematical Framework for Agent-Centric AI Adoption
by: Alpay, Faruk, et al.
Published: (2025)

Dynamic Inference in Term Structure Models with Unspanned Latent Risks
by: Dubiel-Teleszynski, Tomasz, et al.
Published: (2022)

New Methods for Network Count Time Series
by: Liu, Hengxu, et al.
Published: (2023)