Search Results - subject:"Linear"

Improving minimum-variance portfolio through shrinkage of large covariance matrices

Shi, Fangquan; Shu, Lianjie; He, Fangyi - In: Economic modelling 144 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015193796

On the identity of two solution algorithms of the "improved normalized squared differences" matrix adjustment model

Révész, Tamás - In: Central European journal of operations research 33 (2025) 1, pp. 315-332

Persistent link: https://www.econbiz.de/10015195703

A robust method to date recessions and compute output gaps : the Portuguese case

Assunção, João; Fernandes, Pedro Afonso - In: Portuguese economic journal 24 (2025) 1, pp. 101-121

Persistent link: https://www.econbiz.de/10015332506

The conditional autoregressive F-riesz model for realized covariance matrices

Opschoor, Anne; Lucas, André; Rossini, Luca - 2025

Persistent link: https://www.econbiz.de/10015271649

Nonlinear binscatter methods

Cattaneo, Matias D.; Crump, Richard K.; Farrell, Max H.; … - 2024

nonlinear, possibly nonsmooth M-estimation methods, covering generalized linear, robust, and quantile regression models. We …

Persistent link: https://www.econbiz.de/10015054215

Robust machine learning algorithms for text analysis

Ke, Shikun; Olea, José Luis Montiel; Nesbit, James - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 939-970

We study the Latent Dirichlet Allocation model, a popular Bayesian algorithm for text analysis. We show that the model's parameters are not identified, which suggests that the choice of prior matters. We characterize the range of values that the posterior mean of a given functional of the...

Persistent link: https://www.econbiz.de/10015189767

A tutorial on box-total dual integrality

Lancini, Emiliano; Pisanu, Francesco - 2024

Persistent link: https://www.econbiz.de/10015176926

What shapes innovative firms' performance? : a multi-level analysis

Wang, Yun-Zhong; Lo, Fang Yi; Huarng, Kun-Huang - In: Journal of innovation & knowledge : JIK 9 (2024) 4, pp. 1-13

shape the own performance. This study uses hierarchical linear modeling (HLM) to integrate SCP and RBT and to analyze the …

Persistent link: https://www.econbiz.de/10015179367

Reexamining the economic globalization-welfare state nexus : a Bayesian mixed approach to linear and non-linear dynamics

Nguyen Thi Ngoc Nga; Nguyen Ngoc Thach - In: Cogent economics & finance 12 (2024) 1, pp. 1-14

Previous research on the globalization-welfare state nexus has typically been conducted within a linear monotonic … possible explanation. This study explores the non-linear, non-monotonic aspects of this nexus using a yearly panel of 10 ASEAN … economic globalization. The results demonstrate a non-linear, non-monotonic relationship characterized by an inverted U …

Persistent link: https://www.econbiz.de/10015211223

Characterizing path-length matrices of unrooted binary trees

Catanzaro, Daniele; Pesenti, Raffaele; Ronco, Roberto - 2024

Persistent link: https://www.econbiz.de/10015137823