Search Results - subject:"large panels" - EconBiz

Clustering extreme value indices in large panels

Wang, Chenhui; Cai, Juan Juan; Lin, Yicong; Schaumburg, … - 2025

We analyze a large panel of units grouped by shared extreme value indices (EVIs) and aim to identify these unknown groups. To achieve this, we order the Hill estimates of individual EVIs and segment them by minimizing the total squared distance between each estimate and its corresponding group...

Persistent link: https://www.econbiz.de/10015394934

Clustering extreme value indices in large panels

Wang, Chenhui; Cai, Juan Juan; Lin, Yicong; Schaumburg, … - 2025

We analyze a large panel of units grouped by shared extreme value indices (EVIs) and aim to identify these unknown groups. To achieve this, we order the Hill estimates of individual EVIs and segment them by minimizing the total squared distance between each estimate and its corresponding group...

Persistent link: https://www.econbiz.de/10015394374

Modelling green knowledge production and environmental policies with semiparametric panel data regression models

Musolesi, Antonio; Golinelli, Davide; Mazzanti, Massimiliano - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 327-352

Persistent link: https://www.econbiz.de/10015193774

Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection

Gioldasis, Georgios; Musolesi, Antonio; Simioni, Michel - 2021

Persistent link: https://www.econbiz.de/10013170703

Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach

Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 40-52

Persistent link: https://www.econbiz.de/10013540629

Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection

Gioldasis, Georgios; Musolesi, Antonio; Simioni, Michel - In: International journal of forecasting 39 (2023) 1, pp. 144-169

Persistent link: https://www.econbiz.de/10014462785

Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach

Hallin, Marc; Trucios, Carlos - 2020

Persistent link: https://www.econbiz.de/10012437084

Model uncertainty, nonlinearities and out-of-sample comparison : evidence from international technology diffusion

Gioldasis, Georgios; Musolesi, Antonio; Simioni, Michel - 2020

Persistent link: https://www.econbiz.de/10012317622

Modeling green knowledge production and environmental policies with semiparametric panel data regression models

Mazzanti, Massimiliano; Musolesi, Antonio - 2020 - Revised version

Persistent link: https://www.econbiz.de/10012317932

A semiparametric analysis of green inventions and environmental policies

Mazzanti, Massimiliano; Musolesi, Antonio - 2020

Persistent link: https://www.econbiz.de/10012317936

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