Search Results - subject:"t's"

Location characteristics of conditional selective confidence intervals via polyhedral methods

Dzemski, Andreas; Okui, Ryo; Wang, Wenjie - 2025

Persistent link: https://www.econbiz.de/10015476825

Inference on effect size after multiple hypothesis testing

Dzemski, Andreas; Okui, Ryo; Wang, Wenjie - 2025

Persistent link: https://www.econbiz.de/10015476835

Analyzing the South African equity market volatility and economic policy uncertainty during COVID-19

Ramakau, Thokozane; Mokatsanyane, Daniel; Matlhaku, Kago; … - In: Economies : open access journal 13 (2025) 10, pp. 1-22

-family models (GARCH (1,1), E-GARCH, and T-GARCH) are employed to capture volatility clustering, persistence, and asymmetry across …

Persistent link: https://www.econbiz.de/10015475221

Modelling and forecasting financial volatility with realized GARCH model : a comparative study of Skew-T distributions using GRG and MCMC methods

Nugroho, Didit B.; Setiawan, Adi; Morimoto, Takayuki - In: Econometrics : open access journal 13 (2025) 3, pp. 1-27

distributions have been proposed to model them. In the context of the Log-linear Realized GARCH model with Skew-t (ST) distributions …

Persistent link: https://www.econbiz.de/10015475549

Assessing integration orders for SARIMA modeling A hypothesis testing approach with information criterion hyperparameter selection, case of predicting gas consumption in central Tunisia

Slimane, Mohamed; Bedioui, Neila; Besbes, Mongi - In: Energy strategy reviews 61 (2025), pp. 1-22

Forecasting natural gas demand is critical for enhancing energy efficiency, optimizing infrastructure planning, and supporting Tunisia's transition toward sustainable energy. As the fastest-growing fossil fuel and one of the cleanest among non-renewable energy sources, natural gas plays a...

Persistent link: https://www.econbiz.de/10015486055

Testing for equal average forecast accuracy in possibly unstable environments

Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 3, pp. 643-656

Persistent link: https://www.econbiz.de/10015534315

A heteroscedasticity-robust overidentifying restriction test with high-dimensional covariates

Fan, Qingliang; Guo, Zijian; Mei, Ziwei - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 2, pp. 413-422

Persistent link: https://www.econbiz.de/10015534249

Instability of factor strength in asset returns

Massacci, Daniele - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 4, pp. 910-925

Persistent link: https://www.econbiz.de/10015534490

Optimal binary classification

Kotchoni, Rachidi - 2025

Persistent link: https://www.econbiz.de/10015508703

The Taguchi approach to large-scale experimental designs : a powerful and efficient tool for advancing marketing theory and practice

Moffett, Jordan W.; Fennell, Patrick; Harmeling, Colleen M. - In: Journal of the Academy of Marketing Science 53 (2025) 3, pp. 949-954

Persistent link: https://www.econbiz.de/10015509015