Zobrazeno 1 - 10
of 147
pro vyhledávání: '"Gonzalo, Jesus"'
Determining whether Global Average Temperature (GAT) is an integrated process of order 1, I(1), or is a stationary process around a trend function is crucial for detection, attribution, impact and forecasting studies of climate change. In this paper,
Externí odkaz:
http://arxiv.org/abs/2312.06379
This paper studies the estimation of characteristic-based quantile factor models where the factor loadings are unknown functions of observed individual characteristics while the idiosyncratic error terms are subject to conditional quantile restrictio
Externí odkaz:
http://arxiv.org/abs/2304.13206
Autor:
Gonzalo, Jesus, Pitarakis, Jean-Yves
This paper is concerned with detecting the presence of out of sample predictability in linear predictive regressions with a potentially large set of candidate predictors. We propose a procedure based on out of sample MSE comparisons that is implement
Externí odkaz:
http://arxiv.org/abs/2302.02866
Autor:
Gadea, Maria Dolores, Gonzalo, Jesus
Climate change is a non-uniform phenomenon. This paper proposes a new quantitative methodology to characterize, measure, and test the existence of climate change heterogeneity. It consists of three steps. First, we introduce a new testable warming ty
Externí odkaz:
http://arxiv.org/abs/2301.02648
Autor:
Castilla-Arquillo, Raúl, Pérez-del-Pulgar, Carlos Jesús, Paz-Delgado, Gonzalo Jesús, Gerdes, Levin
The goal of the Mars Sample Return campaign is to collect soil samples from the surface of Mars and return them to Earth for further study. The samples will be acquired and stored in metal tubes by the Perseverance rover and deposited on the Martian
Externí odkaz:
http://arxiv.org/abs/2206.02622
Publikováno v:
In Aerospace Science and Technology September 2024 152
Autor:
Gonzalo, Jesús, Pitarakis, Jean-Yves
Publikováno v:
In International Journal of Forecasting July-September 2024 40(3):1166-1178
Publikováno v:
In Advances in Space Research April 2024
Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number of latent variables. Hence, factor models are relevant for functional
Externí odkaz:
http://arxiv.org/abs/2011.01831
We provide evidence that many narrative shocks used by prominent literature are persistent. We show that the two leading methods to estimate impulse responses to an independently identified shock (local projections and distributed lag models) treat p
Externí odkaz:
http://arxiv.org/abs/2006.14047