Zobrazeno 1 - 10
of 105
pro vyhledávání: '"Martin Sola"'
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics.
We consider testing for the presence of rational bubbles during hyperinflations via an analysis of the non-stationarity properties of relevant observable time series. The test procedure is based on a Markov regime-switching model with independent sto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f119512bc3a05f514491e8f76ea2c28
https://doi.org/10.1515/snde-2022-0014
https://doi.org/10.1515/snde-2022-0014
Autor:
Martín Solar, Michał J. Michałowski, Jakub Nadolny, Lluís Galbany, Jens Hjorth, Emmanouil Zapartas, Jesper Sollerman, Leslie Hunt, Sylvio Klose, Maciej Koprowski, Aleksandra Leśniewska, Michał Małkowski, Ana M. Nicuesa Guelbenzu, Oleh Ryzhov, Sandra Savaglio, Patricia Schady, Steve Schulze, Antonio de Ugarte Postigo, Susanna D. Vergani, Darach Watson, Radosław Wróblewski
Publikováno v:
Nature Communications, Vol 15, Iss 1, Pp 1-9 (2024)
Abstract Core-collapse supernovae are explosions of massive stars at the end of their evolution. They are responsible for metal production and for halting star formation, having a significant impact on galaxy evolution. The details of these processes
Externí odkaz:
https://doaj.org/article/c72f36cd82da44bf8f3827b5035a31f8
Publikováno v:
Econometrica. 90:1681-1710
This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of the ML estimator and local asymptotic normality for the models under general conditions, which allow for auto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64e09f34bcc49726ac7ec9f88d699d6c
https://doi.org/10.3982/ecta17249
https://doi.org/10.3982/ecta17249
Publikováno v:
Oxford Open Economics. 2
Smooth-transition autoregressive (STAR) models, competitors of Markov-switching models, are limited by an assumed time-invariant threshold level. We augment the STAR model with a time-varying threshold that can be interpreted as a ‘tipping level’
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12d32adc72229eeb3d71bd478e4ae41c
https://doi.org/10.1093/ooec/odac012
https://doi.org/10.1093/ooec/odac012
Publikováno v:
International Journal of Theoretical and Applied Finance. 25
This paper addresses the effects in partial equilibrium models of relaxing one of the critical underlying assumptions of [A. K. Dixit & R. S. Pindyck (1994) Investment Under Uncertainty. Princeton: Princeton University Press] to investment under unce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::611699dead50cc4305b7dc838a44d070
https://doi.org/10.1142/s0219024922500315
https://doi.org/10.1142/s0219024922500315
Publikováno v:
Journal of Economic Dynamics and Control. 151:104666
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d32bef1c5871cf26b1c5b3163e4f6b6e
https://doi.org/10.1016/j.jedc.2023.104666
https://doi.org/10.1016/j.jedc.2023.104666
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-12 (2024)
Abstract Climate change is known to affect the distribution and composition of species, but concomitant alterations to functionally important aspects of behaviour and species-environment relations are poorly constrained. Here, we examine the ecosyste
Externí odkaz:
https://doaj.org/article/1b3be8ad08464a22bc1f17d39ad62b8c
Publikováno v:
Scientific Data, Vol 11, Iss 1, Pp 1-5 (2024)
Abstract The morphology and architecture of structures formed by sediment-dwelling invertebrates, such as excavations or burrows, are often assumed to be characteristic of a given species, consistent across a range of environmental conditions, and us
Externí odkaz:
https://doaj.org/article/6d80a112f4b148f18407c555adb0352d
Autor:
Thomas J. Williams, Philip J. Basford, Orestis L. Katsamenis, Martin Solan, Gavin L. Foster, Christopher Standish, Jasmin A. Godbold, Philippe Archambault
Publikováno v:
Scientific Data, Vol 11, Iss 1, Pp 1-7 (2024)
Abstract The skeletons of long-lived bamboo coral (Family Keratoisididae) are promising archives for deep-water palaeoceanographic reconstructions as they can record environmental variation at sub-decadal resolution in locations where in-situ measure
Externí odkaz:
https://doaj.org/article/2137b0e586ba431e8bea4d29a95310ce
Autor:
Zacharias Psaradakis, Martin Sola
Publikováno v:
Econometrics and Statistics.
This paper proposes a model which allows for discrete stochastic breaks in the time-varying transition probabilities of Markov-switching models with autoregressive dynamics. An extensive simulation study is undertaken to examine the properties of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::06b6c3bb6a68947ef4a4e3bda5e8ff8d
https://doi.org/10.1016/j.ecosta.2021.04.007
https://doi.org/10.1016/j.ecosta.2021.04.007