10,094 research outputs found
Time series models for business and economic forecasting / Philip Hans Franses, Dick van Dijk and Anne Opschoor.
No full texteconomic&political bookfair2015Includes bibliographical references and index.xii, 300 pages :"With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. A companion website with downloadable datasets, exercises and lecture slides rounds out the full learning package"-- Provided by publisher."The econometric analysis of economic and business time series is a major field of research and application. The last few decades have witnessed an increasing interest in both theoretical and empirical developments in constructing time series models and in their important application in forecasting. This book aims at reviewing several important developments within the context of forecasting business and economic time series"-- Provided by publisher
Heterogeneity and dynamics in network models
No full textWe propose an empirical spatial modeling framework that allows for both heterogeneity and dynamics in economic network connections. We establish the model's stationarity and ergodicity properties and show that the model's implied filter is invertible. While highly flexible, the model is straightforward to estimate by maximum likelihood. We apply the model to three datasets for Eurozone sovereign credit risk over the period Dec-2009 to Dec-2022. Accounting for both heterogeneity and time-variation turns out to be empirically important both in-sample and out-of-sample. The new model uncovers intuitive patterns that would go unnoticed in either homogeneous and/or static spatial financial network models
Anne as Pagan, Anne as Queer
No full text‘Anne as Pagan, Anne as Queer’ is a critical and creative answer to the question: How do we construct Anne Shirley, and what does she mean to us? This creative research submission is a work of fanfiction, specifically a mash up based on Anne of the Island, L.M.M. Montgomery’s sequel to Anne of Green Gables. In this short work of fiction (under 4 thousand words) Anne is revealed as a changeling, one of the Faerie Folk, and also a being not strictly male or female; sometimes neither, sometimes both. The mash up is based on the last two chapters of Anne of the Island, the scenes in which Gilbert Blythe is seriously ill and Anne realises she loves him. This realisation causes Anne, in this version, to reveal to Gilbert that she is both non-human and not a girl, and to use Faerie magic to save Gilbert’s life. Anne’s revelation causes Gilbert a great relief, as he has been keeping a secret also - that he too is queer. The piece has an accompanying research statement and reflection, that reflects on the ways the contributor/author interprets Anne, as a being troubled by gender, and not strictly gender conforming. The much-loved scene from Anne of Green Gables in which Anne realises she is not wanted by the Cuthberts because she is not a boy is inserted into the mash up (as a memory) as this scene is the principal cause for the contributor’s identification with Anne as a gender non-conforming figure who resists gender expectations. Overall, this creative and critical work and reflection queers both Anne as a character and the Anne of the Island novel.Book chapter - work of fiction with a critical reflective essa
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices
Full text linkWe introduce a new model for the dynamics of fat-tailed (realized) covariance-matrix-valued time-series using the F-Riesz distribution. The model allows for heterogeneous tail behavior across the coordinates of the covariance matrix via two vector-valued degrees of freedom parameters, thus generalizing the familiar Wishart and matrix-F distributions. We show that the filter implied by the new model is invertible and that a two-step targeted maximum likelihood estimator is consistent. Applying the new F-Riesz model to U.S. stocks, both tail heterogeneity and tail fatness turn out to be empirically relevant: they produce significant in-sample and out-of-sample likelihood increases, ex-post portfolio standard deviations that are in the global minimum variance model confidence set, and economic differences that are either in favor of the new model or competitive with a range of benchmark models
Interview with Anne Russell
No full textInterview with Anne Russell, playwright and author of several books on local history, including Wilmington: A Pictoral History
A sojourn in Paris 1824-25: sex and sociability in the manuscript writings of Anne Lister (1791-1840)
Full text linkThis thesis examines the day to day practices that constituted Anne Lister's (1791-1840) sexuality and sociability within the range of her writings, as well as her society. Anne's writings were a detailed account, spanning her lifetime, of her own love and relationships with the 'fairer sex' (Whitbread 1988, 145). Anne's sociality, seen in her correspondence and plain handwritten journal entries, has been explored by Muriel Green in Miss Lister of Shibden Hall and Jill Liddington in Female Fortune and Nature's Domain (Green 1992; Liddington 1998; 2003). As a gentlewoman of adequate means, Anne has garnered some attention from women's historians interested in her agency within an early nineteenth century social and historical context. Anne's sexual identity has been extensively analysed over the past nearly twenty years by lesbian feminists, queer theorists, women's historians and historians of sexuality concerned with the history and development of modern Western female homosexuality and gender. The source for theorising Anne's sexuality has been the edited selections of the crypted journal entries, published by Helena Whitbread in I Know My Own Heart and No Priest but Love (Whitbread 1988; 1992). However, many analyses deal either with the theorisation of Anne's sexuality or her sociality; the theoretical difficulty with reconciling these categories has troubled the analysis of her complex subjectivity. Drawing upon the archival materials, I have used an interdisciplinary feminist approach to analyse the sexual and social processes of Anne's everyday interactions in her writings. Taking the seven month period of the sojourn to Paris in 1824-25, I have focused upon Anne's textual practices within her journal volume and letters during her residence in Paris, her social practices with the other guests at the guesthouse 24 Place Vendome and her sexual practices with her lover, the widow Mrs. Maria Barlow. The journal volumes and correspondence are a valuable historical record of one gentlewoman's engagement with early nineteenth century British culture
Editor's inscription in Valentine Duval : an autobiography of the last century
No full textEditor Anne Manning's gift inscription to author William Stebbing (1832–1926), "To William Stebbing from his affectionate friend the editor Nov. 2, 1860".Manning, Anne, 1807-1879
Dr. Anne Koch
No full textDr. Anne Koch, author of the book It Never Goes Away: Gender Transition at a Mature Age, meets with students Kolby Nelson after a speech at PCOM.https://digitalcommons.pcom.edu/pa_2020_photos/1065/thumbnail.jp
Dr. Anne Koch and Kolby Nelson
No full textDr. Anne Koch, author of the book It Never Goes Away: Gender Transition at a Mature Age, meets with student Kolby Nelson after a speech at PCOM.https://digitalcommons.pcom.edu/pa_2020_photos/1064/thumbnail.jp
Prairie Gate Literary Festival Welcomes Author Anne Panning
Full text linkMorris will welcome author Anne Panning on Friday, November 2, at 7:30 p.m. in the McGinnis Room of Briggs Library. Panning will read from her new novel, Butter
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