Now showing items 31-40 of 1493
Is Scientific Performance a Function of Funds?
The management of universities demands data on teaching and research performance. While teaching parameters can be measured via student performance and teacher evaluation programs, the connection of research outputs and ...
Dynamic Semiparametric Factor Model with a Common Break
For change-point analysis of high dimensional time series, we consider a semiparametric model with dynamic structural break factors. The observations are described by a few low dimensional factors with time-invariate loading ...
Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change
In the present paper we propose a new method, the Penalized Adaptive Method (PAM), for a data driven detection of structure changes in sparse linear models. The method is able to allocate the longest homogeneous intervals ...
Fictional expectations and the global media in the Greek debt crisis
A topic modeling approach
We study the role of global media during the Greek debt crisis and relate it to the transmission of events on financial actors' expectations. To identify news coverage about the Greek debt crisis, we apply topic modeling ...