Development of a Multiphase Variable Mass Flow Model and its Application in Well Control for Variable Gradient Managed Pressure Drilling

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jiangshuai Wang

Technical Appendix to Consistent Estimation, Variable Selection, and Forecasting in FAVAR Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: John C. Chao | Norman Rasmus Swanson

A Regularization Approach for Estimation and Variable Selection in High Dimensional Regression

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yiannis Dendramis | Liudas Giraitis | George Kapetanios

An Alternative Threshold GARCH Option Pricing Model: A Bayesian Approach

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Shu-Ing Liu

Vector Moving Average Threshold Heterogeneous Autoregressive (VMAT-HAR) Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Kaiji Motegi | Shigeyuki Hamori

Variable Selection, Estimation and Inference for Multi-Period Forecasting Problems

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: M. Hashem Pesaran | Andreas Pick | Allan G. Timmermann

Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Joshua D. Angrist

Anti-Conformism in the threshold Model of Collective Behavior

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Michel Grabisch | Fen LI

Interpreting the Latent Dynamic Factors by Threshold FAVAR Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Kerem Tuzcuoglu | Sinem Hacioglu

Model Evaluation with Weighted Threshold Optimization (and the “mewto” R package)

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Alexandru Monahov

A General Multivariate Threshold GARCH Model for Dynamic Correlations

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Francesco Audrino | Fabio Trojani

On the Shape of Posterior Densities and Credible Sets in Instrumental Variable Regression Models with Reduced Rank: An Application of Flexible Sampling Methods using Neural Networks

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Lennart F. Hoogerheide | Johan F. kaashoek | H. K. van Dijk

The Tobit Model with a Non-zero Threshold

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Richard T. Carson | Yixiao Sun

Out-of-Model Adjustments of Variable Annuities

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Zhiyi Shen

Impact of Omitted Variable and Simultaneous Estimation Endogeneity in Choicebased Revenue Management Systems

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Mitsuyoshi Fukushi | Felipe Delgado | Sebastián Raveau

Interpreting the Latent Dynamic Factors By Threshold FAVAR Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Sinem Hacioglu Hoke | Kerem Tuzcuoglu

A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Fabio Trojani | Francesco Audrino

Surrogate-Assisted Hybrid Evolutionary Algorithm with Local Estimation of Distribution for Expensive Mixed-Variable Optimization Problems

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yongcun Liu | Handing Wang

A Multivariate GARCH Model with Aggregate Threshold Dynamics

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Mike K. P. So | Iris W.H. Yip

Threshold Utility Model with Applications to Retailing and Discrete Choice Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Guillermo Gallego | Ruxian Wang