A portmanteau test to detect self-exciting threshold autoregressive-type nonlinearity in time series data is proposed. The test is based on cumulative sums of standardized residuals from ...

This is a preview. Log in through your library . Abstract The extensive coverage of suicides in the media has long been considered a trigger for copycat suicides. However, evidence of such an effect ...

Autoregressive models are a statistical technique used to predict future values in a sequence based on its past values. It is essentially a fancy way of saying that it uses the past to predict the ...

Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Artificial intelligence has reached a point where it can compose text that sounds so human that it dupes most people into thinking it was written by another person. These AI programs—based on what are ...