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IEEE Transactions on Information Theory, ISSN 0018-9448, 06/2014, Volume 60, Issue 6, pp. 3073 - 3089
Journal Article
Resources Policy, ISSN 0301-4207, 06/2017, Volume 52, pp. 358 - 365
The study investigates the dynamic relationship of global crude oil and gold price in a two-regime vector error-correction model with a single cointegrating... 
Gold price | Non linearity | Threshold vector error correction | Threshold cointegration | Regime dependent | Oil price | GRANGER CAUSALITY | RATES | TRANSMISSION | EXCHANGE-RATE | SAFE HAVEN | COINTEGRATION | INTEGRATION | STOCK-MARKET | NONLINEAR ADJUSTMENT | ENVIRONMENTAL STUDIES | UNIT-ROOT TESTS | Spot market | Analysis
Journal Article
Energy Conversion and Management, ISSN 0196-8904, 07/2017, Volume 144, pp. 340 - 350
Journal Article
Journal of Econometrics, ISSN 0304-4076, 02/2020, Volume 214, Issue 2, pp. 433 - 450
This paper first studies the full rank least squares estimator (FLSE) of the heavy-tailed vector error correction (VEC) models. It is shown that the rate of... 
Reduced rank LSE | Cointegration | Heavy-tailed random vector | Full rank LSE | Models | Treasury securities | Stochastic processes | Analysis
Journal Article
Energy Conversion and Management, ISSN 0196-8904, 07/2016, Volume 119, pp. 215 - 226
Journal Article
IEEE Transactions on Information Theory, ISSN 0018-9448, 03/2013, Volume 59, Issue 3, pp. 1517 - 1531
A problem of index coding with side information was first considered by Birk and Kol in 1998. In this study, a generalization of index coding scheme, where... 
network coding | Receivers | side information | Educational institutions | Vectors | Encoding | Decoding | Indexes | Broadcast | minimum distance | index coding | Error correction codes | error correction | NETWORK | DEMAND | ISCOD | COMPUTER SCIENCE, INFORMATION SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Broadcasting | Error-correcting codes | Coding theory | Usage | Analysis
Journal Article
Journal of Construction Engineering and Management, ISSN 0733-9364, 08/2018, Volume 144, Issue 8, p. 4018075
Journal Article
SIAM Journal on Scientific Computing, ISSN 1064-8275, 2018, Volume 40, Issue 1, pp. B305 - B327
In simulations of complex physical phenomena, model reductions are often required to decrease the computation time of the simulation model to a feasible level.... 
Uncertainty quantification | Approximation errors | Model reduction | Simulation | COMPUTER CODE | MATHEMATICS, APPLIED | uncertainty quantification | RANDOM FORESTS | OPTICAL TOMOGRAPHY | SUPPORT VECTOR REGRESSION | COMPENSATION | simulation | AEROSOL ACTIVATION | model reduction | PARAMETERIZATION | INVERSE PROBLEMS | approximation errors | CLOUD DROPLET FORMATION
Journal Article
Studies in Nonlinear Dynamics & Econometrics, ISSN 1081-1826, 08/2017, Volume 21, Issue 5
This paper analyzes pass-through from money market rates to consumer retail loan and deposit rates in Canada from 1983 to 2015 using a nonlinear vector... 
interest rate pass-through | asymmetric adjustment | nonlinear vector error-correction model | cointegration | ZONE RETAIL BANKING | MARKETS | MONETARY-POLICY TRANSMISSION | EURO | FINANCIAL CRISIS | COMPETITION | CORRECTION MODELS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article
Applied Soft Computing, ISSN 1568-4946, 12/2015, Volume 37, pp. 554 - 560
This paper provides an overview of the existing prediction methods, and then put forward a new approach for the improvement of prediction accuracy by... 
Initial forecast | Error correction | Tax forecasting | Data transformation | GM(1,1) | TIME-SERIES PREDICTION | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | NEURAL-NETWORKS | SUPPORT VECTOR REGRESSION | ARIMA | MODEL | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE
Journal Article
IEEE Transactions on Information Theory, ISSN 0018-9448, 02/2013, Volume 59, Issue 2, pp. 1030 - 1047
Journal Article
Engineering, Construction and Architectural Management, ISSN 0969-9988, 2018, Volume 25, Issue 1, pp. 21 - 38
Purpose - Due to the complicated nature of houses, the driving factors of the residential construction output can be investigated from different perspectives... 
Prices | Australia | Long-run equilibrium | Residential property | Output | Vector error correction model | MANAGEMENT | LONG-RUN | ECONOMIC-DEVELOPMENT | HONG-KONG | LABOR PRODUCTIVITY | ELASTICITY | ENGINEERING, CIVIL | URBAN-GROWTH | HOUSE PRICES | COINTEGRATION | TIME-SERIES | UNIT-ROOT | ENGINEERING, INDUSTRIAL
Journal Article
IEEE Transactions on Information Theory, ISSN 0018-9448, 02/2011, Volume 57, Issue 2, pp. 1144 - 1164
Journal Article
IEEE Transactions on Information Theory, ISSN 0018-9448, 05/2013, Volume 59, Issue 5, pp. 3003 - 3020
Journal Article
Energy Economics, ISSN 0140-9883, 03/2014, Volume 42, pp. 226 - 232
This study examines the determinants of renewable energy consumption per capita for a panel of seven Central American countries over the period 1980 to 2010.... 
Structural breaks | Central America | Fossil fuel prices | Renewable energy | Emissions | COINTEGRATION | CONSUMPTION-GROWTH NEXUS | ECONOMICS | UNIT-ROOT TESTS | Panels | Mathematical analysis | Coal | Nonlinearity | Vectors (mathematics) | Carbon
Journal Article