High-dimensional vector autoregression with measurement error is frequently encountered in a large variety of scientific and business applications. In this article, we study statistical inference the transition matrix under model. While there has been body literature studying sparse estimation matrix, paucity solutions, especially high-dimensional scenario. We develop inferential procedures for...

Marketers and researchers recognize the importance impact on consumer behavior of marketer-generated content (MGC) in social media channels. In this study, authors present a method to classify MGC using combination unsupervised supervised machine learning. They gather large data set posts from Facebook, Instagram, Twitter use time-series model (panel-data vector autoregression) demonstrate how ...

Ecological efficiency (EE) provides much reference for formulating appropriate regional economic, social and environmental policies to promote sustainable development. Interactive subsystems of economy, society environment within EE system have been considered in this paper. By innovatively integrating the merits two advanced economic research methods (global super network data envelopment anal...

Evapotranspiration is one of the hydrological cycle’s most important elements in water management across economic sectors. Critical applications agriculture domain include irrigation practice improvement and efficiency, as well resource preservation. The main objective this research to forecast reference evapotranspiration using vector autoregression (VAR) model investigate meteorological varia...

We investigate the interactions across current account misalignments, real effective exchange rate misalignments and financial gaps within EU countries, applying a Bayesian panel Vector Autoregression to 27 members over period 1994–2012. find that, for euro area, reaction of shock in is largest. In non-euro area countries periphery an increase leads temporary lowering competitiveness thus ampli...

This paper examines the role of local currency bond markets (LCBMs) and foreign investor participation in these capital flow volatility emerging Asian economies over period 1999 to 2020. Using a panel analysis impulse response functions generated from structural vector autoregression, we show that greater development LCBMs across 10 terms capitalization helps mitigate against volatility, while ...

Abstract This paper argues that the increasing adoption of information and communication technologies (ICTs) is a factor improves terms trade sub-Saharan African (SSA) economies. According to new theories international trade, ICTs can change by productivity, reducing costs, human capital endowment specialization. Here, we use World Development Indicators (WDI) United Nations Conference on Trade...