Some notes on nonlinear cointegration: A partial review with some novel perspectives

D Tjøstheim - Econometric Reviews, 2020 - Taylor & Francis
Some recent work on the analysis of nonlinear and nonstationary time series models is
reviewed. A couple of novel results are obtained in extending nonlinear cointegrating …

Statistical Dependence: Beyond Pearson's ρ

D Tjøstheim, H Otneim, B Støve - Statistical science, 2022 - projecteuclid.org
The supplementary material consists of four sections. In Section 1 of the supplementary
material we give some more details of Section 4.2 of the main article concerning the …

Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries

D Li, F Zhang, D Yuan, Y Cai - International Review of Economics & …, 2024 - Elsevier
This paper studies the dependence between crude oil and RCEP stock markets before and
after COVID-19 by using local Gaussian correlations, contagion tests, and time-frequency …

Workplace Safety and Employee Productivity of Manufacturing Firms in Kenya

TM Mutegi, PM Joshua, JM Kinyua - Cogent Business & …, 2023 - Taylor & Francis
This study determined the effect of workplace safety on employee productivity in
manufacturing firms in Kenya. Moreover, it analysed the relationship between workplace …

[HTML][HTML] STORM v. 2: A simple, stochastic rainfall model for exploring the impacts of climate and climate change at and near the land surface in gauged watersheds

MF Rios Gaona, K Michaelides… - Geoscientific Model …, 2024 - gmd.copernicus.org
Climate change is expected to have major impacts on land surface and subsurface
processes through its expression in the hydrological cycle, but the impacts to any particular …

STORM v. 2: A simple, stochastic decision-support tool for exploring the impacts of climate and climate change at, and near the land surface in gauged watersheds

MF Rios Gaona, K Michaelides… - Geoscientific Model …, 2023 - gmd.copernicus.org
Climate change is expected to have major impacts on land surface and subsurface
processes through its expression on the hydrological cycle, but the impacts to any particular …

Artificial Intelligence-Powered Computational Strategies in Selecting and Augmenting Data for Early Design of Tall Buildings with Outer Diagrids

P Kazemi, A Ghisi, A Entezami - Buildings, 2024 - mdpi.com
In the realm of architectural computing, this study explores the integration of parametric
design with machine learning algorithms to advance the early design phase of tall buildings …

STORM v. 2: A simple, stochastic decision-support tool for exploring the impacts of climate and climate change at, and near the land surface in gauged watersheds

MFR Gaona, K Michaelides… - Geoscientific Model …, 2024 - orca.cardiff.ac.uk
Climate change is expected to have major impacts on land surface and subsurface
processes through its expression in the hydrological cycle, but the impacts to any particular …

Some recent trends in embeddings of time series and dynamic networks

D Tjøstheim, M Jullum, A Løland - Journal of Time Series …, 2023 - Wiley Online Library
We give a review of some recent developments in embeddings of time series and dynamic
networks. We start out with traditional principal components and then look at extensions to …

Counterfactual Data Augmentation with Contrastive Learning

A Aloui, J Dong, CP Le, V Tarokh - arXiv preprint arXiv:2311.03630, 2023 - arxiv.org
Statistical disparity between distinct treatment groups is one of the most significant
challenges for estimating Conditional Average Treatment Effects (CATE). To address this …