output
20092022
most citedNonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory

67 citations

7 papers

econ.GN2022★ 45 cited

Early life height and weight production functions with endogenous energy and protein inputs

Esteban Puentes, Fan Wang, Jere R. Behrman +7

We examine effects of protein and energy intakes on height and weight growth for children between 6 and 24 months old in Guatemala and the Philippines. Using instrumental variables…

q-fin.ST2021

Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks

Racine Ly, Fousseini Traore, Khadim Dia

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory…

econ.EM2018

Aide et Croissance dans les pays de l'Union Economique et Mon{é}taire Ouest Africaine (UEMOA) : retour sur une relation controvers{é}e

Nimonka Bayale

The main purpose of this paper is to analyze threshold effects of official development assistance (ODA) on economic growth in WAEMU zone countries. To achieve this, the study is ba…

stat.ME2016★ 67 cited

Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory

Carlos Martins-Filho, Feng Yao, Maximo Torero

We propose nonparametric estimators for conditional value-at-risk (CVaR) and conditional expected shortfall (CES) associated with conditional distributions of a series of returns o…

math.ST2016★ 2 cited

Reducing bias in nonparametric density estimation via bandwidth dependent kernels: view

Kairat Mynbaev, Carlos Martins-Filho

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured…

physics.chem-ph2009★ 11 cited

A complex chemical kinetic mechanism for the oxidation of gasoline surrogate fuels: n heptane, iso octane and toluene - Mechanism development and validation

A. Pires Da Cruz, C. Pera, Jörg Anderlohr +2

The development and validation against experimental results of a new gasoline surrogate complex kinetic mechanism is presented in this paper. The surrogate fuel is a ternary mixtur…

physics.chem-ph2009★ 1 cited

Modeling of NO sensitization of IC engines surrogate fuels auto-ignition and combustion

Jörg Anderlohr, A. Pires Da Cruz, Roda Bounaceur +1

This paper presents a new chemical kinetic model developed for the simulation of auto-ignition and combustion of engine surrogate fuel mixtures sensitized by the presence of NOx. T…