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Many policies operate through two different channels: the extensive margin (e.g., the decision to participate) and the intensive margin (e.g., the intensity of the response among participants). This paper develops a novel identification…

Econometrics · Economics 2026-02-09 Javier Viviens

Boltzmann introduced in the 1870's a logarithmic measure for the connection between the thermodynamical entropy and the probabilities of the microscopic configurations of the system. His entropic functional for classical systems was…

Statistical Mechanics · Physics 2016-08-19 Constantino Tsallis

These lecture notes (from the Second Autumn School in High Energy Physics and Quantum Field Theory, Yerevan 2014) cover a number of topics related to geometric quantization. Most of the material is presented from a physicist's point of…

High Energy Physics - Theory · Physics 2016-06-22 V. P. Nair

The study of parameter-dependent partial differential equations (parametric PDEs) with countably many parameters has been actively studied for the last few decades. In particular, it has been well known that a certain type of parametric…

Numerical Analysis · Mathematics 2025-02-10 Byeong-Ho Bahn

Focusing on the hole-doped two-dimensional systems of strongly correlated electrons, we examine geometric phases acquired by electronic wave functions as a result of polaron transport around a closed loop. For this study we apply the…

Strongly Correlated Electrons · Physics 2007-05-23 Seung-Pyo Hong , Sung-Ho Suck Salk

Wholesale electricity markets are increasingly integrated via high voltage interconnectors, and inter-regional trade in electricity is growing. To model this, we consider a spatial equilibrium model of price formation, where constraints on…

Econometrics · Economics 2018-04-24 Michael Stanley Smith , Thomas S. Shively

Pranab K. Sen has contributed extensively to many areas of Statistics including order statistics, nonparametrics, robust inference, sequential methods, asymptotics, biostatistics, clinical trials, bioenvironmental studies and…

Statistics Theory · Mathematics 2008-06-27 N. Balakrishnan , Edsel A. Peña , Mervyn J. Silvapulle

This handbook chapter provides an essential introduction to the field of spatial econometrics, offering a comprehensive overview of techniques and methodologies for analysing spatial data in the social sciences. Spatial econometrics…

Econometrics · Economics 2025-03-20 Tobias Rüttenauer

Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…

Methodology · Statistics 2021-05-20 Shubhadeep Chakraborty , Xianyang Zhang

We develop new econometric methods for estimation and inference in high-dimensional panel data models with interactive fixed effects. Our approach can be regarded as a non-trivial extension of the very popular common correlated effects…

Econometrics · Economics 2025-08-11 Maximilian Ruecker , Michael Vogt , Oliver Linton , Christopher Walsh

The stochastic variational approach for geophysical fluid dynamics was introduced by Holm (Proc Roy Soc A, 2015) as a framework for deriving stochastic parameterisations for unresolved scales. This paper applies the variational stochastic…

Fluid Dynamics · Physics 2022-09-16 Colin Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

Econophysics, is based on the premise that some ideas and methods from physics can be applied to economic situations. We intend to show in this paper how a physics concept such as entropy can be applied to an economic problem. In so doing,…

Statistical Finance · Quantitative Finance 2016-09-08 Adom Giffin

This note presents a combination of published and preliminary electroweak results from the four LEP collaborations and the SLD collaboration which were prepared for the 2001 summer conferences. Averages from Z resonance results are derived…

Most of the econometric and econophysics models have been borrowed from the statistical physics, and as a cosequence, a new interdisciplinary science called econophysics has emerged. In this paper we planned to extend the analogy between…

General Finance · Quantitative Finance 2008-12-02 Ion Spanulescu , Anca Gheorghiu

In this paper we provide a complementary set of results to those we present in our companion work \cite{Stojnicl1HidParasymldp} regarding the behavior of the so-called partial $\ell_1$ (a variant of the standard $\ell_1$ heuristic often…

Optimization and Control · Mathematics 2016-12-23 Mihailo Stojnic

This paper traces the historical and analytical development of what is known in the econometrics literature as the Frisch-Waugh-Lovell theorem. This theorem demonstrates that the coefficients on any subset of covariates in a multiple…

Econometrics · Economics 2023-07-04 Deepankar Basu

The combination of two-dimensional materials into heterostructures offers new opportunities for the design of optoelectronic devices with tunable properties. However, computing electronic and optical properties of such systems using…

Materials Science · Physics 2025-07-25 Maximilian Schebek , Ignacio Gonzalez Oliva , Claudia Draxl

I propose a broad, multi-dimensional conception of altmetrics, namely as traces of the computerization of the research process. Computerization should be conceived in its broadest sense, including all recent developments in ICT and…

Digital Libraries · Computer Science 2015-10-20 Henk F. Moed

We consider demand-side economy. Using Caratheodory's approach, we define empirical existence of equation of state (EoS) and coordinates. We found new insights of thermodynamics EoS, the {\it effect structure}. Rules are proposed as…

General Economics · Economics 2021-11-19 Burin Gumjudpai

We develop a geometric theory of phase transitions (PTs) for Hamiltonian systems in the microcanonical ensemble. This theory allows to reformulate Bachmann's classification of PTs for finite-size systems in terms of geometric properties of…

Statistical Mechanics · Physics 2022-06-29 Loris Di Cairano
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