This research presents a comparative analysis of the wind speed forecasting accuracy of univariate and multivariate ARIMA models with their recurrent neural network counterparts. The analysis utilizes contemporaneous wind speed time histories taken from the same tower location at five different...

This article examines the time-series properties of the US venture capital investments (VCI) to determine whether or not various sectors compete in the same market for venture capital funds. Using a battery of unit root tests, we find substantial evidence that VCI shares are nonstationary. Our...

This study examines changes in Nashville’s labor market following the April 16, 1998 tornado. Specifically, the study focuses on whether or not employment growth experienced a change in mean around the time of the tornado. A time series intervention model that allows for timevarying...

The authors describe a classroom experiment that motivates student understanding of behavior toward risk and its effect on money demand. In this experiment, students are endowed with an income stream that they can allocate between a risk-free fund and a risky fund. Changes in volatility are...