Publications by authors named "B D Koval'"

This article considers a stable vector autoregressive (VAR) model and investigates return predictability in a Bayesian context. The bivariate VAR system comprises asset returns and a further prediction variable, such as the dividend-price ratio, and allows pinning down the question of return predictability to the value of one particular model parameter. We develop a new shrinkage type prior for this parameter and compare our Bayesian approach to ordinary least squares estimation and to the reduced-bias estimator proposed in Amihud and Hurvich (2004.

View Article and Find Full Text PDF

Introduction And Importance: Vascular injuries to extremities are common in armed conflicts. Such kind of injury is associated with a high risk of critical ischemia, limb amputation, and high morbidity. There is a clinical challenge for the management of vascular injuries to extremities in ongoing warfare due to limited medical resources.

View Article and Find Full Text PDF