1,721,078 research outputs found
Purchasing Power Parity and Heterogeneous Mean Reversion
No full textMark Taylor, and Marno Verbeek for helpful comments and discussion. All remaining errors are our own
A weak law of large numbers for m-dependent random variables with unbounded M
Get PDFStatistical Methods;mathematische statistiek
A natural approach to optimal forecasting in case of preliminary observations
Get PDFForecasting Techniques;mathematische statistiek
Prediction of failure in industry: An analysis of income statements
Get PDFBusiness Failures;business economics
A Guide to Modern Econometrics
Get PDFModels of Autoregressive Conditional Heteroscedasticity (ARCH) and their generalizations are widely used in ap-plied econometric research, especially for analysis of financial markets. We bring to our reader’s attention a consul-tation on this topic prepared from the book of Marno Verbeek “A Guide to Modern Econometrics” appearing soon in the Publishing House “Nauchnaya Kniga”ARCH; models
Informative sampling in a multivariate linear system disturbed by moving average noise
Get PDFSystems Theory;mathematics
A modified priority index for Günther's lot-sizing heuristic under capacitated single stage production
Get PDFProduction Planning;Scheduling;produktieleer/ produktieplanning
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