CSDA
2008
13 years 5 months ago
2008
Sociologists, demographers, and economists often use the index of dissimilarity, D, to describe the extent of racial, ethnic, spatial, or areal dissimilarity (or segregation) of d...
CSDA
2008
13 years 5 months ago
2008
The principal response curve (PRC) model is of use to analyse multivariate data resulting from experiments involving repeated sampling in time. The time-dependent treatment effect...
CSDA
2008
13 years 5 months ago
2008
The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias and the mean square...
CSDA
2008
13 years 5 months ago
2008
In multiple hypotheses testing, it is important to control the probability of rejecting "true" null hypotheses. A standard procedure has been to control the family-wise ...
CSDA
2008
13 years 5 months ago
2008
We present a semi-parametric method for testing mixing distributions in the mixed Poisson model. The proposed method, which is based on the generalized method of moments, does not...
CSDA
2008
13 years 5 months ago
2008
CSDA
2008
13 years 5 months ago
2008
The purpose of this paper is to forecast the time evolution of a binary response variable from an associated continuous time series observed only at discrete time points that usual...
CSDA
2008
13 years 5 months ago
2008
A large body of evidence has emerged in recent studies confirming that macroeconomic factors play an important role in determining investor risk premia and the ultimate path of eq...
CSDA
2008
13 years 5 months ago
2008
The most often used approaches to obtaining and using residuals in applied work with time series models, are unified and documented with both partially-known and new features. Spe...
CSDA
2008
13 years 5 months ago
2008
ABSTRACT. This paper introduces a tree-based model that combines aspects of CART (Classification and Regression Trees) and STR (Smooth Transition Regression). The model is called t...