These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite S...
Abstract--This paper offers a new technique for spatially adaptive estimation. The local likelihood is exploited for nonparametric modeling of observations and estimated signals. T...
Empirical studies on corpora involve making measurements of several quantities for the purpose of comparing corpora, creating language models or to make generalizations about spec...
We propose a method for estimating confidence regions around shapes predicted from partial observations, given a statistical shape model. Our method relies on the estimation of the...