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CSDA
2010
14 years 9 months ago
2010
In this paper, we consider a default strategy for fully Bayesian model determination for GLMMs. We address the two key issues of default prior specification and computation. In pa...
CSDA
2010
14 years 9 months ago
2010
Various design and model selection methods are available for supersaturated designs having more factors than runs but little research is available on their comparison and evaluati...
CSDA
2010
14 years 9 months ago
2010
In this paper, we specify the indirect utility function as a partially linear model, where utility is nonparametric in expenditure and parametric (with fixed- or varying-coefficie...
CSDA
2010
14 years 9 months ago
2010
This paper deals with the analysis of temporal dependence in multivariate highfrequency time series data. The dependence structure between the marginal series is modelled through ...
CSDA
2010
14 years 9 months ago
2010
Linear regression models for de facto exchange rate regime classification are complemented by inferential techniques for evaluating the stability of the regimes. To simultaneously...