The model assumed is first-order autoregressive with contemporaneous correlation between cross sections. In this model, the covariance matrix for the vector of random errors u can be expressed as A ...
There are also trade-offs in creativity. Because the energy critic favors low-energy (i.e., high-probability) text, the model ...
A statistical model for predicting individual house prices and constructing a house price index is proposed utilizing information regarding sale price, time of sale and location (ZIP code). This model ...
To capture the "long-memory" effect in volatility, a multiplicative component conditional autoregressive range (MCCARR) model is proposed. We show theoretically that the MCCARR model can capture the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback