Zobrazeno 1 - 10
of 54
pro vyhledávání: '"statistical adequacy"'
Autor:
Dorazio, Brian Arthur
The main goal of this dissertation is to expand upon the use of Principal Component Analysis (PCA) in macroeconomic forecasting, particularly in cases where traditional principal components fail to account for all of the systematic information making
Externí odkaz:
http://hdl.handle.net/10919/115345
Publikováno v:
Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki, Vol 20, Iss 2, Pp 62-70 (2022)
The article contains a description of the model and approach for determining the weights of controls (other objects) based on a matrix of pairwise comparisons. The initial data in the matrix of paired comparisons implicitly specify interval estimates
Externí odkaz:
https://doaj.org/article/c12e5a8f5a984b8ab7b689557e0127a4
Autor:
Do, Hoang-Phuong
Since the 1960s, the Phillips curve has survived various significant changes (Kuhnian paradigm shifts) in macroeconomic theory and generated endless controversies. This dissertation revisits several important, representative papers throughout the cur
Externí odkaz:
http://hdl.handle.net/10919/103230
Autor:
Niraj Poudyal, Aris Spanos
Publikováno v:
Econometrics, Vol 10, Iss 2, p 17 (2022)
The primary objective of this paper is to revisit DSGE models with a view to bringing out their key weaknesses, including statistical misspecification, non-identification of deep parameters, substantive inadequacy, weak forecasting performance, and p
Externí odkaz:
https://doaj.org/article/4868a4fc00864c6397775dd58b52a906
Autor:
Spanos, Aris
Publikováno v:
Lecture Notes-Monograph Series, 2006 Jan 01. 49, 98-119.
Externí odkaz:
https://www.jstor.org/stable/4356394
Autor:
Kim, Jae-yoon
This thesis explores the theory and practice of sovereignty. I begin with a conceptual analysis of sovereignty, examining its theological roots in contrast with its later influence in contestations over political authority. Theological debates surrou
Externí odkaz:
http://hdl.handle.net/10919/83515
Autor:
Solat, Karo
The primary objective of this dissertation is to extend the classical Principal Components Analysis (PCA), aiming to reduce the dimensionality of a large number of Normal interrelated variables, in two directions. The first is to go beyond the static
Externí odkaz:
http://hdl.handle.net/10919/83469
Akademický článek
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Autor:
Michaelides, Michael
The primary objective of this dissertation is to revisit the CAPM and the Fama-French multi-factor models with a view to evaluate the validity of the probabilistic assumptions imposed (directly or indirectly) on the particular data used. By thoroughl
Externí odkaz:
http://hdl.handle.net/10919/77515