Statistica Sinica, Vol. 26, No. 4, Bayesian Inference, Environment Statistics, Time Series Analysis, and Their Applications (October 2016), pp. 1479-1498 (20 pages) As an extension of linear ...
This paper proposes a new econometric model for the estimation of optimal hedge ratios (HRs): the Kalman filter error-correction model (KF–ECM). This paper proposes a new econometric model for the ...
While traditionally considered for non-stationary and cointegrated data, DeBoef and Keele suggest applying a General Error Correction Model (GECM) to stationary data ...
The first stage represents genetic intelligence embodied in DNA, followed by individual developmental intelligence formed through the brain and sensory systems in biological entities. Next is the ...
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