Improving Fractional Integration Tests with Bootstrap Distributions

Improving Fractional Integration Tests with Bootstrap Distributions PDF Author: Michael K. Andersson
Publisher:
ISBN:
Category : Bootstrap (Statistics)
Languages : en
Pages : 26

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Improving Fractional Integration Tests with Bootstrap Distributions

Improving Fractional Integration Tests with Bootstrap Distributions PDF Author: Michael K. Andersson
Publisher:
ISBN:
Category : Bootstrap (Statistics)
Languages : en
Pages : 26

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Book Description


Bootstrap Inference in Time Series Econometrics

Bootstrap Inference in Time Series Econometrics PDF Author: Mikael Gredenhoff
Publisher: Stockholm School of Economics Efi Economic Research Institut
ISBN:
Category : Business & Economics
Languages : en
Pages : 170

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Statistica

Statistica PDF Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 762

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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration PDF Author: Greg N. Gregoriou
Publisher: Springer
ISBN: 0230295215
Category : Business & Economics
Languages : en
Pages : 214

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Book Description
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.

Statistical and Econometric Methods for Transportation Data Analysis

Statistical and Econometric Methods for Transportation Data Analysis PDF Author: Simon Washington
Publisher: CRC Press
ISBN: 0429520751
Category : Technology & Engineering
Languages : en
Pages : 496

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Book Description
The book's website (with databases and other support materials) can be accessed here. Praise for the Second Edition: The second edition introduces an especially broad set of statistical methods ... As a lecturer in both transportation and marketing research, I find this book an excellent textbook for advanced undergraduate, Master’s and Ph.D. students, covering topics from simple descriptive statistics to complex Bayesian models. ... It is one of the few books that cover an extensive set of statistical methods needed for data analysis in transportation. The book offers a wealth of examples from the transportation field. —The American Statistician Statistical and Econometric Methods for Transportation Data Analysis, Third Edition offers an expansion over the first and second editions in response to the recent methodological advancements in the fields of econometrics and statistics and to provide an increasing range of examples and corresponding data sets. It describes and illustrates some of the statistical and econometric tools commonly used in transportation data analysis. It provides a wide breadth of examples and case studies, covering applications in various aspects of transportation planning, engineering, safety, and economics. Ample analytical rigor is provided in each chapter so that fundamental concepts and principles are clear and numerous references are provided for those seeking additional technical details and applications. New to the Third Edition Updated references and improved examples throughout. New sections on random parameters linear regression and ordered probability models including the hierarchical ordered probit model. A new section on random parameters models with heterogeneity in the means and variances of parameter estimates. Multiple new sections on correlated random parameters and correlated grouped random parameters in probit, logit and hazard-based models. A new section discussing the practical aspects of random parameters model estimation. A new chapter on Latent Class Models. A new chapter on Bivariate and Multivariate Dependent Variable Models. Statistical and Econometric Methods for Transportation Data Analysis, Third Edition can serve as a textbook for advanced undergraduate, Masters, and Ph.D. students in transportation-related disciplines including engineering, economics, urban and regional planning, and sociology. The book also serves as a technical reference for researchers and practitioners wishing to examine and understand a broad range of statistical and econometric tools required to study transportation problems.

Pattern Recognition and Artificial Intelligence, Towards an Integration

Pattern Recognition and Artificial Intelligence, Towards an Integration PDF Author: L.N. Kanal
Publisher: Elsevier
ISBN: 1483299457
Category : Computers
Languages : en
Pages : 516

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Book Description
This volume brings together the results of research into the methodology and applications of pattern recognition, with particular emphasis given to the incorporation of artificial intelligence methodologies into pattern recognition systems.The first part of this volume covers image analysis and processing software, systems and algorithms. Pattern analysis and classifier design are dealt with in part two, while the last part deals with model based and expert systems, including uncertainty calculus methods in pattern analysis and object recognition. A number of specific application areas are considered, including such diverse topics as fingerprinting, astronomy, molecular biology and pathology.

Unit Root Tests in Time Series Volume 2

Unit Root Tests in Time Series Volume 2 PDF Author: K. Patterson
Publisher: Springer
ISBN: 1137003316
Category : Business & Economics
Languages : en
Pages : 586

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Book Description
Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.

Journal of the American Statistical Association

Journal of the American Statistical Association PDF Author: American Statistical Association
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 642

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Neural Information Processing

Neural Information Processing PDF Author: Chi-Sing Leung
Publisher: Springer
ISBN: 3642106773
Category : Computers
Languages : en
Pages : 927

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Book Description
th This two-volume set constitutes the Proceedings of the 16 International Conference on Neural Information Processing (ICONIP 2009), held in Bangkok, Thailand, during December 1–5, 2009. ICONIP is a world-renowned international conference that is held annually in the Asia-Pacific region. This prestigious event is sponsored by the Asia Pacific Neural Network Assembly (APNNA), and it has provided an annual forum for international researchers to exchange the latest ideas and advances in neural networks and related discipline. The School of Information Technology (SIT) at King Mongkut’s University of Technology Thonburi (KMUTT), Bangkok, Thailand was the proud host of ICONIP 2009. The conference theme was “Challenges and Trends of Neural Information Processing,” with an aim to discuss the past, present, and future challenges and trends in the field of neural information processing. ICONIP 2009 accepted 145 regular session papers and 53 special session papers from a total of 466 submissions received on the Springer Online Conference Service (OCS) system. The authors of accepted papers alone covered 36 countries and - gions worldwide and there are over 500 authors in these proceedings. The technical sessions were divided into 23 topical categories, including 9 special sessions.

Medical Statistics from A to Z

Medical Statistics from A to Z PDF Author: Brian S. Everitt
Publisher: Cambridge University Press
ISBN: 1108826466
Category : Mathematics
Languages : en
Pages : 293

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Book Description
Succinctly explains statistical terms encountered in medicine using non-technical language, giving advice on common pitfalls in techniques.