07350015%2E2012%2E754313
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A real-time inflation forecast evaluation shows that averaging over many predictors in a model that at least allows for structural breaks in the error variance results in very
As both the cross- section size and the time series length tend to infinity, we not only establish an asymptotically normal distribution for the estimators of the parameters in
When applying the model to euro area sovereign CDS data from January 2008 to February 2013, we find significant time variation in risk dependence, evidence for risk spillovers
We then use fluctuation rationality tests, proposed by Rossi and Sekh- posyan ( 2011 ), to test for forecast rationality, while, at the same time, being robust to instabilities..
In particular, working with a specification of unobservables that allows correlated time- invariant individual-specific random effects, but no further gen- erality in the
After camera calibration, cameras and time alignment, video are converted into image frames at different sampling interval for 3D point clouds generation.. The procedure includes:
Choudhury and Singh 2012 developed a chain ratio-product type estimators for estimating population mean using two auxiliary variables under double sampling scheme, when the information
To find brain regions implementing the accumulation of evidence in a binary choice task, the time course of accumulator value predicted by a sequential sampling model could be directly
