Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2009%2E0014
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For robustness, we compare our results using this flexible submodel specification to a Gaussian submodel specification to see if the more general distribution affects our
In this article, we propose MIDAS regression and Kalman filter methods for using asset price data to construct daily forecasts of upcoming survey releases.. Our methods also allow us
We view this paper as providing both (1) a “call to action” for measuring macroeconomic activity in real time, using a variety of stock and flow data observed at mixed
This article explores efficiency gains that might be achievable using moment conditions that are nonlinear in the disturbances and are based on flexible parametric families for
This prior, although concentrated around the means listed in Table 1 , has rather ambiguous implications: the responses’ shapes are not essentially determined (for every
large sample inference without consistent variance estimation to a generic strategy that can be employed in different settings, such as in time series data, panel data, or
The tail index estimation methods proposed in the paper are illustrated using an empirical analysis of Zipf’s power law for the United States city size distribution (Section 5)..
In this article, we propose a semiparametric conditional co- variance (SCC) model, which combines parametric and non- parametric estimators of conditional covariance matrix in
