Gupta, Rangan; Jurgilas, Marius; Kabundi, Alain; … - 2009
transformations, and, in the process, allows us to retain the variables in their original forms.
4
Moreover, as recently shown by …, hence, should be the preferred
model. Such a thought process is also corroborated by Beck et al. (2000, 2004), who points … process with covariance
matrix .
t
u
tt
Eu u
′
=Ψ
Litterman (1986) proposes the Minnesota prior, where the researcher …