Search Results - subject:"Hidden variables"

Gaussian Multiresolution Models: Exploiting Sparse Markov and Covariance Structure

Choi, Myung Jin; Chandrasekaran, Venkat; Willsky, Alan S. - 2009

available at the finest scale, and the coarser, hidden variables serve to capture long-distance dependencies. Tree-structured MR … do not use hidden variables. …

Persistent link: https://www.econbiz.de/10009432147

Econometric Inference, Cyclical Fluctuations, and Superior Information

Normandin, Michel - Institut d'Économie Appliquée, HEC Montréal (École … - 2004

This paper presents and assesses a procedure to estimate conventional parameters characterizing fluctuations at the business cycle frequency, when the economic agents’ information set is superior to the econometrician’s one. Specifically, we first generalize the conditions under which the...

Persistent link: https://www.econbiz.de/10005489854

Econometric Inference, Cyclical Fluctuations, and Superior Information

Larocque, Denis; Normandin, Michel - Centre Interuniversitaire sur le Risque, les Politiques … - 2004

This paper presents and assesses a procedure to estimate conventional parameters characterizing fluctuations at the business cycle frequency, when the economic agents' information set is superior to the econometrician's one. Specifically, we first generalize the conditions under which the...

Persistent link: https://www.econbiz.de/10005696285