Considering as a starting point certain advantages and limits of the VAR model, we propose an opening to include some approaches suggested particularly by economic theory, such as economic policy role and that concerning corrections applied to restore an equilibrium state or a forecast error. In...

Regression type estimators of a population proportion under a general sampling design and using auxiliary information are obtained. Confidence intervals based on various methods, involving auxiliary information, are also derived. An application of the proposed methods is illustrated by...

Taking into account that transaction prices are realized at the bid or the ask price, we propose a probabilistic neural network model and a Bayesian rule to predict the incoming order signal of a stock and its probability using the buy-sell trade indicator or trade direction sign. We consider...