Visual representation as a map of the stock market data can offer access, in a quick and rele-vant manner for human participants, to the overall state of the market at a given point in time. The purpose of this paper is to present the results of our academic research upon building the market map...

An inference method, called latent backfitting is proposed. It appears well suited for econometric models where the structural relationships of interest define the observed endogenous variables as a known function of unobserved state variables and unknown parameters. This nonlinear state space...

Local convergence results for adaptive learning of stochastic steady states in nonlinear models are extended to the case where the exogenous observable variables follow a ?nite Markov chain. The stability conditions for the corresponding nonstochastic model and its steady states yield...