We develop inference procedures robust to general forms of weak dependence. The procedures use test statistics constructed by resampling data in a manner that does not depend on the unknown correlation structure of the data. We prove that the statistics are asymptotically normal under the weak...

In quantitative research methodology, the empirical research method is finding importance due to its effectiveness in carrying out research in social sciences, business management, and health sciences. The empirical research method contains the procedure of developing a model to find the...

This chapter discusses Francis Galton’s method of inductive inference where the data are photographs of human faces. His aim of induction was to determine the typical characteristics of the natural class to which the individuals belong by composing the relevant photographs in a specific...

This paper focuses on the incentives by governments to manipulate statistics, not on techniques how to do so. I wish to contribute to explaining when, where and to what extent the governments tend to falsify official data. This issue is important for three reasons: (1) Manipulating statistics...

After almost two decades of poverty maps produced by the World Bank and multiple advances in the literature, this paper presents a methodological update to the World Bank's toolkit for small area estimation. The paper reviews the computational procedures of the current methods used by the World...

The sentiment of news predicts the short-term stock market performance of individual companies. We find that this association is solely due to the idiosyncratic informational content of an article. We transparently quantify the association between news sentiment and stock market performance of...

Traditional sampling strategies for paddy rice statistics rely on outdated list frames, incomplete holding information, or administrative data that are prone to numerous biases. The objective of this study is to test the utility of an area frame developed using remote sensing data in three pilot...

This note presents an extension of the Markoviz-type "mean-variance" portfolio optimisation approach over one period to portfolios of derivatives. Most notably, we show that once "writing off" parts of the portfolio is allowed, we naturally arrive at using "cash-invariant monotone hulls" a'la...