Showing 1 - 6 of 6
Retrieving valuable knowledge and statistical patterns from official data has a great potential in supporting strategic policy making. Data Mining (DM) techniques are well-known for providing flexible and efficient analytical tools for data processing. In this paper, we provide an introduction...
Persistent link: https://www.econbiz.de/10005836020
In recent years Singular Spectrum Analysis (SSA), used as a powerful technique in time series analysis, has been developed and applied to many practical problems. In this paper, the performance of the SSA technique has been considered by applying it to a well-known time series data set, namely,...
Persistent link: https://www.econbiz.de/10005835814
In this paper, we obtain bounds for the population coefficient of variation (CV) in Bernoulli, Discrete Uniform, Normal and Exponential distributions. We also show that the sample coefficient of variation (cv) is not an accurate estimator of the population CV in the above indicated...
Persistent link: https://www.econbiz.de/10005837059
The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback–Leibler from the normal and half normal distributions are approximated using Taylor series. The accuracy of the results are also...
Persistent link: https://www.econbiz.de/10011259094
In this paper, we introduce a new approximation for the null distribution of the likelihood ratio test for the general case. We compare the the critical values obtained by the new approximation to the values which are obtained by the exact distribution for the cases k=1, 2 to test the accuracy...
Persistent link: https://www.econbiz.de/10005620131
We examine dynamic correlations between housing market returns and economic policy uncertainty in the United States. Our findings suggest that correlations are time-varying and sensitive to economic fundamentals and US recessions.
Persistent link: https://www.econbiz.de/10011186484