Non-Gaussian state-space models arise in several applications, and within this framework the binary time series setting provides a relevant example. However, unlike for Gaussian state-space models — where filtering, predictive and smoothing distributions are available in closed form — binary...

The purpose of this paper is twofold: 1) to highlight the widely ignored but fundamental problem of ‘superpopulations’ for the use of inferential statistics in development studies. We do not to dwell on this problem however as it has been sufficiently discussed in older papers by...

We consider a set of minimal identification conditions for dynamic factor models. These conditions have economic interpretations, and require fewer number of restrictions than when putting in a static-factor form. Under these restrictions, a standard structural vector autoregression (SVAR) with...

We propose the unified approach to construct the non–informative prior for time–series econometric models that are invariant under some group of transformations. We show that this invariance property characterizes some of the most popular models hence the applicability of the proposed...

This work is the third, but not the last, in the cycle begun by the works [23, 22] about the new theory of experience and chance as the theory of co~events. Here I introduce the concepts of two co~event means, which serve as dual co~event characteristics of some co~event. The very idea of dual...

In this paper we show that the exchange rates of some commodity exporter countries have the ability to predict the price of spot and future contracts of aluminum. This is shown with both in-sample and out-of-sample analyses. The theoretical underpinning of these results relies on the...

This is a theoretic and econometric assessment of Peter Ferderer’s seminal paper published in the Journal of Post Keynesian Economics with the same title in 1993. New data shows that high forecaster discords coincide with a decrease in Investment expenditure. Specifically, the forecaster...

Citrus canker assessment data were used to investigate effects of using the Horsfall-Barratt (H-B) scale to estimate disease compared to direct estimation to the nearest percent. Twenty-eight raters assessed each of two-hundred infected leaves (0-38% true diseased area). The data were converted...

Binomial sampling based on the proportion of samples infested was investigated for estimating mean densities of citrus rust mite, Phyllocoptruta oleivora (Ashmead), and Aculops pelekassi (Keifer) (Acari: Eriophyidae), on oranges, Citrus sinensis (L.) Osbeck. Data for the investigation were...

A diameter increment model is developed and evaluated for individual trees of ponderosa pine throughout the species range in the United States using a multilevel linear mixed model. Stochastic variability is broken down among period, locale, plot, tree and within-tree components. Covariates...