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Towards Inference and Learning in Dynamic Bayesian Networks using Generalized Evidence
Langmead, Christopher J. - 2008
This report introduces a novel approach to performing inference and learning in Dynamic Bayesian Networks (DBN). The traditional approach to inference and learning in DBNs involves conditioning on one or more finite-length observation sequences. In this report, we consider conditioning on what...
Persistent link: https://www.econbiz.de/10009441211
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Market liberalization and trading in Korea
Blenman, Lloyd P.; Chen, Dar-Hsin; Chen, Chun-Da - 2010
This paper reports on the trading behavior of major participants, investment trust companies, banks, and foreigners in South Korea in the period after the currency markets were liberalized and the limits on foreign investments were lifted. It was found that trading in the spot currency market...
Persistent link: https://www.econbiz.de/10009441666
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Seasonal Adjustment of an Aggregate Series using Univariate and Multivariate Basic Structural Models
Birrell, C.; Steel, D. G.; Lin, Y. X. - 2010
Time series resulting from aggregation of several sub-series can be seasonally adjusted directly or indirectly. With model-based seasonal adjustment, the sub-series may also be considered as a multivariate system of series and the analysis may be done jointly. This approach has considerable...
Persistent link: https://www.econbiz.de/10009457605
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The Empirical Saddlepoint Likelihood Estimator Applied to Two-Step GMM
Sowell, Fallaw - 2009
The empirical saddlepoint likelihood (ESPL) estimator is introduced. The ESPL provides improvement over one-step GMM estimators by including additional terms to automatically reduce higher order bias. The first order sampling properties are shown to be equivalent to efficient two-step GMM. New...
Persistent link: https://www.econbiz.de/10009441141
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The Empirical Saddlepoint Approximation for GMM Estimators
Sowell, Fallaw B - 2007
saddlepoint performs as well as, and often better than, the bootstrap.The formulas necessary to transform the GMM moment … associated with the asymptotic normal distributions and the bootstrap, the empirical saddlepoint has a relative error. The …
Persistent link: https://www.econbiz.de/10009441150
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A functional coefficient model view of the saving-investment relation
Fang Xu - 2007
, factor based bootstrap approach is proposed for inferential issues in functional coefficient models. This approach can cope … with heterogeneous error distributions and is proven to hold asymptotically. In simulation studies factor based bootstrap … inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features. Regarding current account …
Persistent link: https://www.econbiz.de/10009429004
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APPLICATION OF THE EMPIRICAL LIKELIHOOD METHOD IN PROPORTIONAL HAZARDS MODEL
He, Bin - 2007
In survival analysis, proportional hazards model is the most commonly used and the Cox model is the most popular. These models are developed to facilitate statistical analysis frequently encountered in medical research or reliability studies. In analyzing real data sets, checking the validity of...
Persistent link: https://www.econbiz.de/10009431108
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Bootstrapping of Spatially Correlated Data
Agarwal, Prasheen Kumar - 2003
The application of the bootstrap to spatially correlated data has not been studied as widely as its application to time … implementing the bootstrap method. Kunsch (1989), Politis and Romano(1993, Liu and Singh(1992) have suggested bootstrapping methods …
Persistent link: https://www.econbiz.de/10009431163
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Testing Patterns of Nucleotide Substitution Rates at Multiple Genes
Tao, Wenli - 2002
Poisson regression in a log-linear model. The third one is a nonparametric approach based on bootstrap percentile confidence … computationally expensive and it has desirable Type I errors in most cases as well as good powers. The bootstrap-based method is the …
Persistent link: https://www.econbiz.de/10009431223