We have studied the relationship between Receiver Operating Characteristics (ROC) and Precision Recall Curve (PRC) both analytically and using a real-life empirical example of yield spread as a predictor of recessions. We show that false alarm rate in ROC and inverted precision in PRC are...

We investigate whether the boosted HP filter (bHP) proposed by Phillips and Shi (2021) might be preferred for New Zealand trend and growth cycle analysis, relative to using the standard HP filter (HP1600). We do this for a representative range of quarterly macroeconomic time series typically...

We analyze empirically whether trade and financial linkages between two countries increase the synchronization of their business cycles directly or indirectly. In a system of equations, we use a newly processed database on the bilateral linkages of a small open economy, namely Spain. We prefer...

Statistical computing when input/output is driven by a Graphical User Interface is considered. A proposal is made for automatic control of computational flow to ensure that only strictly required computations are actually carried on. The computational flow is modeled by a directed graph for...

Disparate impact litigation is unique, in part because outcomes often depend on statistical analysis from expert witnesses who are research psychologists. Accordingly, it is surprising that psychologists serving the court as expert witnesses in disparate impact (DI) cases often take one of two...

Data analysis is an ever-evolving subject and is of utmost importance and priority for research as well as researcher. It encompasses inspection, coding, transformation, and modelling to draw scientific conclusions. In the recent past, data mining and use of quantitative techniques has been...