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confidence intervals for the structural parameters. Our theory provides a finite-sample bound on the difference between the true …
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This note is intended to demonstrate that median (a well-known measure of central tendency) is a weighted arithmetic mean of all sample observations and such (non-trivial) weights may be computed by an optimization method such as the host-parasite co-evolutionary algorithm
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There is no available Prais-Winsten algorithm for regression with AR(2) or higher order errors, and the one with AR(1) errors is not fully justified or is implemented incorrectly (thus being inefficient). This paper addresses both issues, providing an accurate, computationally fast, and...
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