We extend classical ideal point estimation to allow voters to have different preferences when voting in different domains – for example when voting on agricultural policy than when voting on defense policy. Our scaling procedure results in estimated ideal points on a common scale. As a result,...

We define a dynamic and self-adjusting mixture of Gaussian Graphical Models to cluster financial returns, and provide a new method for extraction of nonparametric estimates of dynamic alphas (excess return) and betas (to a choice set of explanatory factors) in a multivariate setting. This...