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the stock prices of these companies using entropy measures. The entropy and Mutual Information (MI) statistics permit an …
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Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal...
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use of simulations in social sciences. In this paper, we present an information theoretic criterion to measure how close …
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This paper argues that the inherent data problems make precise point identification of realized correlation difficult but identification bounds in the spirit of Manski (1995) can be derived. These identification bounds allow for a more robust approach to inference especially when the realized...
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