19 research outputs found
Computational techniques for applied econometric analysis of macroeconomic and financial processes
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Computational techniques for applied econometric analysis of macroeconomic and financial processes
No full textFood Demand in Mexico: An Application of the Amemiya‐Tobin Approach to the Estimation of a Censored Food System
No full textSISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
No full textRotational uniqueness conditions under oblique factor correlation metric
No full textIn an addendum to his seminal 1969 article J\"{o}reskog stated two sets of
conditions for rotational identification of the oblique factor solution under
utilization of fixed zero elements in the factor loadings matrix. These
condition sets, formulated under factor correlation and factor covariance
metrics, respectively, were claimed to be equivalent and to lead to global
rotational uniqueness of the factor solution. It is shown here that the
conditions for the oblique factor correlation structure need to be amended for
global rotational uniqueness, and hence, that the condition sets are not
equivalent in terms of unicity of the solution.Comment: Postprint, 5 page
Stock Portfolio Excess Returns and Macroeconomic Variables: An Empirical Analysis of the Singapore Stock Market
No full text10.1007/BF01731421Asia Pacific Journal of Management7221-4
Applications of Bayesian temperature profile reconstruction to automated comparison with heat transport models and uncertainty quantification of current diffusion
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