In this book, we explain the development of a new filtering method to estimate the hidden states of random variables for multiple non-stationary time series data. This method is particularly helpful……続きを見る
Fundamental Statistics for the Social and Behavioral Sciences, Second Edition, places statistics within the research process, illustrating how they are used to answer questions and test ideas. Stude……続きを見る
This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial econometrics.
Considerable interest has been given to the esti……続きを見る