Simon Fraser University

Example 14.3: Vector AR(1) Estimation

This example shows the estimation of a two-variable vector AR(1) error process for the Grunfeld model (Grunfeld 1960) using the %AR macro. First, the full model is ...
Simon Fraser University

Example 14.8: Nonlinear FIML Estimation

The data and model for this example were obtained from Bard (1974, p.133-138). The example is a two-equation econometric model used by Bodkin and Klein to fit U.S production data for the years ...
Risk

Multi-factor default correlation model estimation: enhancement with bootstrapping

To assess the overall credit risk of a portfolio, it is important to consider the risk correlation between the counterparties (obligors) in addition to their individual credit risks. However, the ...
JSTOR Daily

Data integration model for air quality: a hierarchical approach to the global estimation of exposures to ambient air pollution

Gavin Shaddick, Matthew L. Thomas, Amelia Green, Michael Brauer, Aaron van Donkelaar, Rick Burnett, Howard H. Chang, Aaron Cohen, Rita Van Dingenen, Carlos Dora ...
Science Daily

Researchers develop a novel vote-based model for more accurate hand-held object pose estimation

Estimating the pose of hand-held objects is a critical and challenging problem in robotics and computer vision. While leveraging multi-modal RGB and depth data is a promising solution, existing ...
Mining

Atlanta Fed introduces new GDP estimation model adjusted for gold trade

The Federal Reserve Bank of Atlanta is changing the parameters of its widely followed GDP estimation model following the recent surge in US gold imports. The Atlanta Fed’s GDPNow model provides a ...