If there are exogenous manifest variables in the linear structural equation model, then there is a one-to-one relationship between the given covariances and corresponding estimates in the central ...
A comparative study of univariate and multivariate time‑series forecasting methods applied to cocoa futures returns. We benchmarked ARIMA‑GARCH, Exponential Smoothing (ETS), and VARX models using a ...
This paper is devoted to a detailed examination of the exact sampling properties of the instrumental variables (IV) estimator of the vector of coefficients on the exogenous variables in a single ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback