The purpose of this paper is to present the likelihood methods for the analysis of cointegration in VAR models with Gaussian errors, seasonal dummies, and constant terms. We discuss likelihood ratio ...

Finite mixture models are a useful class of models for application to data. When sample sizes are not large and the number of underlying densities is in question, likelihood ratio tests based on joint ...

MATH.3860 — Undergraduate Id: 008341 Offering: 1 Credits: 3-3 Description Provides a one-semester course in probability and statistics with applications in the engineering sciences. Probability of ...

The course provides a precise and accurate treatment of statistical ideas, methods and techniques. Topics covered are sampling distributions of statistics, point estimation, interval estimation, ...

Abstract: This paper offers a new approach to estimate countries' de facto exchange rate regimes, a synthesis of two techniques. One is a technique that the authors have used in the past to estimate ...

Johnson addressed two hypotheses: the dilution effect hypothesis, and the host-diversity begets parasite-diversity hypothesis. With the dilution effect hypothesis, hosts vary in quality or competence.