Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap [PDF]
Many models were used to identify the factors affecting the demand for overnight funds by commercial banks. Theses models overcome overdispersion problems caused by excess of zeros found in the dataset. Generalized Linear Latent and Mixed Models (GLLAMM)
Marta Areosa
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GERAÇÃO AUTOMÁTICA DE MODELOS DIGITAIS DE TERRENO A PARTIR DE IMAGENS OBTIDAS POR CÂMARAS DIGITAIS
Revista Brasileira de Cartografia, 2009 Os sistemas fotogramétricos digitais existentes atualmente apresentam funções capazes de gerar MDT's de modo automático. No entanto, problemas na etapa de correspondência de pontos fazem com que a edição desses modelos seja, na maioria das vezes ...
Elaine Reis Costa +2 more
doaj
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy [PDF]
This paper presents empirical evidence suggesting that the degree of long-range dependence in interest rates depends on the conduct of monetary policy. We study the term structure of interest rates for the US and find evidence that global Hurst exponents
Benjamin M. Tabak +1 more
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Revista Colombiana de Estadística, 2008 In this paper, we show different parameters estimation forms for multiple linear regression model. We used clinical data, where the interest was to verify the relationship among the mechanical assay maximum stress with femoral mass, femoral diameter and ...
Coelho-Barros Emílio Augusto +4 more
doaj
Variantes da solução de Scheffé para o problema de Behrens-Fisher baseadas em reamostragem
, 2018 Num par de artigos de 1943 e 1944, Sche é deduziu para o problema de Behrens-Fisher uma solução simples com distribuição t exacta, que mostrou ter boas propriedades. Todavia, posteriormente preteriu essa solução em favor do teste t aproximado de Welch.
openaire +1 more source
Uso do método de reamostragem Bootstrap na estimação de parâmetros genéticos populacionais [PDF]
, 2020 openaire +1 more source
Anomalous values and missing data in clinical and experimental studies. [PDF]
J Vasc Bras, 2019 Miot HA.
europepmc +1 more source
Evaluating Asset Pricing Models in a Fama-French Framework [PDF]
In this work we propose a methodology to compare different stochastic discount factor (SDF) proxies based on relevant market information. The starting point is the work of Fama and French, which evidenced that the asset returns of the U.S.
Carlos Enrique Carrasco Gutierrez +1 more
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Forecasting Bonds Yields in the Brazilian Fixed Income Market [PDF]
This paper studies the predictive ability of a variety of models in forecasting the yield curve for the Brazilian fixed income market. We compare affine term structure models with a variation of the Nelson-Siegel exponential framework developed by ...
Benjamin M. Tabak, Jose Vicente
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Validation and development of an immunonephelometric assay for the determination of alpha-1 antitrypsin levels in dried blood spots from patients with COPD. [PDF]
J Bras Pneumol, 2013 Zillmer LR +9 more
europepmc +1 more source