JER, 第 1 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 1996 |
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第 1 到 3 筆結果,共 23 筆
第 255 頁
... indicators to a multivariate model of coincident and leading indicators . By doing so , one can formulate the index of leading indicators based on the probabilistic model that is consistent with the prominent regime switches in business ...
... indicators to a multivariate model of coincident and leading indicators . By doing so , one can formulate the index of leading indicators based on the probabilistic model that is consistent with the prominent regime switches in business ...
第 256 頁
... indicators.3 Their model can be written as follows : Yt = yt ( L ) nt + Zt , ( 1 ) ( L ) nt = ( L ) zt = Et , Et ~ Bs , + Nt , nt ~ i.i.d. N ( 0 , ơ2 ) , MVN ( O , E ) , ( 2 ) ( 3 ) - where yt is an ( N1 × 1 ) vector of the growth rates ...
... indicators.3 Their model can be written as follows : Yt = yt ( L ) nt + Zt , ( 1 ) ( L ) nt = ( L ) zt = Et , Et ~ Bs , + Nt , nt ~ i.i.d. N ( 0 , ơ2 ) , MVN ( O , E ) , ( 2 ) ( 3 ) - where yt is an ( N1 × 1 ) vector of the growth rates ...
第 257 頁
... indicators or from the re- versal of the current state . Next section provides the empirical model that captures this idea . 3 Markov Switching Factor Model of Coinci- dent and Leading Indicators Suppose that coincident and leading ...
... indicators or from the re- versal of the current state . Next section provides the empirical model that captures this idea . 3 Markov Switching Factor Model of Coinci- dent and Leading Indicators Suppose that coincident and leading ...