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Information of sequences and applications

Bonanno, Claudio; Galatolo, Stefano; Menconi, Giulia - In: Physica A: Statistical Mechanics and its Applications 305 (2002) 1, pp. 196-199

In this short note, we outline some results about complexity of orbits of a dynamical system, entropy and initial …

Persistent link: https://www.econbiz.de/10010588581

A comparison of some criteria for states selection in the latent Markov model for longitudinal data

Bacci, S.; Pandolfi, S.; Pennoni, F. - In: Advances in Data Analysis and Classification 8 (2014) 2, pp. 125-145

. Among the latter criteria, we propose an appropriate entropy measure tailored for the latent Markov models. We show the …

Persistent link: https://www.econbiz.de/10010846125

Real-time macroeconomic data and uncertainty

Glass, Katharina; Fritsche, Ulrich - 2015 - 2nd updated version

Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...

Persistent link: https://www.econbiz.de/10011298898

Real-time information content of macroeconomic data and uncertainty : an application to the Euro area

Glass, Katharina; Fritsche, Ulrich - 2014

three methods: descriptive error statistics, signal-to-noise ratios and entropy measures. Our results document a trend of …, Euro area signal-noise-ratios and entropy measures are correlated with popular uncertainty proxies, Euro area news …

Persistent link: https://www.econbiz.de/10010425751