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Cointegration has important implications for portfolio diversification. One of these is that in order to spread risk it is advisable to invest in markets that are not cointegrated. Over the last several decades communication technology has made the world a smaller place and hence cointegration...
Persistent link: https://www.econbiz.de/10009480810
Business surveys often use complex sets of edit rules (edits, for short) to check returned questionnaires (records), locate suspicious or unacceptable responses, and support data cleaning operations prior to using the survey responses for estimation of the required target parameters. These sets...
Persistent link: https://www.econbiz.de/10009457860
Mixture cure models were originally proposed in medical statistics to model long-term survival of cancer patients in terms of two distinct subpopulations – those that are cured of the event of interest and will never relapse, along with those that are uncured and are susceptible to the event....
Persistent link: https://www.econbiz.de/10009458708