In this paper, we propose an analyze a model built to treat data presenting the following characteristics: 1. they appear in an aggregated form 2. the aggregated terms may be considered as multivariate measures performed by instruments of random accuracy, or by the same instrument in changing...

We Highlight a fast subsampling method that can be used to provide valid inference in nonlinear dynamic econometric models.

We drive the minimum variance quadratic unbiased estimator (MIVQUE) of the variance of the components of a random vector having a compound normal distribution (CND). We show that the MIVQUE converges in probability to a random variable whose distribution is essentially the mixing distribution...

The aim of this paper is to compare various real estate valuation models and the manner in which they take into account environmental variables.