This paper offers two innovations for empirical growth research. First, the paper discusses principal components augmented regressions to take into account all available information in well-behaved regressions. Second, the paper proposes a frequentist model averaging framework as an alternative...

Production planning and control (PPC) systems have to deal with rising complexity and dynamics. The complexity of planning tasks is due to some existing multiple variables and dynamic factors derived from uncertainties surrounding the PPC. Although literatures on exact scheduling algorithms,...

MVA is today's price of the future costs generated by future initial margin postings. Computing MVA requires long-term risk neutral simulations of future initial margin amounts. The ISDA SIMM computes initial margin based on the portfolio's sensitivity with respect to a high-dimensional vector...