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theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill … problems / Linda Fernandez -- Dart boards and asset prices : Introducing the entropy pricing theory / Les Gulko -- Information …) : theory and applications / Arnold Zellner …
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This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...
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Recent releases of X-13ARIMA-SEATS and JDemetra+ enable their users to choose between the non-parametric X-11 and the parametric ARIMA model-based approach to seasonal adjustment for any given time series without the necessity of switching between different software packages. To ease the...
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