The regional statistics provides the quantitative methods requested to a right knowledge of phenomena variability in territorial profile, as well as, the substantiation of regional strategies and policies of economic development. Also, the regional statistics supplies the explicit analyses of...

In high dimensional data, relevant interactions can be difficult to identify due to the extremely large number of possible interactions among variables. Conventional methods use a screening stage to vastly reduce the dimension of the variable space before examining the interaction effect....

This paper estimates a dynamic factor model (DFM) for nowcasting Canadian gross domestic product. The model is estimated with a mix of soft and hard indicators, and it features a high share of international data. The model is then used to generate nowcasts, predictions of the recent past and...

This paper employs concepts from information theory to choosing the dimension of a data set. We propose a relative information measure connected to Kullback-Leibler numbers. By ordering the series of the data set according to the measure, we are able to obtain a subset of a data set that is most...

This paper employs concepts from information to choosing the dimension of a data set. We calculate relative measures of information in the data in terms of eigenvalues and derive criteria to determine the ‘optimal’ size of the data set, in particular whether an extra variable adds...

Introduction to empirical data analysis -- Regression analysis -- Analysis of variance -- Discriminant analysis -- Logistic regression -- Contingency analysis -- Factor analysis -- Cluster analysis -- Conjoint analysis.