In this paper we apply wavelet analysis to the class of fractionally integrated processes to show that this class is a member of the $1/f$ family of processes as defined by Wornell (1993) and to produce an alternative method of estimating the fractional differencing parameter. Currently the...

This paper develops a consistent OLS estimate of a fractionally integrated processes' differencing parameter, using continuous wavelet theory as constructed from smoothing kernels. We show that a log-log linear relationship exists between the variance of the wavelet coefficient and the level at...

This paper is an initial exploration of the determinants of open source project success as measured by project popularity. We simultaneously model the impact of project-specific characteristics on project popularity, and the impact of intended users and choice of operating system on the choice...

Los estudios de DAP han sido implementados en el sector de Agua potable y saneamiento (AAS), como una herramienta que ayuda a determinar con mayor acierto la viabilidad financiera ex-ante de proyectos de abastecimiento de agua y saneamiento básico, y en un sentido más amplio promover un mejor...

The choice of a specific distribution for random parameters of a discrete choice model is a critical issue in transportation analysis. Indeed, various pieces of research have demonstrated that an inappropriate choice of the distribution may lead to serious biases in model forecast and in the...

In a recent paper Mercenier and Sekkat (1988) conclude that the Bank of Canada has followed a policy of exchange rate targeting using the money supply. We reexamine their results using a different estimation approach and with different assumptions about the forcing process of the exogenous...

Survey nonresponse makes identification of population statistics problematic. Except in special cases, identification is possible only if one makes untestable assumptions about the distribution of the missing data. However, non-response does not preclude identification of bounds on population...

Based on the Partial Distribution (Feng Dai, 2001), a new model to price an asset (MPA) is given. Going a step further, this paper puts forward the Multivariate Partial Distribution (MPD) for the first time. By use of MPD, we could gain a new kind of model for pricing the group assets (MPGA), in...

This paper develops a time domain score statistic for testing fractional integration at zero and seasonal frequencies in quarterly time series models. Further, it introduces the notion of fractional cointegration at different frequencies between two seasonally integrated, I(1) series. In testing...