The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...

The model assumed is first-order autoregressive with contemporaneous correlation between cross sections. In this model, the covariance matrix for the vector of random errors u can be expressed as A ...

There are also trade-offs in creativity. Because the energy critic favors low-energy (i.e., high-probability) text, the model ...

This is a preview. Log in through your library . Abstract Time series of event counts are common in political science and other social science applications. Presently, there are few satisfactory ...

This is a preview. Log in through your library . Abstract A new estimator, AICI, of the Kullback-Leibler information is proposed for Gaussian autoregressive time series model selection. The expected ...