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 ...

This section briefly introduces the forecasting methods used by the FORECAST procedure. Refer to textbooks on forecasting and see "Forecasting Methods" later in this chapter for more detailed ...

There are also trade-offs in creativity. Because the energy critic favors low-energy (i.e., high-probability) text, the model tends to prefer fluent, conventional language over novel phrasing. This ...

This paper considers semiparametric inference for longitudinal data collected at irregular and possibly subject-specific times. We propose an irregular time ...

A statistical model for predicting individual house prices and constructing a house price index is proposed utilizing information regarding sale price, time of sale and location (ZIP code). This model ...