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作者：DIEBOLD, FX; RUDEBUSCH, GD
作者单位：Federal Reserve System - USA; Federal Reserve System Board of Governors
摘要：We examine the ability of the composite index of leading economic indicators to predict future movements in aggregate economic activity. Previous examinations of predictive performance have evaluated either the in-sample residual errors from a forecasting equation fitted to the entire sample of data or the out-of-sample forecast errors from an equation fitted to a subsample of the data. Unlike previous evaluations, we perform a real-time analysis, which uses the provisional and partially revis...
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作者：SPEED, TP
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作者：PEARSON, RW
摘要：Social statistics have played a large role in describing the nature of the problem of an emerging urban underclass in the United States and in placing these issues on the public agenda and before the research community. Extant social statistics, however, are inadequate to the task of understanding the processes and mechanisms that create, maintain, or overcome the conditions and consequences of the urban underclass. Without theoretically informed social statistics of organizations and institut...
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作者：BERLINER, LM
摘要：There has recently been considerable interest in both applied disciplines and in mathematics, as well as in the popular science literature, in the areas of nonlinear dynamical systems and chaotic processes. By a nonlinear, deterministic dynamical system, we mean a time series in which, starting at some initial condition, the values of the series are some fixed, nonlinear function of the previous states. One of the more intriguing aspects of these models is their propensity for displaying very ...
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作者：MULRY, MH; SPENCER, BD
作者单位：Northwestern University
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作者：HOCKING, RR
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作者：ATKINSON, AC
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作者：CALVIN, JA; DYKSTRA, RL
摘要：The problem of estimating covariance matrices in balanced multivariate variance components models is discussed. As with univariate models, it is possible for the traditional estimators, based on differences of the mean square matrices, to produce estimates that are outside the parameter space. In fact, in many cases it is extremely likely that traditional estimates of the covariance matrices will not be nonnegative definite (nnd). In this article we develop an iterative estimation procedure, s...
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作者：EASTON, GS
摘要：This article describes a new approach for constructing robust location estimators. These estimators are constructed to be nearly optimal in small sample sizes simultaneously for two or more possible underlying shapes of the density of the data. The estimators are weighted averages of the maximum likelihood estimators for the densities considered, where the weights depend on the sample through the likelihood functions. Because of this relationship to the usual MLE's, these estimators are called...
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作者：MAGEE, L; BURBIDGE, JB; ROBB, AL
摘要：Quantiles of a variable Y conditional on another variable X, when plotted against X, can be a useful descriptive tool. These plots give a quick impression of the functional form of the relation between X and the location, spread, and shape of the conditional distribution of Y. If several Y are observed for each X, then sample quantiles could be calculated for each X. The resulting quantile plot may be quite noisy, however, and smoothing across X may be desired. This article presents an algorit...
