Displaying similar documents to “Concepts of relative importance.”

On the properties typical of economic time series.

Arthur B. Treadway (1984)

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This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. Common practice in Econometrics is criticized and certain aspects of Economic Theory are discussed.

Regression and time series: Discussion.

P. J. Harrison, Arnold Zellner (1980)

Trabajos de Estadística e Investigación Operativa

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Discussion on the papers by Brown, Philip J., Aspects of multivariate regression and by Dempster, Arthur P., Bayesian inference in applied statistics, both of them part of a round table on Regression and time series held in the First International Congress on Bayesian Methods (Valencia, Spain, 28 May - 2 June 1979).

Product expenditure patterns in the ECPF survey: an analysis using multiple group latent-variables models.

Eva Ventura, Albert Satorra (2001)

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Using data form the Spanish household budget survey, we investigate some aspects of household heterogeneity on several product expenditures. We adopt a latent-variable model approach to evaluate the impact of income on expenditures, controlling for the number of members in the family. Two latent factors underlying repeated measures of monetary and non-monetary income are used as explanatory variables in the expenditure regression equations, thus avoiding possible bias associated to the...

Quantile plots in the analysis of heteroscedastic models.

Montserrat Pepió Viñals, Carlos Polo Miranda (1992)

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Recent developments in quality engineering methods have led to considerable interest in the analysis of variance, buiding a dispersion model, identifying important effects from replicated experiments and checking for significance by means of a half-normal plot. A methodology based on a chi-squared quantile plot is presented here for checking first the presence of heteroscedasticity, outliers and other data peculiarities, and after the estimation stage a new stepwise procedure tests for...

A model for credit scoring: an application of discriminant analysis.

Manuel Artís, Montserrat Guillén, José M.ª Martínez (1994)

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The application of statistical techniques in decision making, and more specifically for classification requirements, has proved to be adequate in the context of financial problems. In this study, we present the methodology used and the results obtained in the elaboration of a decision-support system for credit assignment. The problem was to provide an automatic tool for a Spanish financial institution that needed to quantify and analyse credit applications from clients. Firstly, we shall...