根除
发表于 2025-3-30 09:47:03
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喊叫
发表于 2025-3-30 12:28:37
The Indeterminacy of Latent Variable Modelstrix unchanged. Thus if the model is written .where.where . is diagonal and .(.′) = . then this model is indistinguishable from one with factors . = . and loading matrix .* = .. where . is a non-singular orthogonal matrix with .′ = .. In both cases the covariance matrix is . = ⋀⋀′+..
chapel
发表于 2025-3-30 17:55:45
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START
发表于 2025-3-30 22:57:31
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神秘
发表于 2025-3-31 02:01:32
Locally Weighted Autoregressionlinear autoregression. The volatility function is estimated with a kernel estimator based on the squared residuals of the mean function. Asymptotic bias and variance of these estimators are investigated. The proposals are applied to daily exchange rates of DEM/USD.
Cardiac
发表于 2025-3-31 07:01:20
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鸽子
发表于 2025-3-31 09:54:48
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相容
发表于 2025-3-31 14:51:04
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表示问
发表于 2025-3-31 18:50:34
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UTTER
发表于 2025-4-1 01:43:13
Eric Y. Sheu,M. M. De Tar,D. A. Stormroeconomic theory and the other is the “Computational General Equilibrium (CGE) approach which starts from microeconomics. I shortly describe some recent developments in economics which were at least partly responsible for these two new classes of models which could be characterized as .. since ther