Titlebook: Econometrics in Theory and Practice; Festschrift for Hans Robert Galata,Helmut Küchenhoff Book 1998 Physica-Verlag Heidelberg 1998 Entschei

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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 . = ⋀⋀′+..

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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.

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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