Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.

Estimation theory --- Stochastic processes --- Statistics

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

A Computational Approach to Statistical Learning gives a novel introduction to predictive modeling by focusing on the algorithmic and numeric motivations behind popular statistical methods. The text contains annotated code to over 80 original reference functions. These functions provide minimal working implementations of common statistical learning algorithms. Every chapter concludes with a fully worked out application that illustrates predictive modeling tasks using a real-world dataset. The text begins with a detailed analysis of linear models and ordinary least squares. Subsequent chapters explore extensions such as ridge regression, generalized linear models, and additive models. The second half focuses on the use of general-purpose algorithms for convex optimization and their application to tasks in statistical learning. Models covered include the elastic net, dense neural networks, convolutional neural networks (CNNs), and spectral clustering. A unifying theme throughout the text is the use of optimization theory in the description of predictive models, with a particular focus on the singular value decomposition (SVD). Through this theme, the computational approach motivates and clarifies the relationships between various predictive models. Taylor Arnold is an assistant professor of statistics at the University of Richmond. His work at the intersection of computer vision, natural language processing, and digital humanities has been supported by multiple grants from the National Endowment for the Humanities (NEH) and the American Council of Learned Societies (ACLS). His first book, Humanities Data in R, was published in 2015. Michael Kane is an assistant professor of biostatistics at Yale University. He is the recipient of grants from the National Institutes of Health (NIH), DARPA, and the Bill and Melinda Gates Foundation. His R package bigmemory won the Chamber's prize for statistical software in 2010. Bryan Lewis is an applied mathematician and author of many popular R packages, including irlba, doRedis, and threejs.

Machine learning --- Mathematical statistics. --- Estimation theory. --- Mathematics.

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Is over-optimism about a country's future growth perspective good for an economy, or does over-optimism also come with costs? In this paper we provide evidence that recessions, fiscal problems, as well as Balance of Payment-difficulties are more likely to arise in countries where past growth expectations have been overly optimistic. To examine this question, we look at the medium-run effects of instances of over-optimism or caution in IMF forecasts. To isolate the causal effect of over-optimism we take an instrumental variables approach, where we exploit variation provided by the allocation of IMF Mission Chiefs across countries. As a necessary first step, we document that IMF Mission Chiefs tend to systematically differ in their individual degrees of forecast-optimism or caution. The mechanism that transforms over-optimism into a later recession seems to run through higher debt accumulation, both public and private. Our findings illustrate the potency of unjustified optimism and underline the importance of basing economic forecasts upon realistic medium-term prospects.

Econometrics --- Public Finance --- Investment --- Capital --- Intangible Capital --- Capacity --- Business Fluctuations --- Cycles --- Debt --- Debt Management --- Sovereign Debt --- Estimation --- Public finance & taxation --- Econometrics & economic statistics --- Public debt --- Estimation techniques --- Econometric analysis --- Debts, Public --- Econometric models --- Thailand

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

1. Conceptual foundations and philosophy - 2. Practical application of the guides - 3. Pain-related impairment - 4. The cardiovascular system - 5. The pulmonary system - 6. The digestive system - 7. The urinary and reproductive systems - 8. The skin - 9. The hematopoietic system - 10. The endocrine system - 11. Ear, nose throat and related structures - 12. The visual system - 13. The central and peripheral nervous system - 14. Mental and behavioral disorders - 15. The upper extremities - 16. The lower extremities - 17. The spine and pelvis

Hygiene. Public health. Protection --- Orthopaedics. Traumatology. Plastic surgery --- Disability evaluation --- Medical jurisprudence --- Disability Evaluation --- 11.02 --- 612.8 --- 796.012 --- 796.012 Movement and motor functions: tests and measurement --- Movement and motor functions: tests and measurement --- Disability Evaluations --- Evaluation, Disability --- Evaluations, Disability --- Eligibility Determination --- Rehabilitation --- Workers' Compensation --- International Classification of Functioning, Disability and Health --- Disability rating --- Estimation of disability --- Estimation of incapacity --- Incapacity, Estimation of --- Diagnosis --- Evaluation --- Industrial accidents --- Verzekeringsgeneeskunde ; Ziekte : Ongevallen ; Invaliditeit --- Zenuwstelsel. Zintuigen. Motorische neurowetenschappen --- Schade : Schadebegroting --- Dommage : Evaluation du dommage

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

We shed new light on the determinants of growth by tackling the blunt and weak instrument problems in the empirical growth literature. As an instrument for each endogenous variable, we propose average values of the same variable in neighboring countries. This method has the advantage of producing variable-specific and time-varying—namely, “sharp”—and strong instruments. We find that export sophistication is the only robust determinant of growth among standard growth determinants such as human capital, trade, financial development, and institutions. Our results suggest that other growth determinants may be important to the extent they help improve export sophistication.

Econometrics --- Exports and Imports --- Industries: Manufacturing --- Measurement of Economic Growth --- Aggregate Productivity --- Cross-Country Output Convergence --- Single Equation Models: Single Variables: Instrumental Variables (IFV) Estimation --- 'Panel Data Models --- Spatio-temporal Models' --- Trade: General --- Estimation --- Trade Policy --- International Trade Organizations --- Industry Studies: Manufacturing: General --- Education: General --- International economics --- Econometrics & economic statistics --- Macroeconomics --- Manufacturing industries --- Education --- Exports --- Estimation techniques --- Real exports --- Manufacturing --- International trade --- Econometric analysis --- National accounts --- Economic sectors --- Econometric models --- Mexico --- Panel Data Models --- Spatio-temporal Models