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Keyword: prediction;

5 results found.

Econometrics Paper

Nonparametric prediction with spatial data

Abhimanyu Gupta and Javier Hidalgo

We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing that the predictor has desirable asymptot...Read more...

3 March 2022

DARP Paper

Intergenerational Mobility in Britain: Revisiting the Prediction Approach of Dearden, Machin and Reed

Ramses H. Abul Naga and Frank A Cowell

The 'prediction approach' proposed by Dearden, Machin and Reed (DMR) consists in (1) regressing the observed incomes of the child and parent families on separate sets of predetermined variables, and (2) regressing the ch...Read more...

September 2002

Econometrics Paper

Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain

Javier Hidalgo and Yoshihiro Yajima

We frequently observe that one of the aims of time series analysts is to predict future values of the data. For weakly dependent data, when the model is known up to a finite set of parameters, its statistical properties ...Read more...

June 2001

DARP Paper

Prediction and Determination of Household Permanent Income

Ramses H. Abul Naga and Robin Burgess

This paper is about the determination and prediction of permanent income in household data. Standard static welfare indicators (e.g. per capita expenditure and income) are imperfect in this respect as they typically cont...Read more...

November 1997

DARP Paper

Prediction and Sufficiency in the Model Factor Analysis

Ramses H. Abul Naga

We contrast two approaches to the prediction of latent variables in the model of factor analysis. The likelihood statistic is a sufficient statistic for the unobservables when sampling arises from the exponential family ...Read more...

November 1997