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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...
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...
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...
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...