This is a preview. Log in through your library . Abstract We consider a general class of varying coefficient mixed models where random effects are introduced to account for between-subject variation.

This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass ...

The Standard Deviation is the basic metric to measure volatility. However, the Standard Deviation is an absolute measurement, not a relative measurement. To compare the volatility of two or more data ...

Leslie Kramer is a writer for Institutional Investor, correspondent for CNBC, journalist for Investopedia, and managing editor for Markets Group. Correlation measures the linear relationship between ...