Discover how econometricians use math and statistics to analyze and predict economic trends, serving in finance and academia ...

Abstract: Hidden Markov models (HMMs) for time-series data analysis are attracting wide interests in industries due to their ability to model the extensively existing dynamics and non-Gaussianities.

Abstract: Some problems arise in analyzing massive complex data consisting of multivariate response variables and a large number of multicollinear predictor variables, especially when the sample sizes ...