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Browsing Department of Economics (ECO) by Author "SALMON, Mark"
Now showing items 1-16 of 16
Title:Representations of I(2) Cointegrated Systems Using the Smith-Mcmillan Form
Author(s):HALDRUP, Niels; SALMON, MarkDate:1998Type of Publication:ArticleAbstract:This paper presents a discussion of cointegration amongst I(2) variables and provides a synthesis of various ways I(2) cointegrated systems may be characterized and represented. Following Yoo (1986), Engle and Yoo (1991) ...
Title:Preferred Point Geometry and the Local Differential Geometry of the Kullback-Leibler Divergence
Author(s):CRITCHLEY, Frank; MARRIOTT, Paul; SALMON, MarkDate:1994Type of Publication:ArticleAbstract:A new preferred point geometric structure for statistical analysis, closely related to Amari's alpha-geometries, is introduced. The added preferred point structure is seen to resolve the problem that divergence measures ...
Title:Preferred Point Geometry and Statistical Manifolds
Author(s):CRITCHLEY, Frank; MARRIOTT, Paul; SALMON, MarkDate:1993Type of Publication:ArticleAbstract:A new mathematical object called a preferred point geometry is introduced in order to (a) provide a natural geometric framework in which to do statistical inference and (b) reflect the distinction between homogeneous aspects ...