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Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models
(Taylor & Francis Ltd, 2018-09)
Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In ...
Multivariate analysis of test-day and total milk yield in goats
(Funpec-editora, 2015-01-01)
The objective of this study was to estimate genetic parameters for 305-day cumulative milk yield (MY305) and its association with test-day milk yield (TDMY) in Saanen and Alpine goats in order to provide information that ...
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2010-09-13)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2009-02-05)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2010-03-29)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
Short communication: Principal components and factor analytic models for test-day milk yield in Brazilian Holstein cattle
(Elsevier B.V., 2012-04-01)
A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the ...
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2011-01-27)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
The importance of common cyclical features in VAR analysis: a Monte-Carlo study
(Escola de Pós-Graduação em Economia da FGV, 2001-04-01)
Despite the commonly held belief that aggregate data display short-run comovement, there has been little discussion about the econometric consequences of this feature of the data. We use exhaustive Monte-Carlo simulations ...
Principal components and factor analytic models for birth to mature weights in Nellore cattle
(2013-04-01)
A total of 61,528 weight records from 22,246 Nellore animals born between 1984 and 2002 were used to compare different multiple-trait analysis methods for birth to mature weights. The following models were used: standard ...
Principal components and factor analytic models for birth to mature weights in Nellore cattle
(2013-04-01)
A total of 61,528 weight records from 22,246 Nellore animals born between 1984 and 2002 were used to compare different multiple-trait analysis methods for birth to mature weights. The following models were used: standard ...