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Articles 1 - 10 of 10
Full-Text Articles in Social and Behavioral Sciences
Bugs For A Bayesian Analysis Of Stochastic Volatility Models, Renate Meyer, Jun Yu
Bugs For A Bayesian Analysis Of Stochastic Volatility Models, Renate Meyer, Jun Yu
Research Collection School Of Economics
This paper reviews the general Bayesian approach to parameter estimation in stochastic volatility models with posterior computations performed by Gibbs sampling. The main purpose is to illustrate the ease with which the Bayesian stochastic volatility model can now be studied routinely via BUGS (Bayesian inference using Gibbs sampling), a recently developed, user-friendly, and freely available software package. It is an ideal software tool for the exploratory phase of model building as any modifications of a model including changes of priors and sampling error distributions are readily realized with only minor changes of the code. However, due to the single move …
A Monte Carlo Investigation Of Some Tests For Stochastic Dominance, Yiu Kuen Tse, Xibin Zhang
A Monte Carlo Investigation Of Some Tests For Stochastic Dominance, Yiu Kuen Tse, Xibin Zhang
Research Collection School Of Economics
This paper compares the performance of several tests for stochastic dominance up to order three using Monte Carlo methods. The tests considered are the Davidson and Duclos (2000) test, the Anderson test (1996) and the Kaur, Rao and Singh (1994) test. We find that the Davidson-Duclos test appears to be the best. The Kaur-Rao-Singh test is overly conservative and does not compare favorably against the Davidson-Duclos and Anderson tests in terms of power.
How Accurate Are Confidence Intervals For Impulse Responses In Large Var Models?, Lutz Kilian, Pao-Li Chang
How Accurate Are Confidence Intervals For Impulse Responses In Large Var Models?, Lutz Kilian, Pao-Li Chang
Research Collection School Of Economics
We study the finite-sample accuracy and average length of pointwise confidence intervals for impulse responses in vector autoregressive models with many variables and many lags. Our results complement existing simulation evidence based on much simpler bivariate models.
Prognostic Impact Of P53 Status In Ewing Sarcoma, E. De Alava, C. Antonescu, A. Panizo, Denis H. Y. Leung, P. Meyers, A. Huvos, F. J. Pardo-Mindan, J. Healey, M. Ladanyi
Prognostic Impact Of P53 Status In Ewing Sarcoma, E. De Alava, C. Antonescu, A. Panizo, Denis H. Y. Leung, P. Meyers, A. Huvos, F. J. Pardo-Mindan, J. Healey, M. Ladanyi
Research Collection School Of Economics
Disease stage at the time of diagnosis and response to therapy are the main prognostic factors for patients with Ewing sarcoma or peripheral neuroectodermal tumor (ES/PNET). The primary genetic alteration in ES/PNET, the fusion of the EWS gene with FLI1 or ERG, is diagnostically highly specific for these tumors, and molecular variation in the structure of the EWS-FLI1 fusion gene also is of prognostic significance. In contrast, secondary genetic alterations, such as P53 alterations, are relatively uncommon in ES/PNET, and their prognostic impact has not been extensively studied. METHODS: Prechemotherapy, paraffin embedded, nondecalcified, primary tumor material in a well-characterized series …
Density Forecasting: A Survey, Anthony S. Tay, Kenneth F. Wallis
Density Forecasting: A Survey, Anthony S. Tay, Kenneth F. Wallis
Research Collection School Of Economics
A density forecast of the realization of a random variable at some future time is an estimate of the probability distribution of the possible future values of that variable. A selective survey is presented of applications of density forecasting in macroeconomics and finance, and some issues concerning the production, presentation, and evaluation of density forecasts are discussed.
A New Statistic For Regression Transformation, Zhenlin Yang
A New Statistic For Regression Transformation, Zhenlin Yang
Research Collection School Of Economics
A new statistic for testing a regression transformation is proposed based on a result of Yang (1999). This statistic is shown to be stable, having a null distribution almost independent of model type and parameter values, accurate and easy to implement. The statistic is of the Wald-type and thus is compared with the Wald statistic given by Lawrence (1987) in terms of size, null distribution and power using simulation. The simulation results show that the new statistic generally outperforms that of Lawrence.
Two Hundred Gastrointestinal Stromal Tumors: Recurrence Patterns And Prognostic Factors For Survival, Ronald P. Dematteo, Jonathan J. Lewis, Denis H. Y. Leung, Salvinder S. Mudan, James M. Woodruff, Murray F. Brennan
Two Hundred Gastrointestinal Stromal Tumors: Recurrence Patterns And Prognostic Factors For Survival, Ronald P. Dematteo, Jonathan J. Lewis, Denis H. Y. Leung, Salvinder S. Mudan, James M. Woodruff, Murray F. Brennan
Research Collection School Of Economics
Objective: To analyze the outcome of 200 patients with gastrointestinal stromal tumor (GIST) who were treated at a single institution and followed up prospectively. Summary Background Data: A GIST is a visceral sarcoma that arises from the gastrointestinal tract. Surgical resection is the mainstay of treatment because adjuvant therapy is unproven. Methods: Two hundred patients with malignant GIST were admitted and treated at Memorial Hospital during the past 16 years. Patient, tumor, and treatment variables were analyzed to identify patterns of tumor recurrence and factors that predict survival. Results: Of the 200 patients, 46% had primary disease without metastasis, 47% …
The Long Term Effects Of Angiotensin Converting Enzyme Inhibition And Metabolic Control On Cardiovascular And Renal Outcomes In Hypertensive Type 2 Diabetic Patients, Julien C. N. Chan, Gary T. C. Ko, Denis H. Y. Leung
The Long Term Effects Of Angiotensin Converting Enzyme Inhibition And Metabolic Control On Cardiovascular And Renal Outcomes In Hypertensive Type 2 Diabetic Patients, Julien C. N. Chan, Gary T. C. Ko, Denis H. Y. Leung
Research Collection School Of Economics
Long-term effects of angiotensin-converting enzyme inhibition and metabolic control in hypertensive type 2 diabetic patients. Background. In hypertensive type 2 diabetic patients, treatment with angiotensin-converting enzyme (ACE) inhibitors is associated with a lower incidence of cardiovascular events than those treated with calcium channel-blocking agents. However, the long-term renal effects of ACE inhibitors in these patients remain inconclusive. In 1989, we commenced a placebo-controlled, double-blind, randomized study to examine the anti-albuminuric effects of enalapril versus nifedipine (slow release) in 102 hypertensive, type 2 diabetic patients. These patients have been followed up for a mean trial duration of 5.5 ± 2.2 years. …
On The Proper Use Of Box-Cox Transformation Method: A Note On A Taguchi Case Study, Zhenlin Yang
On The Proper Use Of Box-Cox Transformation Method: A Note On A Taguchi Case Study, Zhenlin Yang
Research Collection School Of Economics
In studying the role of transformation in the Taguchi method, Logothetis (1990) analyzed the data from a plasma etching process and concluded that the Box-Cox method can induce a mean bias in the variability performance measure which can inhibit the production of clearcut results. This paper points out that the above conclusion is in part due to an inappmpriate application of the Box-Cox method where the transformation parameter is determined from one model but the analysis is done on the other. Further, it may not be appropriate to state that Box-Cox method induces a mean bias, but rather that there …
Dynamic Regressions With Variables Observed At Different Frequencies, Tilak Abeysinghe, Anthony S. Tay
Dynamic Regressions With Variables Observed At Different Frequencies, Tilak Abeysinghe, Anthony S. Tay
Research Collection School Of Economics
We consider the problem of formulating and estimating dynamic regression models with variables observed at different frequencies. The strategy adopted is to define the dynamics of the model in terms of the highest available frequency, and to apply certain lag polynomials to transform the dynamics so that the model is expressed solely in terms of observed variables. A general solution is provided for models with monthly and quarterly observations. We also show how the methods can be extended to models with quarterly and annual observations, and models combining monthly and annual observations.