This paper, on the first hand, deals with the problem of estimation of Laspeyre price index number when the errors are assumed to be generated from AR(2) proces
In the presence of multicollinearity in logistic regression, the variance of the Maximum Likelihood Estimator (MLE) becomes inflated. Siray et al. (2015) [1] pr
The paper introduces a new simple semiparametric estimator of the conditional variance-covariance and correlation matrix (SP-DCC). While sharing a similar seque