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Results 1 - 10
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40,770
Determining the Number of Factors in Approximate Factor Models
, 2000
"... In this paper we develop some statistical theory for factor models of large dimensions. The focus is the determination of the number of factors, which is an unresolved issue in the rapidly growing literature on multifactor models. We propose a panel Cp criterion and show that the number of factors c ..."
Abstract
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Cited by 561 (30 self)
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In this paper we develop some statistical theory for factor models of large dimensions. The focus is the determination of the number of factors, which is an unresolved issue in the rapidly growing literature on multifactor models. We propose a panel Cp criterion and show that the number of factors
Economic analysis of social interactions
- JOURNAL OF ECONOMIC PERSPECTIVES
, 2000
"... Economists have long been ambivalent about whether the discipline should focus on the analysis of markets or should be concerned with social interactions more generally. Recently the discipline has sought to broaden its scope while maintaining the rigor of modern economic analysis. Major theoretical ..."
Abstract
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Cited by 509 (3 self)
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theoretical developments in game theory, the economics of the family, and endogenous growth theory have taken place. Economists have also performed new empirical research on social interactions, but the empirical literature does not show progress comparable to that achieved in economic theory. This paper
A Strategic Model of Social and Economic Networks
- CMSEMS Discussion Paper 1098, Northwestern University, revised
, 1995
"... We study the stability and efficiency of social and economic networks, when selfinterested individuals can form or sever links. First, for two stylized models, we characterize the stable and efficient networks. There does not always exist a stable network that is efficient. Next, we show that this t ..."
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Cited by 664 (22 self)
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We study the stability and efficiency of social and economic networks, when selfinterested individuals can form or sever links. First, for two stylized models, we characterize the stable and efficient networks. There does not always exist a stable network that is efficient. Next, we show
On Sequential Monte Carlo Sampling Methods for Bayesian Filtering
- STATISTICS AND COMPUTING
, 2000
"... In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is develop ..."
Abstract
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Cited by 1051 (76 self)
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is developed that unifies many of the methods which have been proposed over the last few decades in several different scientific disciplines. Novel extensions to the existing methods are also proposed. We show in particular how to incorporate local linearisation methods similar to those which have previously
Irrelevant Features and the Subset Selection Problem
- MACHINE LEARNING: PROCEEDINGS OF THE ELEVENTH INTERNATIONAL
, 1994
"... We address the problem of finding a subset of features that allows a supervised induction algorithm to induce small high-accuracy concepts. We examine notions of relevance and irrelevance, and show that the definitions used in the machine learning literature do not adequately partition the features ..."
Abstract
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Cited by 757 (26 self)
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We address the problem of finding a subset of features that allows a supervised induction algorithm to induce small high-accuracy concepts. We examine notions of relevance and irrelevance, and show that the definitions used in the machine learning literature do not adequately partition the features
Software Transactional Memory
, 1995
"... As we learn from the literature, flexibility in choosing synchronization operations greatly simplifies the task of designing highly concurrent programs. Unfortunately, existing hardware is inflexible and is at best on the level of a Load Linked/Store Conditional operation on a single word. Building ..."
Abstract
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Cited by 695 (14 self)
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As we learn from the literature, flexibility in choosing synchronization operations greatly simplifies the task of designing highly concurrent programs. Unfortunately, existing hardware is inflexible and is at best on the level of a Load Linked/Store Conditional operation on a single word. Building
Exact Matrix Completion via Convex Optimization
, 2008
"... We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover the entries that we have not seen? We show that one can perfe ..."
Abstract
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Cited by 873 (26 self)
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for arbitrary rectangular matrices as well. Our results are connected with the recent literature on compressed sensing, and show that objects other than signals and images can be perfectly reconstructed from very limited information.
Estimating the number of clusters in a dataset via the Gap statistic
, 2000
"... We propose a method (the \Gap statistic") for estimating the number of clusters (groups) in a set of data. The technique uses the output of any clustering algorithm (e.g. k-means or hierarchical), comparing the change in within cluster dispersion to that expected under an appropriate reference ..."
Abstract
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Cited by 502 (1 self)
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null distribution. Some theory is developed for the proposal and a simulation study that shows that the Gap statistic usually outperforms other methods that have been proposed in the literature. We also briey explore application of the same technique to the problem for estimating the number of linear
A PERFORMANCE EVALUATION OF LOCAL DESCRIPTORS
, 2005
"... In this paper we compare the performance of descriptors computed for local interest regions, as for example extracted by the Harris-Affine detector [32]. Many different descriptors have been proposed in the literature. However, it is unclear which descriptors are more appropriate and how their perfo ..."
Abstract
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Cited by 1783 (51 self)
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In this paper we compare the performance of descriptors computed for local interest regions, as for example extracted by the Harris-Affine detector [32]. Many different descriptors have been proposed in the literature. However, it is unclear which descriptors are more appropriate and how
The Cyclical Behavior of Equilibrium Unemployment and Vacancies
- American Economic Review
, 2005
"... This paper argues that a broad class of search models cannot generate the observed business-cycle-frequency fluctuations in unemployment and job vacancies in response to shocks of a plausible magnitude. In the U.S., the vacancy-unemployment ratio is 20 times as volatile as average labor productivity ..."
Abstract
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Cited by 871 (23 self)
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of the model. I show that a shock that changes average labor productivity primarily alters the present value of wages, generating only a small movement along a downward sloping Beveridge curve (unemployment-vacancy locus). A shock to the job destruction rate generates a counterfactually positive correlation
Results 1 - 10
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40,770
