Leslie Kramer is a writer for Institutional Investor, correspondent for CNBC, journalist for Investopedia, and managing editor for Markets Group. Correlation measures the linear relationship between ...
This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass ...
Where can I find the random parameter matrix in MLwiN? How do I use this to work out the residual ('unexplained') variance at each level? Variances and covariances are stored in column c1096. (See ...
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