"This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends h…
This text combines stochastic modeling and statistical inference in a variety of standard and less common models, such as point processes, Markov random fields and hidden Markov models, in a clear, thoughtful and succinct manner. The main distinguishing feature of this work is t…
Empirical studies have revealed that many financial asset returns are characterized by an asymmetric behavior of the volatility. Aside from asymmetry, another important stylized fact about the volatility is its long memory effect. Given that the computation of the volatility is …
The statistical modelling of extreme precipitation structures is essential in many aspects such as assessing and managing risks resulting from the occurrence of such extreme events for agricultural purposes, in particular. Typically, daily precipitation time series with many zer…
This dissertation is divided into two parts. The first part introduces the p-Holdout family of validation schemes for minimizing the generalization error rate and improving forecasting accuracy. More specifically, if one wants to compare different forecasting methods, or models,…
Background: Infectious diarrhea is a significant cause of morbidity and mortality in children living in developing regions of the world. However, the temporal distribution and mechanisms underlying fluctuations in diarrhea incidence are largely unknown. We sought to model all ca…
The statistical association between increased exposure to air pollution and increased risk of morbidity and mortality is well established. However, documentation of the health benefits of lowering air pollution levels, which would support the biological plausibility of those pas…
The desire to forecast or to guess what the future entails is part of human nature. Businesses cannot operate without estimating future demand for their products or services. The problem is that forecasts often fail to meet leadership expectations who desire obtaining the most a…
This study investigates the determinants of demand for money in Bangladesh using annual observations for the period 1974-95. Partial adjustment approach and error correction approach are applied to investigate the nature of short run and long run determinants and short run dynam…
This dissertation utilizes the latest econometric techniques to address three economic growth issues based on the experiences of selected Middle East and North Africa (MENA) economies. First, in chapter two we use the perpetual inventory method to construct series of physical ca…