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Canonical correlation has been little used and little understood, even by otherwise sophisticated analysts. An alternative approach to canonical correlation, based on a general linear multivariate ...
Using a hypothetical data set, the authors provide concrete examples to illustrate that canonical correlation analysis is a general linear model, subsuming other parametric procedures as special cases ...
The canonical redundancy analysis (Output 20.1.4) shows that neither of the first pair of canonical variables is a good overall predictor of the opposite set of variables, the proportions of variance ...
Hybrid New Keynesian models Hybrid New Keynesian models have the canonical model at their core, but they introduce a number of important modifications. Typically these modifications seek to generate ...
The process of designing a model of a database without redundant data items. A canonical model, or schema, is independent of the hardware and software that will process the data. See canonical.
This paper presents a simple numerical approach to compute accurately the values and optimal exercise boundaries for American options when the underlying process is a double exponential jump-diffusion ...
The paper describes a semistructural macrofiscal approach to simulating and forecasting macroeconomic policies. Our canonical model is adapted to Cambodia and we demonstrate its application with an ...