News

6. Use the linear approximation to approximate \ ( (63)^ {2/3}\text {.}\) Then use differentials to estimate the error.
Best linear unbiased estimators of the fixed and random effects of mixed linear models are available when the true values of the variance ratios are known. If the true values are replaced by estimated ...
We study in detail the log-linear return approximation introduced by Campbell and Shiller (1988a). First, we derive an upper bound for the mean approximation error, given stationarity of the log ...