Reviewed by Chetan G. Shah, CFANearly 90% of Recursive Models of Dynamic Linear Economies was written between 1988 and 1994, and the remaining 10% was ...

The main purpose of this paper is to clarify relations and distinctions between several approaches suggested in the statistical literature for analysing structures in correlation matrices, i.e. of ...

Recursive residuals have been shown to be useful in a variety of applications in linear models. Unlike the more familiar ordinary least squares residuals or studentized residuals, recursive residuals ...