Unobserved components model

Finance is considered as the lifeblood of the economy and it is integral to a country's economic growth and stability. However, this perception has been called into question, particularly following the global financial crisis, giving rise to new research questions. For example, does too much finance harm economic growth? And does the financial sector serve society's economic and social needs? This thesis aims to provide cross-sectional and time-series evidence on the macroeconomic consequences of financialisation in an international context.

262p runthenight04 02-02-2023 4 2   Download

The rapid increase of omic data has greatly facilitated the investigation of associations between omic profiles such as DNA methylation (DNAm) and complex traits in large cohorts. Here, we propose a mixed-linear-model-based method called MOMENT that tests for association between a DNAm probe and trait with all other distal probes fitted in multiple random-effect components to account for unobserved confounders.

13p vigalileogalilei 27-02-2022 11 2   Download

The Gaussian Mixture Model (GMM) is one of powerful approaches to model data that is heterogeneous and stems from multiple populations. However, in some certain situations, a part of dataset is unobservable owing to censoring problem. This problem refers to the fact that the value of a measurement or observation is only partially known.

5p viericschmid 12-01-2022 11 0   Download