Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 4 (2018), pp. 817-836 (20 pages) The problem of misspecification poses challenges in model selection. The ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

We introduce the class of linear-rational term structure models in which the state price density is modeled such that bond prices become linear-rational functions of the factors. This class is highly ...