If you’ve ever had trouble deciding between two options—whether it’s pizza or sushi for dinner, or whether to watch a comedy ...

Our customer-facing platforms and websites (including Cambridge.org, Cambridge Core, Higher Education from Cambridge University Press, Cambridge Open Engage, Cambridge Advance Online) are running as ...

cointegration and stochastic trends; smoothing and shrinkage; ARCH, GARCH and volatility forecast; unobserved components models and Kalman filter forecasting; data snooping, bootstrap, and reality ...

As the noise around whether Indian households are shifting savings away from low-cost bank deposits to higher-yielding mutual funds grows louder, a statistical exercise fails to show a clear ...

Mark, N. C., and D. Sul (2003): “Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand,” Oxford Bulletin of Economics and Statistics, 65(5), 655-680. Martin, F. E. (2016): “Exchange ...