estimation

1. VAR or VECM with I(1) and I(0) series

Hello, I am trying to estimate macroeconomic data with VAR. I have a system of 5 equations. 3 of the series are I(1) while 2 are I(0). I have a few questions in estimation: i) can I estimate a VAR with first differences of the three integrated series, and levels of the other two which have no...
2. How can i compute the following situation in R?

Suppose that an urn contains a number of black and a number of white balls, and suppose that it is known that the ratio of the numbers is $\frac{3}{1}$ but that it is not known whether the black or the white balls are more numerous. Find the estimator of the probability of drawing a black ball...
3. Joint distribution from multiple marginals

Consider an experiment consisting of a repeated trial with two random Bernoulli (=binary) variables, A and B. Each trial consists of multiple outcomes for both A and B. Each trial has the same number of samples and the underlying joint distribution of A and B is the same everywhere. Of course...
4. Is it possible to Reduce/Correct Bias through EM algorithm?

I am dealing with few overdispersed count models and using mixed Poisson distributions to deal with overdispsered data. I've used MLE technique to estimate the paramters, however ML estimates are lower biased. I am trying to correct the bias using advanced technquies. I have started to read...
5. Forecasting MTBUR based on past performance

Hi there! I came across a scenario recently that I think the logistics team I am interning with is approaching the problem incorrectly, but I am not sure; I was wondering if you could check it out for me. The Mean Time Between Unscheduled Removals (MTBUR) of a certain part is say 5,000...
6. Estimating a pdf from binomial trials - point me in the right direction?

Hi, I'm afraid I'm not an expert in statistics, but I have a particular problem I'm interested in solving. I'm pretty sure this area already has a lot of literature, but I'm having difficulty finding something directly applicable to what I'm doing, so it would be great if somebody could nudge...
7. Coupled-Hazard Modeling

Has anyone worked on estimation of two (or more) interdependent hazard processes simultaneously? For example, the first hazard model captures probability of trying a new product (or catching a disease) and the second hazard model captures probability of adopting the new product (or dying from...
8. linear combination of exponential distributions

I have an equation with linear combination of exponential distributions, i.e. sum (c_i * exp(a_i)) on the right hand side, and on the left hand side I have something that is best fitted by cauchy or log-normal... Now, I am looking for an estimating function for a linear combination of...