ESSAYS ON INVENTORY MODEL, INTERNATIONAL RESERVES, FORECASTING, AND LOGLINEAR REGRESSION MODEL.

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University of MICHIGAN, 1989 - 77 pages
1 Review
The second essay explores a method of forecasting by normal mixture model (NMM). I assume that forecasters switch one individual model to another with some probability, depending on policy changes by the Federal Reserve Board and the Federal Government. Under the further assumption that the population distribution is a mixture of normal distributions, I can estimate these models simultaneously. By using the estimates of the parameters of the model, I can forecast the dependent variable. Identifiability

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