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Importance and performance in PLS-SEM and NCA: Introducing the combined importance-performance map analysis
This research offers a novel approach that extends the application of importance-performance map analysis (IPMA)
Principal Component Analysis for Nonstationary Series
This blog piece intends to introduce a new add-in (i.e. HXPRINCOMP) that implements the procedure developed by Hamilton and Xi (2022).
Generalized Autoregressive Score (GAS) approach to univariate GARCH Models
This blog piece intends to introduce a new add-in (i.e. GASMODELU) that estimates selected univariate GARCH models within the Generalized Autoregressive Score (GAS) framework.