Results 1  10
of
4,727
Lag length selection and the construction of unit root tests with good size and power
 Econometrica
, 2001
"... It is widely known that when there are errors with a movingaverage root close to −1, a high order augmented autoregression is necessary for unit root tests to have good size, but that information criteria such as the AIC and the BIC tend to select a truncation lag (k) that is very small. We conside ..."
Abstract

Cited by 558 (14 self)
 Add to MetaCart
consider a class of Modified Information Criteria (MIC) with a penalty factor that is sample dependent. It takes into account the fact that the bias in the sum of the autoregressive coefficients is highly dependent on k and adapts to the type of deterministic components present. We use a local asymptotic
A Simple Estimator of Cointegrating Vectors in Higher Order Cointegrated Systems
 ECONOMETRICA
, 1993
"... Efficient estimators of cointegrating vectors are presented for systems involving deterministic components and variables of differing, higher orders of integration. The estimators are computed using GLS or OLS, and Wald Statistics constructed from these estimators have asymptotic x2 distributions. T ..."
Abstract

Cited by 524 (3 self)
 Add to MetaCart
Efficient estimators of cointegrating vectors are presented for systems involving deterministic components and variables of differing, higher orders of integration. The estimators are computed using GLS or OLS, and Wald Statistics constructed from these estimators have asymptotic x2 distributions
Boosting and differential privacy
, 2010
"... Boosting is a general method for improving the accuracy of learning algorithms. We use boosting to construct improved privacypreserving synopses of an input database. These are data structures that yield, for a given set Q of queries over an input database, reasonably accurate estimates of the resp ..."
Abstract

Cited by 648 (14 self)
 Add to MetaCart
Boosting is a general method for improving the accuracy of learning algorithms. We use boosting to construct improved privacypreserving synopses of an input database. These are data structures that yield, for a given set Q of queries over an input database, reasonably accurate estimates
The strength of weak learnability
 MACHINE LEARNING
, 1990
"... This paper addresses the problem of improving the accuracy of an hypothesis output by a learning algorithm in the distributionfree (PAC) learning model. A concept class is learnable (or strongly learnable) if, given access to a Source of examples of the unknown concept, the learner with high prob ..."
Abstract

Cited by 871 (26 self)
 Add to MetaCart
This paper addresses the problem of improving the accuracy of an hypothesis output by a learning algorithm in the distributionfree (PAC) learning model. A concept class is learnable (or strongly learnable) if, given access to a Source of examples of the unknown concept, the learner with high
Bullet: High Bandwidth Data Dissemination Using an Overlay Mesh
, 2003
"... In recent years, overlay networks have become an effective alternative to IP multicast for efficient point to multipoint communication across the Internet. Typically, nodes selforganize with the goal of forming an efficient overlay tree, one that meets performance targets without placing undue burd ..."
Abstract

Cited by 424 (22 self)
 Add to MetaCart
deliver fundamentally higher bandwidth and reliability relative to typical tree structures. This paper presents Bullet, a scalable and distributed algorithm that enables nodes spread across the Internet to selforganize into a high bandwidth overlay mesh. We construct Bullet around the insight that data
Improved methods for tests of longrun abnormal stock returns
 Journal of Finance
, 1999
"... We analyze tests for longrun abnormal returns and document that two approaches yield wellspecified test statistics in random samples. The first uses a traditional event study framework and buyandhold abnormal returns calculated using carefully constructed reference portfolios. Inference is based ..."
Abstract

Cited by 375 (12 self)
 Add to MetaCart
We analyze tests for longrun abnormal returns and document that two approaches yield wellspecified test statistics in random samples. The first uses a traditional event study framework and buyandhold abnormal returns calculated using carefully constructed reference portfolios. Inference
Topologicallyaware overlay construction and server selection
, 2002
"... A number of largescale distributed Internet applications could potentially benefit from some level of knowledge about the relative proximity between its participating host nodes. For example, the performance of large overlay networks could be improved if the applicationlevel connectivity between ..."
Abstract

Cited by 341 (3 self)
 Add to MetaCart
A number of largescale distributed Internet applications could potentially benefit from some level of knowledge about the relative proximity between its participating host nodes. For example, the performance of large overlay networks could be improved if the applicationlevel connectivity
Data Structures and Algorithms for Nearest Neighbor Search in General Metric Spaces
, 1993
"... We consider the computational problem of finding nearest neighbors in general metric spaces. Of particular interest are spaces that may not be conveniently embedded or approximated in Euclidian space, or where the dimensionality of a Euclidian representation is very high. Also relevant are highdim ..."
Abstract

Cited by 358 (5 self)
 Add to MetaCart
dimensional Euclidian settings in which the distribution of data is in some sense of lower dimension and embedded in the space. The vptree (vantage point tree) is introduced in several forms, together with associated algorithms, as an improved method for these difficult search problems. Tree construction executes
Viceroy: A Scalable and Dynamic Emulation of the Butterfly
, 2002
"... We propose a family of constantdegree routing networks of logarithmic diameter, with the additional property that the addition or removal of a node to the network requires no global coordination, only a constant number of linkage changes in expectation, and a logarithmic number with high probabilit ..."
Abstract

Cited by 343 (16 self)
 Add to MetaCart
probability. Our randomized construction improves upon existing solutions, such as balanced search trees, by ensuring that the congestion of the network is always within a logarithmic factor of the optimum with high probability. Our construction derives from recent advances in the study of peertopeer lookup
Partial parsing via finitestate cascades
 Natural Language Engineering
, 1996
"... Finitestate cascades represent an attractive architecture for parsing unrestricted text. Deterministic parsers specified by finitestate cascades are fast and reliable. They can be extended at modest cost to construct parse trees with finite feature structures. Finally, such deterministic parsers d ..."
Abstract

Cited by 340 (4 self)
 Add to MetaCart
Finitestate cascades represent an attractive architecture for parsing unrestricted text. Deterministic parsers specified by finitestate cascades are fast and reliable. They can be extended at modest cost to construct parse trees with finite feature structures. Finally, such deterministic parsers
Results 1  10
of
4,727