| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151320 | Statistics & Probability Letters | 2016 | 10 Pages |
Abstract
A methodology to compute a coincident index is presented. The procedure is based on the common factors of a set of indicator variables and a device that is termed coincident profile. Applications in economics and finance are included.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Wilmer Martínez, Fabio H. Nieto, Pilar Poncela,