The Canadian Journal of Statistics / La Revue Canadienne de Statistique We consider optimal designs for a class of symmetric models for binary data which includes the common probit and logit models.

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We compare how logit (fixed effects) and probit early warning systems (EWS) predict insample and out-of-sample currency ...

The Clark approximation, in which the maximum of two normally distributed random variables is approximated by a third normally distributed random variable, forms the basis of a relatively inexpensive ...

The search for objective analysis in the cause of making informed investment decisions is the Holy Grail of finance. Unfortunately, narrative risk continually threatens to derail us on our crucial ...

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