Consider the regression Y(t) =a0+a1 Y(t-1)+ .. +ap Y(t-p) +b1 X(t-1)+.. bp X(t-p) +e(t) Let (X — g — __ Y) denote that the time series X(t) Granger-causes the Y(t) series. The R package `lmtest’ has a function grangertest() for testing (X — g — __ Y).  It ... [Read more...]

Epidemiological models do not provide death forecasts.  Statistical models using inverse Mills ratio, generalized linear models (GLM) with Poisson link for death count data plus autoregressive distributed lag (ARDL) models can provide improved death forecasts for individual states. See details at http://ssrn.com/abstract=3637682  and http://ssrn.com/abstract=3649680 ... [Read more...]

by H D Vinod and K Theiss A version of our detailed paper with all the theory is submitted to a journal called Econometrica. It is entitled “A Novel Solution to Biased Data in Covid-19 Incidence Studies” and is available at vinod/virus1.pdf and also at ssrn.com/abstract=3637682 ... [Read more...]

Social science research network (SSRN) reviewer has posted our “A Novel Solution to Biased Data in Covid-19 Incidence Studies” written by myself (H D Vinod) and K Theiss.  It uses a new two-equation generalized linear model (glm) with Poisson link for forecasting Covid-19 deaths in the US and individual states. ... [Read more...]