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Pelger, Markus, Large-Dimensional Factor Modeling Based on High-Frequency Observations (March 17, 2015). Available for download at SSRN: http://ssrn.com/abstract=2584172 “This paper develops an inferential theory for factor models of large dimensions based on high-frequency observations. We derive a new estimator for the number of factors and derive consistent and asymptotically normal estimators of the loadings and …
Reducing Poverty in the United States: Results of a Microsimulation Analysis of the Community Advocates Public Policy Institute Policy Package, Kye Lippold, March 2015 “A package of five policies—a transitional jobs (TJ) program, a $10.10 minimum wage, expanded earned income tax credits, a tax credit for senior citizens and people with disabilities, and expanded child …
Sarah J. Dahlgren, executive vice president and member of the Bank’s Management Committee, head of the Financial Institution Supervision Group at the Federal Reserve Bank of New York – Remarks at the OpRisk North America Annual Conference, New York City: I am often asked about my list of “things that keep me awake at night,” …
Christopher Soghoian is a TED Fellow, and the principal technologist at the American Civil Liberties Union, where he monitors the intersection of federal surveillance and citizen’s rights. Before joining the ACLU, he was the first-ever technologist for the Federal Trade Commission’s Division of Privacy and Identity Protection, where he worked on investigations of Facebook, Twitter, …
EPIC – “The Court of Justice for the European Union heard arguments this week in Maximilian Schrems v. Data Protection Commissioner, a case filed in Ireland following the revelations of the NSA PRISM program. At issue is whether the disclosure of EU citizens’ data by Facebook and other Internet companies to the NSA violates the …
“A congressionally mandated panel charged with reviewing the FBI’s implementation of recommendations contained in the 9/11 Commission Report in 2004 today issued its findings. The release of the 9/11 Review Commission’s report, The FBI: Protecting the Homeland in the 21st Century, followed 14 months of research, interviews, briefings, and field visits by commissioners and their …
Aviation Security: TSA’s Managed Inclusion Process Expands Passenger Expedited Screening, But TSA Has Not Tested Its Security Effectiveness, GAO-15-465T: Published: Mar 25, 2015. Publicly Released: Mar 25, 2015. Denali Commission: Options Exist to Address Management Challenges, GAO-15-72: Published: Mar 25, 2015. Publicly Released: Mar 25, 2015. Health Care Funding: Federal Obligations to and Expenditures by …
“Among the most important factors determining which plants can survive where is how cold the winter is. If you’re planting a garden this spring, this set of maps can help you see how planting zones across the country have shifted ever so subtly over the past few decades in response to warming climate. Click titles …
Via Andrew Weber – “Treaties, Text, and Timely Updates – Congress.gov Spring Cleaning – Since introducing Congress.gov in September 2012, we have continued to add the databases from THOMAS to the new system. We launched with legislation, followed soon thereafter by the Congressional Record, Committee Reports, and nominations. Today, we are releasing treaty documents. You can …
