Author: Nariman BehraveshPublisher:
ISBN:
Category : Correlation (Statistics)
Languages : en
Pages : 25
Book Description
Frequency and Time Domain Estimation of Dynamic Simultaneous Equations with Serially Correlated Errors
Author: Nariman BehraveshPublisher:
ISBN:
Category : Correlation (Statistics)
Languages : en
Pages : 25
Book Description
Economics Working Papers
Author: John FletcherPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 640
Book Description
The Business Review
Author: Publisher:
ISBN:
Category : Prices
Languages : en
Pages : 466
Book Description
Business and Financial Conditions in the Third Federal Reserve District
Author: Federal Reserve Bank of PhiladelphiaPublisher:
ISBN:
Category : United States
Languages : en
Pages : 470
Book Description
Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data
Author: Marcus J. ChambersPublisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Recent work by the author on mixed frequency data analysis has focused on the estimation of cointegrated systems in continuous time based on a fully specified dynamic system of equations, while the estimation of cointegrating vectors in a discrete time system has been approached using a semiparametric frequency domain estimator. We extend the latter approach to cover the continuous time case, establishing the asymptotic properties of the frequency domain estimator and explore, in a simulation study, the effects of misspecifying the continuous time dynamic model in discrete time compared to treating the dynamics non-parametrically. An empirical illustration is also provided.
Scientific and Technical Aerospace Reports
Author: Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1124
Book Description
Determinants of Municipal Wages
Author: Werner Zvi HirschPublisher:
ISBN:
Category : Municipal finance
Languages : en
Pages : 32
Book Description
Journal of the American Statistical Association
Author: American Statistical AssociationPublisher:
ISBN:
Category : Electronic journals
Languages : en
Pages : 962
Book Description
A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.
The Scientist
Author: Publisher:
ISBN:
Category : Research
Languages : en
Pages :
Book Description
Mathematical Reviews
Author: Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 822
Book Description
