Optimal Power for Testing Potential Cointegrating Vectors with Known PDF Download
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Author: Michael Jansson
Publisher:
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Category :
Languages : en
Pages : 51
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Author: Michael Jansson
Publisher:
ISBN:
Category :
Languages : en
Pages : 51
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Author: Alfred Clebsch
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages :
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Author: Yoosoon Chang
Publisher: Emerald Group Publishing
ISBN: 1837532109
Category : Business & Economics
Languages : en
Pages : 360
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Book Description
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
Author:
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Category :
Languages : en
Pages :
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Category : Operations research
Languages : en
Pages : 802
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Author: Jason J. Wu
Publisher:
ISBN:
Category :
Languages : en
Pages : 168
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Author:
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Category : Mathematics
Languages : en
Pages : 1608
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Category : Finance
Languages : en
Pages : 1706
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Author: Gauss M. Cordeiro
Publisher: Springer Science & Business Media
ISBN: 3642552552
Category : Mathematics
Languages : en
Pages : 113
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Book Description
This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique and discuss concrete applications to several important statistical models.
Author: Jerome L. Stein
Publisher: Oxford University Press, USA
ISBN: 0199280576
Category : Business & Economics
Languages : en
Pages : 305
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Book Description
This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in a world of uncertainty. The theoretical parts result from interdisciplinary research between economics and applied mathematics. From the economic theory and the mathematics of stochastic optimal control the author derives benchmarks for the optimal debt and equilibrium real exchange rate in an environment where both thereturn on capital and the real rate of interest are stochastic variables. The theoretically derived equilibrium real exchange rate - the "natural real exchange rate" NATREX - is where the real exchange rate is heading. These benchmarks are applied to answer the following questions.* What is a theoretically based empirical measure of a "misaligned" exchange rate that increases the probability of a significant depreciation or a currency crisis?* What is a theoretically based empirical measure of an "excess" debt that increases the probability of or a debt crisis?* What is the interaction between an excess debt and a misaligned exchange rate?The theory is applied to evaluate the Euro exchange rate, the exchange rates of the transition economies, the sustainability of U.S. current account deficits, and derives warning signals of the Asian crises and debt crises in emerging markets.
