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Robust Testing for Fractional Integration Using the Bootstrap

Robust Testing for Fractional Integration Using the Bootstrap PDF Author: Michael K. Andersson
Publisher:
ISBN:
Category :
Languages : en
Pages : 19

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Robust Testing for Fractional Integration Using the Bootstrap

Robust Testing for Fractional Integration Using the Bootstrap PDF Author: Michael K. Andersson
Publisher:
ISBN:
Category :
Languages : en
Pages : 19

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Improving Fractional Integration Tests with Bootstrap Distributions

Improving Fractional Integration Tests with Bootstrap Distributions PDF Author: Michael K. Andersson
Publisher:
ISBN:
Category : Bootstrap (Statistics)
Languages : en
Pages : 26

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Bootstrap Inference in Time Series Econometrics

Bootstrap Inference in Time Series Econometrics PDF Author: Mikael Gredenhoff
Publisher: Stockholm School of Economics Efi Economic Research Institut
ISBN:
Category : Business & Economics
Languages : en
Pages : 170

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Improving Fractional Integration Tests with Bootstrap Distribution

Improving Fractional Integration Tests with Bootstrap Distribution PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 18

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Book Description

Long Memory in Economics

Long Memory in Economics PDF Author: Gilles Teyssière
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394

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Book Description
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.

Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets

Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets PDF Author: Giuseppe Cavalierea
Publisher:
ISBN:
Category :
Languages : en
Pages : 47

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Robust Testing of Functional Statistics

Robust Testing of Functional Statistics PDF Author: Jörg Breitung
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Bootstrap Testing for Fractional Integration

Bootstrap Testing for Fractional Integration PDF Author: Michael K. Andersson
Publisher:
ISBN:
Category :
Languages : en
Pages : 12

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Bibliographie der Wirtschaftswissenschaften

Bibliographie der Wirtschaftswissenschaften PDF Author:
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 998

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Improving Fractional Integration Fets with Bootstrap Distributions

Improving Fractional Integration Fets with Bootstrap Distributions PDF Author: Michael K. Andersson
Publisher:
ISBN:
Category :
Languages : en
Pages : 18

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Book Description