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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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


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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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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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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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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Statistica

Statistica PDF Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 762

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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration PDF Author: Greg N. Gregoriou
Publisher: Springer
ISBN: 0230295215
Category : Business & Economics
Languages : en
Pages : 214

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Book Description
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.

Statistical and Econometric Methods for Transportation Data Analysis

Statistical and Econometric Methods for Transportation Data Analysis PDF Author: Simon Washington
Publisher: CRC Press
ISBN: 0429520751
Category : Technology & Engineering
Languages : en
Pages : 496

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Book Description
The book's website (with databases and other support materials) can be accessed here. Praise for the Second Edition: The second edition introduces an especially broad set of statistical methods ... As a lecturer in both transportation and marketing research, I find this book an excellent textbook for advanced undergraduate, Master’s and Ph.D. students, covering topics from simple descriptive statistics to complex Bayesian models. ... It is one of the few books that cover an extensive set of statistical methods needed for data analysis in transportation. The book offers a wealth of examples from the transportation field. —The American Statistician Statistical and Econometric Methods for Transportation Data Analysis, Third Edition offers an expansion over the first and second editions in response to the recent methodological advancements in the fields of econometrics and statistics and to provide an increasing range of examples and corresponding data sets. It describes and illustrates some of the statistical and econometric tools commonly used in transportation data analysis. It provides a wide breadth of examples and case studies, covering applications in various aspects of transportation planning, engineering, safety, and economics. Ample analytical rigor is provided in each chapter so that fundamental concepts and principles are clear and numerous references are provided for those seeking additional technical details and applications. New to the Third Edition Updated references and improved examples throughout. New sections on random parameters linear regression and ordered probability models including the hierarchical ordered probit model. A new section on random parameters models with heterogeneity in the means and variances of parameter estimates. Multiple new sections on correlated random parameters and correlated grouped random parameters in probit, logit and hazard-based models. A new section discussing the practical aspects of random parameters model estimation. A new chapter on Latent Class Models. A new chapter on Bivariate and Multivariate Dependent Variable Models. Statistical and Econometric Methods for Transportation Data Analysis, Third Edition can serve as a textbook for advanced undergraduate, Masters, and Ph.D. students in transportation-related disciplines including engineering, economics, urban and regional planning, and sociology. The book also serves as a technical reference for researchers and practitioners wishing to examine and understand a broad range of statistical and econometric tools required to study transportation problems.

Unit Root Tests in Time Series Volume 2

Unit Root Tests in Time Series Volume 2 PDF Author: K. Patterson
Publisher: Springer
ISBN: 1137003316
Category : Business & Economics
Languages : en
Pages : 586

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Book Description
Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.

Pattern Recognition and Artificial Intelligence, Towards an Integration

Pattern Recognition and Artificial Intelligence, Towards an Integration PDF Author: L.N. Kanal
Publisher: Elsevier
ISBN: 1483299457
Category : Computers
Languages : en
Pages : 516

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Book Description
This volume brings together the results of research into the methodology and applications of pattern recognition, with particular emphasis given to the incorporation of artificial intelligence methodologies into pattern recognition systems.The first part of this volume covers image analysis and processing software, systems and algorithms. Pattern analysis and classifier design are dealt with in part two, while the last part deals with model based and expert systems, including uncertainty calculus methods in pattern analysis and object recognition. A number of specific application areas are considered, including such diverse topics as fingerprinting, astronomy, molecular biology and pathology.