Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Aaron L. Game"'
Publikováno v:
FEDS Notes. 2021
Banks' numerous and simultaneous backtesting exceptions in March 2020, during the COVID-19-related market crash, would have amplified their already-large spike in market risk capital requirements in the absence of regulatory intervention. This note p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65ef8b254a15bc5595559f3ee5643c45
https://doi.org/10.17016/2380-7172.2939
https://doi.org/10.17016/2380-7172.2939
Autor:
Jason Wu, Aaron L. Game
Publikováno v:
Journal of Time Series Econometrics. 5:163-192
This paper proposes a residual-based cointegration test with improved power. Based on the idea of Hansen (1995) and Elliot and Jansson (2003) in the unit root testing case, stationary covariates are used to improve the power of the residual-based aug
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::214c3e61718894952d157df69bdc9ce3
https://doi.org/10.1515/jtse-2012-0020
https://doi.org/10.1515/jtse-2012-0020
Autor:
Aaron L. Game, Jason Wu
Publikováno v:
Finance and Economics Discussion Series. 2011:1-29
This paper proposes a residual based cointegration test with improved power. Based on the idea of Hansen (1995) and Elliott & Jansson (2003) in the unit root testing case, stationary covariates are used to improve the power of the residual based Augm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::811317159fb0e853951c18ba1010cbe2
https://doi.org/10.17016/feds.2011.18
https://doi.org/10.17016/feds.2011.18
Autor:
Jason J. Wu, Aaron L. Game
This paper proposes a residual based cointegration test with improved power. Based on the idea of Hansen (1995) and Elliott & Jansson (2003) in the unit root testing case, stationary covariates are used to improve the power of the residual based Augm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::3c47c1aa8ec6e10ee9712ddec37bdcb0
http://www.federalreserve.gov/pubs/feds/2011/201118/201118abs.html
http://www.federalreserve.gov/pubs/feds/2011/201118/201118abs.html
