Zobrazeno 1 - 3
of 3
pro vyhledávání: '"généralités - Divers"'
Autor:
Angus Deaton, Serena Ng
Publikováno v:
Journal of the American Statistical Association. 93:900-909
In many public policy problems, we need to estimate the way in which policy changes affect people's behavior. In the analysis of tax and subsidy reform—the topic of this article—we need to know how tax-induced price changes affect the amounts tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a77b56f2630f241055d55f745fd1541
https://doi.org/10.1080/01621459.1998.10473746
https://doi.org/10.1080/01621459.1998.10473746
Autor:
PERRON, Pierre, VODOUNOU, Cosme
We provide a theoretical framework to explain the empirical finding that the estimated betas are sensitive to the sampling interval even when using continuously compounded returns. We suppose that stock prices have both permanent and transitory compo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d875e1e9de2bde3135e1de9a506113c7
https://hdl.handle.net/1866/465
https://hdl.handle.net/1866/465
Autor:
Pierre Perron, Serena Ng
Publikováno v:
Scopus-Elsevier
Many unit root and cointegration tests require an estimate of the spectral density function at frequency zero of some process. Commonly used are kernel estimators based on weighted sums of autocovariances constructed using estimated residuals from an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4554b2f934e5b3b66cc51c7a5ffccbe6
http://hdl.handle.net/1866/2112
http://hdl.handle.net/1866/2112