Zobrazeno 1 - 4
of 4
pro vyhledávání: '"modèles à équation unique - Modèles de séries chronologiques"'
Publikováno v:
Journal of Econometrics, 130
We consider the problem of testing whether the observations X 1 , … , X n of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36f679add9a98eb3c9afb3e87af1ae47
https://dipot.ulb.ac.be/dspace/bitstream/2013/2143/1/mh-0082.pdf
https://dipot.ulb.ac.be/dspace/bitstream/2013/2143/1/mh-0082.pdf
Autor:
McCausland, William J.
We propose an alternate parameterization of stationary regular finite-state Markov chains, and a decomposition of the parameter into time reversible and time irreversible parts. We demonstrate some useful properties of the decomposition, and propose
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::667822d6e32563ca6b0a7a6cfe6d2181
http://www.cireqmontreal.com/wp-content/uploads/cahiers/09-2004-cah.pdf
http://www.cireqmontreal.com/wp-content/uploads/cahiers/09-2004-cah.pdf
Autor:
Pierre Perron, Gabriel Rodríguez
We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4cd3ee9f8ba884c1733eb71a680dabd
http://hdl.handle.net/1866/458
http://hdl.handle.net/1866/458
Autor:
Ghysels, Eric, Ng, Serena
Understanding the dynamics of interest rates and the term structure has important implications for issues as diverse as real economic activity, monetary policy, pricing of interest rate derivative securities and public debt financing. Our paper follo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::bc7a3c481ab2c60439bee6564d3ad93a
http://hdl.handle.net/1866/2014
http://hdl.handle.net/1866/2014