Author: Paramsothy Silvapulle
Publisher: La Trobe University Schools of Economics and Commerce
ISBN:
Category : Business & Economics
Languages : en
Pages : 28
Book Description
A Lagrange Multiplier Test for Seasonal Fractional Integration
Author: Paramsothy Silvapulle
Publisher: La Trobe University Schools of Economics and Commerce
ISBN:
Category : Business & Economics
Languages : en
Pages : 28
Book Description
Publisher: La Trobe University Schools of Economics and Commerce
ISBN:
Category : Business & Economics
Languages : en
Pages : 28
Book Description
Unit Root Tests and Structural Breaks
Author: Paramsothy Silvapulle
Publisher:
ISBN:
Category : Monte Carlo method
Languages : en
Pages : 30
Book Description
Publisher:
ISBN:
Category : Monte Carlo method
Languages : en
Pages : 30
Book Description
Palgrave Handbook of Econometrics
Author: Terence C. Mills
Publisher: Springer
ISBN: 0230244408
Category : Business & Economics
Languages : en
Pages : 1406
Book Description
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Publisher: Springer
ISBN: 0230244408
Category : Business & Economics
Languages : en
Pages : 1406
Book Description
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Almost All About Unit Roots
Author: In Choi
Publisher: Cambridge University Press
ISBN: 1107097339
Category : Business & Economics
Languages : en
Pages : 301
Book Description
Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
Publisher: Cambridge University Press
ISBN: 1107097339
Category : Business & Economics
Languages : en
Pages : 301
Book Description
Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
Asymptotics, Nonparametrics, and Time Series
Author: Subir Ghosh
Publisher: CRC Press
ISBN: 9780824700515
Category : Mathematics
Languages : en
Pages : 864
Book Description
"Contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models."
Publisher: CRC Press
ISBN: 9780824700515
Category : Mathematics
Languages : en
Pages : 864
Book Description
"Contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models."
Explanatory Factors for Trading Volume Responses to Annual Earnings Announcements
Author: Jong-Seo Choi
Publisher:
ISBN:
Category : Financial statements
Languages : en
Pages : 60
Book Description
Publisher:
ISBN:
Category : Financial statements
Languages : en
Pages : 60
Book Description
An Empirical Investigation of the Relationships Among Real, Monetary and Financial Variables
Author: Ramya Hewarathna
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 36
Book Description
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 36
Book Description