Errors-in-Variables Estimation with No Instruments
Year of publication: |
2009-01
|
---|---|
Authors: | Gencay, Ramazan ; Gradojevic, Nikola |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | Cointegration | discrete wavelet transformation | maximum overlap wavelet transformation | energy decomposition | errors-in-variables | persistence |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C1 - Econometric and Statistical Methods: General ; C2 - Econometric Methods: Single Equation Models ; C12 - Hypothesis Testing ; C22 - Time-Series Models ; F31 - Foreign Exchange ; G0 - Financial Economics. General ; G1 - General Financial Markets |
Source: |
-
Multi-scale tests for serial correlation
Gençay, Ramazan, (2015)
-
Gencay, Ramazan, (2007)
-
Errors-in-Variables Estimation with Wavelets
Gencay, Ramazan, (2009)
- More ...
-
Informed Trading in an Electronic Foreign Exchange Market
Gencay, Ramazan, (2009)
-
Gencay, Ramazan, (2009)
-
Option Pricing with Modular Neural Networks
Gradojevic, Nikola, (2009)
- More ...