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~subject:"Mean Reversion"
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Search: subject:"Box–Cox transformation"
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Mean Reversion
Box-Cox transformation
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Estimation theory
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Schätztheorie
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Box–Cox transformation
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Estimation
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Schätzung
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Box-Cox-Transformation
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Box-Cox Transformation
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Statistische Verteilung
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designation of origin
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hedonic prices
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wealth effect
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Huang, Jian
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Kobayashi, Masahito
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McAleer, Michael
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Institute of Economic Research, Kyoto University
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Testing the Box-Cox Parameter for an Integrated Process
McAleer, Michael
;
Huang, Jian
;
Kobayashi, Masahito
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
without mean reversion is shown to be the inverse
Box-Cox
transformation
of integrated processes asymptotically. It is …
Persistent link: https://www.econbiz.de/10009141349
Saved in:
2
Testing the Box-Cox Parameter for an Integrated Process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2010
without mean reversion is shown to be the inverse
Box-Cox
transformation
of integrated processes asymptotically. It is …
Persistent link: https://www.econbiz.de/10008763554
Saved in:
3
Testing the Box-Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
-
2010
-
Rev.
without mean reversion is shown to be the inverse
Box-Cox
transformation
of integrated processes asymptotically. It is …
Persistent link: https://www.econbiz.de/10008840787
Saved in:
4
Testing the Box-Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760495
Saved in:
5
Testing the Box-Cox Parameter for an Integrated Process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2010
without mean reversion is shown to be the inverse
Box-Cox
transformation
of integrated processes asymptotically. It is …
Persistent link: https://www.econbiz.de/10008765702
Saved in:
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