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Search: subject:"Trace statistic"
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Trace statistic
8
Cointegration
5
Bootstrap
4
Co-integration
4
Kointegration
4
Heteroskedasticity
3
Rank determination
3
trace statistic
3
Cointegrazione
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Determinazione rango
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Estimation theory
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Eteroschedasticità. Co-integration
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Schätztheorie
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Statistic traccia
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heteroskedasticity
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Cluster analysis of two-mode data
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Geldnachfrage
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Gleichmäßige Beschränktheit
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Rahbek, Anders
6
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3
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2
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2
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Örsal, Deniz Dilan Karaman
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Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
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12
Inference on the Cointegration Rank in Fractionally Integrated Processes
Breitung, Joerg
;
Hassler, Uwe
-
Society for Computational Economics - SCE
-
2001
limiting distribution of the corresponding
trace
statistic
is chi-squared, where the degrees of freedom depend only on the …
Persistent link: https://www.econbiz.de/10005132878
Saved in:
13
Variable selection in clustering
Fowlkes, E.
;
Gnanadesikan, R.
;
Kettenring, J.
- In:
Journal of Classification
5
(
1988
)
2
,
pp. 205-228
Persistent link: https://www.econbiz.de/10005156027
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