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Actes du 14e colloque de l'Association de comptabilité nationale : Paris, 6 - 8 juin 2012

2011

Persistent link: https://www.econbiz.de/10010520916

Statisztikai szemle : a Központi Statisztikai Hivatal folyóirata

Ungarn / Központi Statisztikai Hivatal - Budapest : [Verlag nicht ermittelbar] - 1.1923 -

Persistent link: https://www.econbiz.de/10010474165

Indices et séries chronologiques

Institut national de la statistique et des études … - 2016

Persistent link: https://www.econbiz.de/10011494992

Magyar statisztikai évkönyv, ...

Ungarn / Központi Statisztikai Hivatal - Budapest : Központi Statisztikai Hivatal - 2010-

Persistent link: https://www.econbiz.de/10012655735

Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses

Ericsson, Neil R. - Federal Reserve Board (Board of Governors of the … - 1987

the finite sample properties of maximum likelihood and instrumental variables statistics for testing both nested and non … those statistics are obtained for dynamic one-and two-equation models. The results illustrate the value of asymptotic theory … additional information gained from the instrumental variables statistics. …

Persistent link: https://www.econbiz.de/10005368195

A simple approach to robust inference in a cointegrating system

Wright, Jonathan H. - Federal Reserve Board (Board of Governors of the … - 1999

Cointegration requires all the variables in the system to have exact unit roots; accordingly it is conventional for researchers to test for a unit root in each variable prior to a cointegration analysis. Unfortunately, these unit root tests are not powerful. Meanwhile, conventional cointegration...

Persistent link: https://www.econbiz.de/10005368250

Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics

Ericsson, Neil R. - Federal Reserve Board (Board of Governors of the … - 1986

, and uses Pesaran's (1974) study of statistics for testing non-nested hypotheses to illustrate the techniques described. A … of different test statistics so that comparisons of their power may be made. Extensions to other finite sample properties …

Persistent link: https://www.econbiz.de/10005368405

Distributions of error correction tests for cointegration

Ericsson, Neil R.; MacKinnon, James G. - Federal Reserve Board (Board of Governors of the … - 1999

This paper provides cumulative distribution functions, densities, and finite sample critical values for the single-equation error correction statistic for testing cointegration. Graphs and response surfaces summarize extensive Monte Carlo simulations and highlight simple dependencies of the...

Persistent link: https://www.econbiz.de/10005368469

The adequacy of the data on U.S. international financial transactions: a Federal Reserve perspective

Stekler, Lois E.; Truman, Edwin M. - Federal Reserve Board (Board of Governors of the … - 1992

This paper was prepared for the meeting of the Panel on International Capital Transactions of the National Research Council (National Academy of Sciences), April 23, 1992. There are well-documented inadequacies in the data on U.S. international capital flows, cross-border holdings of assets, and...

Persistent link: https://www.econbiz.de/10005368510

Brief remarks: a speech at the Bureau of Labor Statistics 125th Anniversary Celebration, Washington, D.C., June 26, 2009

Bernanke, Ben S. - Federal Reserve Board (Board of Governors of the … - 2009

Persistent link: https://www.econbiz.de/10010725531