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Quantiles, Expectiles and Splines
DeRossi, G.; Harvey, A. - Faculty of Economics, University of Cambridge - 2007
various aspects of a time series, such as dispersion and asymmetry, while estimates at the end of the series provide the basis …
Persistent link: https://www.econbiz.de/10005783713
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Time-Varying Quantiles
DeRossi, G.; Harvey, A. - Faculty of Economics, University of Cambridge - 2006
estimated in this way provide information on various aspects of a time series, including dispersion, asymmetry and, for …
Persistent link: https://www.econbiz.de/10005113750
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Quantiles, Expectiles and Splines
DeRossi, G.; Harvey, A. - Faculty of Economics, University of Cambridge - 2007
various aspects of a time series, such as dispersion and asymmetry, while estimates at the end of the series provide the basis …
Persistent link: https://www.econbiz.de/10005113751
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Tests of time-invariance
Busettti, F.; Harvey, A. - Faculty of Economics, University of Cambridge - 2007
-tailed. Tests for changing dispersion and asymmetry may be based on contrasts between particular quantiles or expectiles. We report …
Persistent link: https://www.econbiz.de/10005113854
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Tests of time-invariance
Busettti, F.; Harvey, A. - Faculty of Economics, University of Cambridge - 2007
-tailed. Tests for changing dispersion and asymmetry may be based on contrasts between particular quantiles or expectiles. We report …
Persistent link: https://www.econbiz.de/10005113892
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Social Effects in the Diffusion of solar Photovoltaic Technology in the UK
Richter, Laura-Lucia - Faculty of Economics, University of Cambridge - 2013
.005. Projects involving a high number of installations could hence promote diffusion. A major limitation of the model is that social …
Persistent link: https://www.econbiz.de/10010737348