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~institution:"Federal Reserve Bank of Cleveland"
~language:"eng"
~subject:"Statistics"
~subject:"Wirtschaftsstatistik"
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Some Monte Carlo results on nonparametric changepoint tests
Bryden, Edward
;
Carlson, John B.
;
Craig, Ben
-
Federal Reserve Bank of Cleveland
-
1995
An examination of the small-sample properties of nonparametric changepoint tests using Monte Carlo analysis to investigate the probabilities of false-positive tests under alternative assumptions about the time-series properties of the underlying process. ; An analysis of whether depositor...
Persistent link: https://www.econbiz.de/10005428313
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2
Binomial approximation in financial models: computational simplicity and convergence
Li, Anlong
-
Federal Reserve Bank of Cleveland
-
1992
An exploration of the potential of transformation and other schemes in approximating diffusions (including those with boundaries) commonly seen in financial models. Convergence results are established for valuing both European and American contingent claims.
Persistent link: https://www.econbiz.de/10005428339
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3
Rounding in earnings data
Schweitzer, Mark E.
;
Severance-Lossin, Eric K.
-
Federal Reserve Bank of Cleveland
-
1996
commonly used
statistics
based on earnings data, particularly those focusing on a specific region of the wage distribution. …
Persistent link: https://www.econbiz.de/10005729007
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