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Ajuste Estacional e Integración en Variables Macroeconómicas

Soto, Raimundo - In: Latin American Journal of Economics-formerly Cuadernos … 39 (2002) 116, pp. 135-155

Separating seasonal components from other sources of economic fluctuations is crucial for both economic modeling and policy making. Practitioners treat seasonality as noise to be removed before estimating models and tend to apply deseasonalizing methods i

Persistent link: https://www.econbiz.de/10005510108

On the Asymptotic Distribution of the Moran I Test Statistic with Applications

Kelejian, Harry H.; Prucha, Ingmar R. - University of Maryland, Department of Economics - 1999

By far, the most popular test for spatial correlation is the one based on Moran's (1950) I test statistic. Despite this, the available results in the literature concerning the large sample distribution of this statistic are limited and have been derived under assumptions that do not cover many...

Persistent link: https://www.econbiz.de/10005241852

Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation

Jin, Sainan; Phillips, Peter; Sun, Yixiao - Econometric Society - 2004

properties relative to conventional tests and better power properties than other tests using Bartlett and other conventional … origin kernel, the power properties are better than those with simple untruncated kernels (where rho =1) and at least as good … for both size and power in regression testing with sample sizes that are typical in econometric applications. …

Persistent link: https://www.econbiz.de/10005129812

The Search for Chaos and Nonlinearities in Swedish Stock Index Returns

Amilon, Henrik; Byström, Hans - Nationalekonomiska Institutionen, Ekonomihögskolan - 1998

Numerous empirical studies have shown evidence of nonlinearities in financial time series, which can be of both a deterministic and a stochastic nature. Chaos is an example of the former, and heteroscedasticity in the conditional variance an example of the latter. We apply a test, the BDS test,...

Persistent link: https://www.econbiz.de/10005645103

A hatalom szerkezete a vállalatban

Jávor, István - 1988

Persistent link: https://www.econbiz.de/10000749097