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

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

A new family of kernels is suggested for use in heteroskedasticity and autocorrelation consistent (HAC) and long run … 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 …

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

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

A hatalom szerkezete a vállalatban

Jávor, István - 1988

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

Elméletek és kvantifikáció a történetírásban

Kocka, Jürgen - In: Világtörténet: egyetemes történeti negyedéves … (1986) 3/4, pp. 53-62

Persistent link: https://www.econbiz.de/10011294943

Jánossy elmélete az új növekedéselmélet tükrében

Tarján, Tamás - 2010

If Janossy's theory should concisely be drafted, one might say that he had been researching the "real carrier of economic development" in a very original way and having formulated his theory in a specific language. He managed to identify the "carrier" of development focusing on the systematic...