Narrow search
Showing 1 - 10 of 9,242
Cover Image
Nonparametric Econometrics: Theory and Practice
Li, Qi; Racine, Jeffrey Scott - Princeton University Press
Until recently, students and researchers in nonparametric and semiparametric statistics and econometrics have had to …>Nonparametric Econometrics</i> fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a … turn to the latest journal articles to keep pace with these emerging methods of economic analysis. <i …
Persistent link: https://www.econbiz.de/10011039192
Cover Image
Utility of Graphic and Analytical Representation of Simple Correlation, Linear and Nonlinear in Hydro-climatic Data Analysis
GRIGORE, Elena; POIANA, Teodor Ionut - In: Romanian Statistical Review Supplement 61 (2013) 3, pp. 53-59
Through the appearance of analysis models was possible to simplify the graphical representation of the various …
Persistent link: https://www.econbiz.de/10010859914
Cover Image
Sweden; Financial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector
International Monetary Fund (IMF); International … - 2011
This paper describes the application of contingent claims analysis (CCA) and systemic CCA to the top four commercial …
Persistent link: https://www.econbiz.de/10011245016
Cover Image
A Simple Forecasting Accuracy Criterion Under Rational Expectations; Evidence From the World Economic Outlook and Time Series Models
Barrionuevo, José M. - International Monetary Fund (IMF) - 1992
A simple criterion based on the properties of the forecast error is presented to evaluate the accuracy of forecasts. The efficiency conditions of an optimization problem are used to show that under rational expectations the standard statistical conditions are necessary, but not sufficient to...
Persistent link: https://www.econbiz.de/10005264063
Cover Image
The Efficiency of the Japanese Equity Market
Nagayasu, Jun - International Monetary Fund (IMF) - 2003
Using the ARFIMA-FIGARCH model, this paper studies the efficiency of the Japanese equity market by examining the statistical properties of the return and volatility of the Nikkei 225. It shows that both follow a long range dependence, which stands against the efficient market hypothesis (EMH)....
Persistent link: https://www.econbiz.de/10005825859
Cover Image
Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates
Leon, H. L.; Najarian, Serineh - International Monetary Fund (IMF) - 2003
This paper examines whether deviations from PPP are stationary in the presence of nonlinearity, and whether the adjustment toward PPP is symmetric from above and below. Using alternative nonlinear models, our results support mean reversion and asymmetric adjustment dynamics. We find differences...
Persistent link: https://www.econbiz.de/10005769039
Cover Image
Is Foreign Debt Portfolio Management Efficient in Emerging Economies?
Hussein, Khaled - International Monetary Fund (IMF) - 2001
analysis show that foreign debt portfolio management has been sub-optimal in the countries under examination. In these …
Persistent link: https://www.econbiz.de/10005599482
Cover Image
A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies
Mendoza, Enrique G. - International Monetary Fund (IMF) - 1992
This paper provides a numerical analysis of an intertemporal equilibrium model of a small open, barter economy that is …
Persistent link: https://www.econbiz.de/10005605153
Cover Image
On Theil's Errors
Magnus, Jan R.; Sinha, A.K. - Tilburg University, Center for Economic Research - 2003
We take a fresh look at Theil's BLUS residuals and ask why they have gone out of fashion.All our simulation experiments …
Persistent link: https://www.econbiz.de/10011092941
Cover Image
Statistical inference in stochastic processes
Prabhu, Narahari U. (contributor) - 1991 - 1. print.
Persistent link: https://www.econbiz.de/10004109298