Showing 1 - 10 of 3,403
The paper proposes an original class of conditionally heteroskedastic models aimed to capture a new concept of …
Persistent link: https://www.econbiz.de/10005669219
An extremely simple proof of the K-K-M-S Theorem is given involving only Brouwer's fixed point theorem and some elementary calculus.
Persistent link: https://www.econbiz.de/10005669307
Persistent link: https://www.econbiz.de/10005443489
We prove that the recently proposed informational herding models are but special cases of a standard single person …
Persistent link: https://www.econbiz.de/10005748998
This paper takes a fresk look at testing hypotheses on dimensionality in the MANOVA model.
Persistent link: https://www.econbiz.de/10005641144
Persistent link: https://www.econbiz.de/10005795225
Persistent link: https://www.econbiz.de/10005102250
This paper puts forth a concept of Adptivety Rational Equilibrium (A.R.E) where agents base decisions upon predictions of future values of endogenous variables whose actual values are determined by equilibrium equations.
Persistent link: https://www.econbiz.de/10005443472
This paper formulates a conformity test for cointegration for a multivariate I(1) process obeying a VAR specification. The test statistic is a function of the characteristic roots of the sample covariance matrix of the cointegral vector; the latter is obtained from the unrestricted estimation of...
Persistent link: https://www.econbiz.de/10005549161
based approaches through generalised linear models. The practical empirical advantages of scoring functions are developed. …
Persistent link: https://www.econbiz.de/10005738236