Narrow search
Showing 1 - 10 of 699
Cover Image
The Relationship between Inflation and Relative Price Variability in Pakistan
Akmal, Muhammad - eSocialSciences - 2012
inflation and RPV; (a) visual assessment through scatter plots; (b) rolling regression analysis, and (c) Bai-Perron multiple …
Persistent link: https://www.econbiz.de/10009493970
Cover Image
On the empirical characteristic function process of the residuals in GARCH models and applications
Gamero, M. Jiménez - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 409-432
residuals. Specifically, it is shown that such process uniformly converges to the population characteristic function (CF) of the … to calculate the residuals. Applications of the obtained results for testing symmetry and goodness-of-fit to the law of …
Persistent link: https://www.econbiz.de/10010994239
Cover Image
Approximating data with weighted smoothing splines
Meise, Monika; Davies, Paul Lyndon - Institut für Wirtschafts- und Sozialstatistik, … - 2005
n.a.
Persistent link: https://www.econbiz.de/10009216908
Cover Image
Primary and secondary markets
Kakarot-Handtke, Egmont - Volkswirtschaftliche Fakultät, … - 2011
the emergence of secondary markets from the flow part of the economy. Real and nominal residuals at first give rise to the …
Persistent link: https://www.econbiz.de/10009277271
Cover Image
Hierarchical equilibria of branching populations
Yu, Hao - Départment des sciences administratives, Université … - 2003
In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without … residuals were iid. Applications to changepoint problems and goodness-of-fit are considered, in particular CUSUM statistics for …
Persistent link: https://www.econbiz.de/10005710032
Cover Image
Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach
Lambert, Philippe; Laurent, Sébastien - European Centre for Advanced Research in Economics and … - 2008
We propose three residual-based tests for conditional dynamic asymmetry. Estimation is performed under the null hypothesis of constant asymmetry of the innovations and, in a second step, the tests are performed either through a parametric model or a nonparametric method (runs). The working...
Persistent link: https://www.econbiz.de/10005827113
Cover Image
The Environmental Impacts of Trade Liberalization: A Quantitative Analysis for the United States Using TEAM
Creason, Jared R.; Fisher, Michael; Semenova, Svetlana; … - In: Agricultural and Resource Economics Review 34 (2005) 1
A highly disaggregated emissions factor model is presented. The model generates changes in emissions and resource use by state and 6-digit NAICS sector. Removal of all U.S. import restrictions is examined. Results for agriculture show that composition effects explain highly varied regional...
Persistent link: https://www.econbiz.de/10005801431
Cover Image
Global property of error density estimation in nonlinear autoregressive time series models
Cheng, Fuxia - In: Statistical Inference for Stochastic Processes 13 (2010) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10008533935
Cover Image
On the use of nonparametric regression for model checking
Azzalini, A.; Bowman, A.W.; Haerdle, W. - University of Bonn, Germany - 1988
Persistent link: https://www.econbiz.de/10005028222
Cover Image
Nonlinear Production, Abatement, Pollution and Materials Balance Reconsidered
Pethig, Rüdiger - CESifo - 2005
't map the materials flow involved completely and hides, moreover, the exact links between production, residuals generation … efficiency-restoring taxation of multiple and interdependent residuals generated in the transformation processes of production …
Persistent link: https://www.econbiz.de/10005181310