Narrow search
Showing 1 - 10 of 2,841
Cover Image
Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Sluis, Pieter J. van der - 1998
Tests for structural stability with unknown breakpoint are derived for and applied tothe efficient method of moments. Three types of tests are discerned: Wald type tests,Predictive tests and Hansen type tests. The Hansen type test for structural stabilitywith unknown breakpoint is a novelty for...
Persistent link: https://www.econbiz.de/10011284082
Cover Image
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der - 1997
Estimation using simulation techniques may be very time consuming. Specification tests for structuralstability often …
Persistent link: https://www.econbiz.de/10010339446
Cover Image
Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
Fasen, Vicky Maria - In: Journal of econometrics 172 (2013) 2, pp. 325-337
Persistent link: https://www.econbiz.de/10009706198
Cover Image
Circumstances in which different criteria of estimation can be applied to estimate policy effects
Swamy, Paravastu A. V. B.; Mehta, J. S.; Singamsetti, Rao N. - 1992
Persistent link: https://www.econbiz.de/10000979022
Cover Image
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10000997933
Cover Image
Advances in reliability
Balakrishnan, Narayanaswamy (contributor);  … - 2001 - 1. ed.
Persistent link: https://www.econbiz.de/10001573561
Cover Image
The expected sample variance of uncorrelated random variables with a common mean and application in unbalanced random effects models
Vardeman, Stephen B.; Wendelberger, Joanne - 2003
Persistent link: https://www.econbiz.de/10001901129
Cover Image
Stochastic programming and statistical estimates
Vogel, Silvia - In: Operations research proceedings 2003 : selected papers …, (pp. 443-450). 2004
Persistent link: https://www.econbiz.de/10002098545
Cover Image
The expected sample variance of uncorrelated random variables with a common mean and applications in unbalanced random effects models
Vardeman, Stephen B.; Wendelberger, Joanne R. - 2004 - Rev. version
Persistent link: https://www.econbiz.de/10001981754
Cover Image
A result on the covariance matrix of a stationary AR process
Persson, Mats - 1979
Persistent link: https://www.econbiz.de/10002624987