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Unit roots, change, and decision bounds
Kunst, Robert M. - 1998
The problem of optimal decision among unit roots, trend stationarity, and trend stationarity with structural breaks is considered. Each class is represented by a hierarchically random process whose parameters are distributed in a non-informative way. The prior frequency for all three processes...
Persistent link: https://www.econbiz.de/10009711656
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Extracting Information from Mega-Panels and High-Frequency Data
Granger, Clive W. J. - 1998
of asymptotic theory is discussed. It is suggested that methods for extracting conditional distributions will be becomes …
Persistent link: https://www.econbiz.de/10014222217
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Outliers in statistical data analysis
Pemajayantha, V. - 1995
Persistent link: https://www.econbiz.de/10000603553
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Multivariate statistical process control charts based on the approximate sequential x² test
Kim, J.; Al-Khalifa, K. N.; Jeong, M. K.; Hamouda, A. M. S. - In: International journal of production research 52 (2014) 18, pp. 5514-5527
Persistent link: https://www.econbiz.de/10010419556
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Zeitreihenanalyse : Methoden und Verfahren
Freitag, Klaus - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001768619
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Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets
Yukalov, Vyacheslav I. - 2012
A theory of exceptional extreme events, characterized by their abnormal sizes compared with the rest of the …, and other systems. Within our theory, the large outliers are interpreted as droplets of Bose-Einstein condensate: the …-king outliers). The theory thus provides a parsimonious description of the possible coexistence of a power law distribution of event …
Persistent link: https://www.econbiz.de/10013106909
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Time series analysis : methods and applications
Subba Rao, T. (contributor); Subba Rao, Suhasini (contributor) - 2012 - 1. ed.
Persistent link: https://www.econbiz.de/10009542420
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Econometrics in theory and practice : analysis of cross section, time series and panel data with Stata 15.1
Das, Panchanan - 2019
statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and …
Persistent link: https://www.econbiz.de/10012127944
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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Coherence, efficiency, and independence of the EU environmental policy system : results of complementary statistical and econometric analyses
Zagonari, Fabio - 2015
This paper presents the first empirical test of coherence (i.e., consistency of policies within a framework), efficiency (i.e., ability of policies to meet their objectives), and independence (i.e., logical priority of objectives over policies) of the overall EU environmental policy system. To...
Persistent link: https://www.econbiz.de/10011715903